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We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…

Analysis of PDEs · Mathematics 2012-05-29 Carlo Marinelli , Luca Di Persio , Giacomo Ziglio

We study conditions for the well-posedness of nonautonomous perturbation of evolution equations of the form \[ u'(t)=(A+B(t))u(t), \quad t \in [a,b], \] where $A$ generates a $\mathrm{C}_0$-semigroup $\left (T(t)\right )_{t\ge 0}$ with $\|…

Dynamical Systems · Mathematics 2026-04-21 Xuan-Quang Bui , Vu Trong Luong , Nguyen Van Minh

We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…

Probability · Mathematics 2023-10-17 Alexandra Neamtu , Tim Seitz

We consider the effect of perturbations to a quasi-linear parabolic stochastic differential equation set in a UMD Banach space $X$. To be precise, we consider perturbations of the linear part, i.e. the term concerning a linear operator $A$…

Functional Analysis · Mathematics 2012-03-08 Sonja Cox , Erika Hausenblas

We prove that a single-jump quantum stochastic unitary evolution is equivalent to a Dirac boundary value problem on the half line in one extra dimension. It is shown that this exactly solvable model can be obtained from a Schroedinger…

Mathematical Physics · Physics 2007-05-23 V. P. Belavkin

In this paper, using the subvariant functional method due to Favard \cite{Favard}, we prove the existence of aunique compact almost automorphic solution for a class of semilinear evolution equations in Banach spaces. More specifically, we…

Analysis of PDEs · Mathematics 2020-04-09 Brahim Es-sebbar , Khalil Ezzinbi , Kamal Khalil

We prove a new Burkholder-Rosenthal type inequality for discrete-time processes taking values in a 2-smooth Banach space. As a first application we prove that if $(S(t,s))_{0\leq s\leq T}$ is a $C_0$-evolution family of contractions on a…

Probability · Mathematics 2021-07-13 Jan van Neerven , Mark Veraar

One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…

Probability · Mathematics 2018-02-22 Viorel Barbu , Michael Röckner

First, using the uniform decomposition in both physical and frequency spaces, we obtain an equivalent norm on modulation spaces. Secondly, we consider the Cauchy problem for the dissipative evolutionary pseudo-differential equation…

Analysis of PDEs · Mathematics 2017-09-01 Mingjuan Chen , Baoxiang Wang , Shuxia Wang , M. W. Wong

In this paper, we establish a Liouville type theorem for the homogeneous dual fractional parabolic equation \begin{equation} \partial^\alpha_t u(x,t)+(-\Delta)^s u(x,t) = 0\ \ \mbox{in}\ \ \mathbb{R}^n\times\mathbb{R} . \end{equation} where…

Analysis of PDEs · Mathematics 2026-01-06 Yahong Guo , Lingwei Ma , Zhenqiu Zhang

We prove pathwise uniqueness for an abstract stochastic reaction-diffusion equation in Banach spaces. The drift contains a bounded H\"{o}lder term; in spite of this, due to the space-time white noise it is possible to prove pathwise…

Analysis of PDEs · Mathematics 2012-12-24 Sandra Cerrai , Giuseppe Da Prato , Franco Flandoli

In this paper, we are concerned with the H\"older regularity for solutions of the nonlocal evolutionary equation $$ \partial_t u+(-\Delta_p)^s u = 0. $$ Here, $(-\Delta_p)^s$ is the fractional $p$-Laplacian, $0<s<1$ and $1<p<2$. We…

Analysis of PDEs · Mathematics 2024-04-26 Prashanta Garain , Erik Lindgren , Alireza Tavakoli

The well-posedness of the abstract \textsc{Cauchy} problem for the doubly nonlinear evolution inclusion equation of second order \begin{align*} \begin{cases} u''(t)+\partial \Psi(u'(t))+B(t,u(t))\ni f(t), &\quad t\in (0,T),\, T>0,\\…

Analysis of PDEs · Mathematics 2025-12-30 Aras Bacho

We give a new estimate on Stieltjes integrals of H\"older continuous functions and use it to prove an existence-uniqueness theorem for solutions of ordinary differential equations with H\"older continuous forcing. We construct stochastic…

Probability · Mathematics 2007-05-23 Anastasia Ruzmaikina

Consider the $[0,1]$-valued continuous random field solution $(u_t(x))_{t\geq 0, x\in \mathbb R}$ to the one-dimensional stochastic heat equation \[ \partial_t u_t = \frac{1}{2}\Delta u_t + b(u_t) + \sqrt{u_t(1-u_t)} \dot W, \] where…

Probability · Mathematics 2024-06-04 Clayton Barnes , Leonid Mytnik , Zhenyao Sun

We consider systems of stochastic evolutionary equations of the type $$du=\mathrm{div}\,S(\nabla u)\,dt+\Phi(u)dW_t$$ where $S$ is a non-linear operator, for instance the $p$-Laplacian $$S(\xi)=(1+|\xi|)^{p-2}\xi,\quad \xi\in\mathbb…

Analysis of PDEs · Mathematics 2020-05-15 Dominic Breit

We study large time behaviour of solutions of the Cauchy problem for equations of the form $\partial_tu-L u+\lambda u=f(x,u)+g(x,u)\cdot\mu$, where $L$ is the operator associated with a regular lower bounded semi-Dirichlet form…

Analysis of PDEs · Mathematics 2019-08-05 Tomasz Klimsiak , Andrzej Rozkosz

We discuss the issue of maximal regularity for evolutionary equations with non-autonomous coefficients. Here evolutionary equations are abstract partial-differential algebraic equations considered in Hilbert spaces. The catch is to consider…

Analysis of PDEs · Mathematics 2020-07-01 Sascha Trostorff , Marcus Waurick

This work is devoted to the study of a class of linear time-inhomogeneous evolution equations in a scale of Banach spaces. Existence, uniquenss and stability for classical solutions is provided. We study also the associated dual Cauchy…

Functional Analysis · Mathematics 2022-03-17 Martin Friesen

We consider evolution differential equations in Fr\'echet spaces that possess unconditional Schauder basis and construct a version of the majorant functions method to obtain existence theorems for Cauchy problems. Applications to PDE and…

Analysis of PDEs · Mathematics 2015-03-12 Oleg Zubelevich