Related papers: Strong solutions for stochastic porous media equat…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…
A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…
In this paper, we study the convergence of the Euler-Maruyama numerical solutions for pantograph stochastic functional differential equations which was proposed in [11]. We also show that the numerical solutions have the properties of…
We establish the existence and uniqueness of solutions to stochastic 2D Navier-Stokes equations in a time-dependent domain driven by Brownian motion. A martingale solution is constructed through domain transformation and appropriate…
In this paper, we investigate both deterministic and stochastic 2D Navier Stokes equations with anisotropic viscosity. For the deterministic case, we prove the global well-posedness of the system with initial data in the anisotropic Sobolev…
We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
The strong convergence of numerical methods for stochastic differential equations (SDEs) for $t\in[0,\infty)$ is proved. The result is applicable to any one-step numerical methods with Markov property that have the finite time strong…
We provide verification theorems (at different levels of generality) for infinite horizon stochastic control problems in continuous time for semimartingales. The control framework is given as an abstract "martingale formulation", which…
In this paper we show the global well-posedness of solutions to a three-dimensional magnetohydrodynamical (MHD) model in porous media. Compared to the classical MHD equations, our system involves a nonlinear damping term in the momentum…
The global weak martingale solution is built through a four-level approximation scheme to stochastic compressible active liquid crystal system driven by multiplicative noise in a smooth bounded domain in $\mathbb{R}^{3}$ with large initial…
We show that two different notions of solutions to the obstacle problem for the porous medium equation, a potential theoretic notion and a notion based on a variational inequality, coincide for regular enough compactly supported obstacles.
We derive the equations of motion for the dynamics of a porous media filled with an incompressible fluid. We use a variational approach with a Lagrangian written as the sum of terms representing the kinetic and potential energy of the…
We prove the existence and uniqueness of entropy solutions for nonlinear diffusion equations with nonlinear conservative gradient noise. As particular applications our results include stochastic porous media equations, as well as the…
In this paper, we consider a stochastic differential equation driven by a fractional Brownian motion (fBm) and a Wiener process and having jumps. We prove that this equation has a unique solution and show that all its moments are finite.
The established macroscopic equations of motion for two phase immiscible displacement in porous media are known to be physically incomplete because they do not contain the surface tension and surface areas governing capillary phenomena.…
We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions. Even in the absence of jumps, it is known that in…
We study a class of stochastic integral equations with jumps under non-Lipschitz conditions. We use the method of Euler approximations to obtain the existence of the solution and give some sufficient conditions for the strong uniqueness.
A piecewise constant local martingale $M$ with boundedly many jumps is a uniformly integrable martingale if and only if $M_\infty^-$ is integrable.