A Note on Fuzzy Set--Valued Brownian Motion

In this paper, we prove that a fuzzy set--valued Brownian motion $B_t$, as defined in [1], can be handle by an $R^d$--valued Wiener process $b_t$, in the sense that B_t =\indicator{b_t}; i.e. it is actually the indicator function of a Wiener process

Strict solutions to stochastic parabolic evolution equations in M-type 2 Banach spaces

We study a stochastic linear evolution equation $dX+A(t)Xdt=F(t)dt+ G(t)dw_t$ in a Banach space of M-type 2. We construct unique strict solutions to the equation on the basis of the theory of deterministic linear evolution equations. The abstract results are applied to stochastic diffusion equations.Comment: 27 pages, to appear in Funkcialaj Ekvacio

Geometric erogdicity of a bead-spring pair with stochastic Stokes forcing

We consider a simple model for the uctuating hydrodynamics of a exible polymer in dilute solution, demonstrating geometric ergodicity for a pair of particles that interact with each other through a nonlinear spring potential while being advected by a stochastic Stokes uid velocity field. This is a generalization of previous models which have used linear spring forces as well as white-in-time uid velocity fields. We follow previous work combining control theoretic arguments, Lyapunov functions, and hypo-elliptic diffusion theory to prove exponential convergence via a Harris chain argument. To this, we add the possibility of excluding certain "bad" sets in phase space in which the assumptions are violated but from which the systems leaves with a controllable probability. This allows for the treatment of singular drifts, such as those derived from the Lennard-Jones potential, which is an novel feature of this work

Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process

The existence and uniqueness of mild solution of an impulsive stochastic system driven by a Rosenblatt process is analyzed in this work by using the Banach fixed point theorem and the theory of resolvent operator developed by R. Grimmer in R. Grimmer, Resolvent operators for integral equations in a Banach space, Trans. Amer. Math. Soc., 273 (1982), 333–349. Furthermore, the exponential stability in mean square for the mild solution to neutral stochastic integro-differential equations with Rosenblatt process is obtained by establishing an integral inequality. Finally, an example is exhibited to illustrate the abstract theory