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We prove the large deviation principle for the law of the solutions to a class of parabolic semilinear stochastic partial differential equations driven by multiplicative noise, in $C\big([0,T]:L^\rho(D)\big)$, where $D\subset {\mathbb R}^d$…

Probability · Mathematics 2020-10-28 Leila Setayeshgar

This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…

Probability · Mathematics 2026-02-09 Zhuoqi Liu , Qian Guo , Shuaibin Gao , Chenggui Yuan

We show well-posedness of the $p$-Laplace evolution equation on $\mathbb{R}^d$ with square integrable random initial data for arbitrary $1<p<\infty$ and arbitrary space dimension $d\in\mathbb{N}$. The noise term on the right-hand side of…

Probability · Mathematics 2022-03-29 Kerstin Schmitz , Aleksandra Zimmermann

We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…

Probability · Mathematics 2015-01-08 Benjamin Gess , Michael Röckner

We study the question of existence of positive steady states of nonlinear evolution equations. We recast the steady state equation in the form of eigenvalue problems for a parametrised family of unbounded linear operators, which are…

Analysis of PDEs · Mathematics 2019-03-25 Àngel Calsina , József Z. Farkas

The paper is devoted to well-posedness analysis and the numerical solution of a family of general elliptic mixed variational-hemivariational inequalities. Various mixed variational equations, mixed variational inequalities and mixed…

Numerical Analysis · Mathematics 2026-02-03 Weimin Han , Jianguo Huang , Yuan Yao

In this paper, we study a class of slow-fast stochastic partial differential equations with multiplicative Wiener noise. Under some appropriate conditions, we prove the slow component converges to the solution of the corresponding averaged…

Probability · Mathematics 2021-05-31 Yi Ge , Xiaobin Sun , Yingchao Xie

We prove well-posedness in $H^{\sigma}(\mathbb{R})$ for any $\sigma \in [0,\infty)$ of a parametrically forced nonlinear Schr\"odinger equation (PFNLS) in one dimension driven by multiplicative Stratonovich noise which has spatially…

Analysis of PDEs · Mathematics 2024-03-11 Manuel V. Gnann , Rik W. S. Westdorp , Joris van Winden

An inequality for the $p$th power of the norm of a stochastic convolution integral in a Hilbert space is proved. The inequality is stronger than analogues inequalities in the Literature in the sense that it is pathwise and not in…

Probability · Mathematics 2015-01-05 Erfan Salavati , Bijan Z. Zangeneh

We study nonlinear parabolic stochastic partial differential equations with Wick-power and Wick-polynomial type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fujita equation, the…

Probability · Mathematics 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

We study the connections existing between max-infinitely divisible distributions and Poisson processes from the point of view of functional analysis. More precisely, we derive functional identities for the former by using well-known results…

Functional Analysis · Mathematics 2025-09-03 Bruno Costacèque-Cecchi , Laurent Decreusefond

We consider a class of semilinear stochastic evolution equations driven by an additive cylindrical stable noise.We investigate structural properties of the solutions like Markov, irreducibility, stochastic continuity, Feller and strong…

Analysis of PDEs · Mathematics 2011-10-06 Enrico Priola , Jerzy Zabczyk

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

Local and global well-posedness of the coagulation-fragmentation equation with size diffusion are investigated. Owing to the semilinear structure of the equation, a semigroup approach is used, building upon generation results previously…

Analysis of PDEs · Mathematics 2021-10-19 Philippe Laurençot , Christoph Walker

In this paper we study well-posedness of a second order SPDE with multiplicative noise on the torus $\T =[0,2\pi]$. The equation is considered in $L^p(\O\times(0,T);L^q(\T))$ for $p,q\in (1, \infty)$. It is well-known that if the noise is…

Probability · Mathematics 2012-07-18 Zdzislaw Brzezniak , Mark Veraar

We study a class of non-autonomous boundary control and observation linear systems that are governed by non-autonomous multiplicative perturbations. This class is motivated by different fundamental partial differential equations, such as…

Functional Analysis · Mathematics 2019-02-01 Birgit Jacob , Hafida Laasri

In this paper, we consider the well-posedness of stochastic S-KdV driven by multiplicative noises in $H_x^1\times H_x^1$. To get the local well-posedness, we first develop the bilinear and trilinear Bourgain norm estimates of the nonlinear…

Probability · Mathematics 2025-09-18 Jie Chen , Fan Gu , Boling Guo

In this article, we propose a wellposedness theory for a class of second order backward doubly stochastic differential equation (2BDSDE). We prove existence and uniqueness of the solution under a Lipschitz type assumption on the generator,…

Probability · Mathematics 2016-10-14 Anis Matoussi , Dylan Possamai , Wissal Sabbagh

Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…

Machine Learning · Computer Science 2025-11-21 Ethan Blaser , Shangtong Zhang

Well-posedness in time-weighted spaces of certain quasilinear (and semilinear) parabolic evolution equations $u'=A(u)u+f(u)$ is established. The focus lies on the case of strict inclusions $\mathrm{dom}(f)\subsetneq \mathrm{dom}(A)$ of the…

Analysis of PDEs · Mathematics 2023-12-20 Bogdan Matioc , Christoph Walker