Dynamical Properties of Rough Delay Equations, Ph.D. Dissertation Sharif University of Technology ; Zohuri Zangeneh, Bijan (Supervisor)
Abstract
In this monograph, we investigate the long-time behavior of stochastic delay equations. Our approach is random dynamical systems, and we solve our equation in the rough path point of view. Namely, we deal with the singular case, i.e., when the delay terms also are appearing in the diffusion part. Although we can solve the equation using the classical tools of stochastic analysis, the main obstacle is the lack of flow property. More precisely, the solution does not depend continuously on the initial value. To solve this problem, we define this property differently. We will show how we can generate a flow property on fields of Banach spaces using rough path theory. As a consequence, we prove...
Cataloging briefDynamical Properties of Rough Delay Equations, Ph.D. Dissertation Sharif University of Technology ; Zohuri Zangeneh, Bijan (Supervisor)
Abstract
In this monograph, we investigate the long-time behavior of stochastic delay equations. Our approach is random dynamical systems, and we solve our equation in the rough path point of view. Namely, we deal with the singular case, i.e., when the delay terms also are appearing in the diffusion part. Although we can solve the equation using the classical tools of stochastic analysis, the main obstacle is the lack of flow property. More precisely, the solution does not depend continuously on the initial value. To solve this problem, we define this property differently. We will show how we can generate a flow property on fields of Banach spaces using rough path theory. As a consequence, we prove...
Find in contentBookmark |
|