English
Related papers

Related papers: On uniqueness of mild solutions for dissipative st…

200 papers

When the evolution familiy is hyperbolic and satisfies the Acquistapace-Terreni conditions, the existence and uniquenness of an almost automorphic mild solution and a weighted pseudo almost automorphic mild solution in distribution of…

Probability · Mathematics 2022-08-15 Moustapha Dieye , Amadou Diop , Mamadou Moustapha Mbaye , Mark A. McKibben

This paper devotes to studying abstract stochastic evolution equations in M-type 2 Banach spaces. First, we handle nonlinear evolution equations with multiplicative noise. The existence and uniqueness of local and global mild solutions…

Probability · Mathematics 2014-10-03 Ta Viet Ton , Atsushi Yagi

In this paper, we investigate a semilinear stochastic parabolic equation with a linear rough term $du_{t}=\left[L_{t}u_{t}+f\left(t, u_{t}\right)\right]dt+\left(G_{t}u_{t}+g_{t}\right)d\mathbf{X}_{t}+h\left(t, u_{t}\right)dW_{t}$, where…

Probability · Mathematics 2024-01-31 Jiahao Liang , Shanjian Tang

Motivated by the work of T.E. Govindan in [5,8,9], this paper is concerned with a more general semilinear stochastic evolution equation. The difference between the equations considered in this paper and the previous one is that it makes…

Probability · Mathematics 2021-03-08 Xia Zhang , Lingfei Dai , Ming Liu

We prove existence and uniqueness of mild and generalized solutions for a class of stochastic semilinear evolution equations driven by additive Wiener and Poisson noise. The non-linear drift term is supposed to be the evaluation operator…

Analysis of PDEs · Mathematics 2011-10-19 Carlo Marinelli

The well established mixed monotone iterative technique that is used to study the existence and uniqueness of fractional order system is studied explicitly for impulsive system with Hilfer fractional order in this paper. The procedure of…

Optimization and Control · Mathematics 2021-06-24 Divya Raghavan , Sukavanam Nagarajan

We prove the existence and uniqueness of the mild solution for a nonlinear stochastic heat equation defined on an unbounded spatial domain. The nonlinearity is not assumed to be globally, or even locally, Lipschitz continuous. Instead the…

Probability · Mathematics 2021-02-12 Michael Salins

For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset \mathbb {R}^d$ and driven by an $L^2(D)$-valued fractional Brownian motion with the Hurst index $H>1/2$, a new…

Probability · Mathematics 2020-01-17 Kostiantyn Ralchenko , Georgiy Shevchenko

In this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the initial time of the time-dependent coefficients of the…

Probability · Mathematics 2021-11-02 Adam Andersson , Arnulf Jentzen , Ryan Kurniawan

We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is…

Probability · Mathematics 2007-05-23 Adam Jakubowski , Mikhail Kamenskii , Paul Raynaud De Fitte

Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…

Probability · Mathematics 2024-09-30 István Gyöngy , Nicolai V. Krylov

We prove the existence and uniqueness of a mild solution for a class of non-autonomous parabolic mixed stochastic partial differential equations defined on a bounded open subset $D \subset \mathbb{R}^d$ and involving standard and fractional…

Probability · Mathematics 2018-03-29 Yuliya Mishura , Kostiantyn Ralchenko , Georgiy Shevchenko

In this paper, we are devoted to consider the periodic problem for the impulsive evolution equations with delay in Banach space. By using operator semigroups theory and fixed point theorem, we establish some new existence theorems of…

Functional Analysis · Mathematics 2018-01-03 Qiang Li , Mei Wei

We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical…

Probability · Mathematics 2018-11-16 Alexander Kalinin , Alexander Schied

Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…

Probability · Mathematics 2018-10-05 Christian Kuehn , Alexandra Neamtu

We establish existence of probabilistically strong solutions and pathwise uniqueness for a class of quasilinear stochastic evolution equations on bounded domains. Our results combine recent weak existence results for quasilinear stochastic…

Probability · Mathematics 2026-03-19 Sebastian Bechtel , Esmée Theewis

We consider the following stochastic partial differential equation, \begin{align*} &dY_t=L^\ast Y_tdt+A^\ast Y_t\cdot dB_t\\ &Y_0=\psi, \end{align*} associated with a stochastic flow $\{X(t,x)\}$, for $t \geq 0$, $x \in \mathbb{R}^d$, as in…

Probability · Mathematics 2017-06-21 Suprio Bhar , Rajeev Bhaskaran , Barun Sarkar

In this addendum we provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures in the framework of the semigroup approach with…

Probability · Mathematics 2024-10-02 Stefan Tappe

We consider a class of semilinear Volterra type stochastic evolution equation driven by multiplicative Gaussian noise. The memory kernel, not necessarily analytic, is such that the deterministic linear equation exhibits a parabolic…

Probability · Mathematics 2016-02-25 Boris Baeumer , Matthias Geissert , Mihaly Kovacs

We prove weak uniqueness of mild solutions for general classes of SPDEs on a Hilbert space. The main novelty is that the drift is only defined on a Sobolev-type subspace and no H\"older-continuity assumptions are required. This framework…

Probability · Mathematics 2024-06-21 Federico Bertacco , Carlo Orrieri , Luca Scarpa