Related papers: SPDE in Hilbert Space with Locally Monotone Coeffi…

In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution system of measures for time-inhomogeneous Markov semigroups, we…

We define and study homogeneous kinetic Sobolev spaces adapted to the Kolmogorov equation. We consider both local and non-local diffusion. The spaces are built from the Lebesgue spaces L p for all integrability exponents p $\in$ (1,…

For non-autonomous linear stochastic differential equations (SDEs), we establish that the top Lyapunov exponent is continuous if the coefficients "almost" uniformly converge. For autonomous SDEs, assuming the existence of invariant measures…

We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth;…

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

We consider the following SPDE on a Gelfand-triple $(V, H, V^*)$: $$ du(t)=A(t,u(t))dt+dI_t(u), \qquad u(0)=u_0\in H. $$ Given certain local monotonicity, continuity, coercivity and growth conditions of the operator $A:[0, T]\times V\to…

In this paper, we prove local existence and uniqueness for the 2D Prandtl-Hartmann regine in weighted Sobolev spaces. Our proof is based on using uniform estimates of the regularized parabolic equation and maximal principle under the…

A broad class of possibly non-unique generalized kinetic solutions to hyperbolic-parabolic PDEs is introduced. Optimal regularity estimates in time and space for such solutions to nonlocal, and spatially inhomogeneous variants of the porous…

We introduce new invariants of a Riemannian singular space, the local Yamabe and Sobolev constants, and then go on to prove a general version of the Yamabe theorem under that the global Yamabe invariant of the space is strictly less than…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

Microlocal analysis techniques are extended and applied to stochastic partial differential equations (SPDEs). In particular, the H\"ormander propagation of singularities theorem is shown to be valid for hyperbolic SPDEs driven by a standard…

This paper examines Poisson stable (including stationary, periodic, almost periodic, Levitan almost periodic, Bohr almost automorphic, pseudo-periodic, Birkhoff recurrent, pseudo-recurrent, etc.) measures and limit theorems for stochastic…

One proves existence and uniqueness of strong solutions to stochastic porous media equations under minimal monotonicity conditions on the nonlinearity. In particular, we do not assume continuity of the drift or any growth condition at…

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…

It is proved that the solutions to the singular stochastic $p$-Laplace equation, $p\in (1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter $r\in (0,1)$ on a bounded open domain $\Lambda\subset\R^d$…

We establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equations (SDEs) under mild assumptions on the coefficients. Our…

The object of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an…

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…