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In this paper we present some basic uniqueness results for evolutive equations under density constraints. First, we develop a rigorous proof of a well-known result (among specialists) in the case where the spontaneous velocity field…

Analysis of PDEs · Mathematics 2017-04-19 Simone Di Marino , Alpár Richárd Mészáros

This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Huizhong Appleby-Wu , Xuerong Mao

The properties of the evolution equation have been analyzed. The uniqueness and the existence of solution for the evolution equation with special value of parameter characterizing intensity of change of external conditions, of the…

Statistical Mechanics · Physics 2007-05-23 Victor Kurasov

We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

Probability · Mathematics 2022-06-16 Alessia Ascanelli , Sandro Coriasco , André Suß

In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…

Probability · Mathematics 2021-11-02 Arnulf Jentzen , Primož Pušnik

In this paper, we study a semilinear SPDE with a linear Young drift $du_{t}=Lu_{t}dt+f\left(t, u_{t}\right)dt+\left(G_{t}u_{t}+g_{t}\right)d\eta_{t}+h\left(t, u_{t}\right)dW_{t}$, where $L$ is the generator of an analytical semigroup,…

Probability · Mathematics 2023-09-14 Jiahao Liang , Shanjian Tang

In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…

Probability · Mathematics 2022-11-24 C. A. Fonseca-Mora

This paper is interested in semilinear stochastic equations having unbounded nonlinear perturbations in the deterministic part and/or in the random part. Moreover, the linear part of these equations is governed by a not necessarily analytic…

Probability · Mathematics 2021-12-16 Mohamed Fkirine , Said Hadd

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L^p$ spaces on bounded domains of $\mathbb{R}^n$ with a nonlinear drift term given by the superposition operator generated by a…

Probability · Mathematics 2024-01-01 Carlo Marinelli

We prove a maximum principle for mild solutions to stochastic evolution equations with (locally) Lipschitz coefficients and Wiener noise on weighted $L^2$ spaces. As an application, we provide sufficient conditions for the positivity of…

Analysis of PDEs · Mathematics 2020-01-01 Carlo Marinelli

In this article we introduce and analyze a notion of mild solution 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…

Probability · Mathematics 2009-02-19 Marta Sanz-Solé , Pierre-A. Vuillermot

We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…

Probability · Mathematics 2025-02-04 Alexandra Blessing , Tim Seitz , Stefanie Sonner , Bao Quoc Tang

We prove a new linearization principle for the nonlinear stability of solutions to semilinear evolution equations of parabolic type. We assume that the set of equilibria forms a finite dimensional manifold of normally stable and normally…

Analysis of PDEs · Mathematics 2025-06-27 Francesco Cellarosi , Anirban Dutta , Giusy Mazzone

We investigate the well-posedness and approximation of mild solutions to a class of linear transport equations on the unit interval $[0,1]$ endowed with a linear discontinuous production term, formulated in the space $\mathcal{M}([0,1])$ of…

Functional Analysis · Mathematics 2014-12-23 Joep H. M. Evers , Sander C. Hille , Adrian Muntean

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of…

Probability · Mathematics 2010-10-18 Carlo Marinelli , Michael Röckner

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

Probability · Mathematics 2015-01-13 Feng-Yu Wang

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

Probability · Mathematics 2023-06-01 Davide Addona , Federica Masiero , Enrico Priola

We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…

Probability · Mathematics 2013-10-08 Georgiy Shevchenko

In this work we study the existence, uniqueness and polynomial stability of the pseudo almost periodic mild solutions of semi-linear diffusion equations with rough coefficients in certain interpolation spaces. First, we rewirte the…

Analysis of PDEs · Mathematics 2025-01-14 Pham Truong Xuan , Le The Sac