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A stochastic Ginzburg–Landau equation with impulsive effects

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  • Nguyen Tien, Dung

Abstract

In this paper we consider a stochastic Ginzburg–Landau equation with impulsive effects. We first prove the existence and uniqueness of the global solution which can be explicitly represented via the solution of a stochastic equation without impulses. Then, based on our obtained result, we study the qualitative properties of the solution, including the boundedness of moments, almost surely exponential convergence and pathwise estimations. Finally, we give a first attempt to study a fractional version of impulsive stochastic Ginzburg–Landau equations.

Suggested Citation

  • Nguyen Tien, Dung, 2013. "A stochastic Ginzburg–Landau equation with impulsive effects," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 1962-1971.
    • Handle: RePEc:eee:phsmap:v:392:y:2013:i:9:p:1962-1971
    DOI: 10.1016/j.physa.2013.01.042
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    References listed on IDEAS

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    1. Nguyen, Dung Tien, 2012. "Mackey–Glass equation driven by fractional Brownian motion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5465-5472.
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