Pullback attractors for stochastic Young differential delay equations (Q2116460)

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Pullback attractors for stochastic Young differential delay equations
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    Pullback attractors for stochastic Young differential delay equations (English)
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    17 March 2022
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    In this paper, the asymptotic dynamics is studied for stochastic Young differential delay equations under regular assumptions on Lipschitz continuity of the coefficient functions. The main results show that, if there is a linear part in the drift term which has no delay factor and has eigenvalues of negative real parts, then the generated random dynamical system possesses a random pullback attractor provided that the Lipschitz coefficients of the remaining parts are small. The proof is rather technical which employs recently developed methods on semigroups and greedy sequence of stopping time.
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    stochastic differential equations (SDE)
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    Young integral
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    random dynamical systems
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    random attractors
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    exponential stability
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