Related papers: On the Existence Theory of Hilbert Space valued Di…
We study a non-linear Schroedinger equation with a Hartree-type nonlinearity and a localized random time-dependent external potential. Sharp dispersive estimates for the linear Schroedinger equation with a random time-dependent potential…
We exemplify the way the rigged Hilbert space deals with the Lippmann-Schwinger equation by way of the spherical shell potential. We explicitly construct the Lippmann-Schwinger bras and kets along with their energy representation, their…
A quantum Markov semigroup can be represented via classical diffusion processes solving a stochastic Schr\"odinger equation. In this paper we first prove that a quantum Markov semigroup is irreducible if and only if classical diffusion…
Let $L$ be a positive definite self-adjoint operator on the $L^2$-space associated to a $\si$-finite measure space. Let $H$ be the dual space of the domain of $L^{1/2}$ w.r.t. $L^2(\mu)$. By using an It\^o type inequality for the $H$-norm…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…
In this paper we prove the local and global well-posedness of the time fractional abstract Schr\"odinger type evolution equation on the Hilbert space and as an application, we prove the local and global well-posedness of the fractional…
It is well known that certain fractional diffusion equations can be solved by the densities of stable L\'evy motions. In this paper we use the classical semigroup approach for L\'evy processes to define semi-fractional derivatives, which…
We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…
A convergent iterative process is constructed for solving any solvable linear equation in a Hilbert space.
In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An…
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…
Due to the seminal works of Hochbruck and Ostermann exponential splittings are well established numerical methods utilizing operator semigroup theory for the treatment of semilinear evolution equations whose principal linear part involves a…
In this paper, we first investigate the global existence of a solution for the stochastic fractional nonlinear Schr\"odinger equation with radially symmetric initial data in a suitable energy space $H^{\alpha}$. We then show that the…
We give a new method for proving the homomorphic property of a quantum stochastic ow satisfying a quantum stochastic differential equation with unbounded coefficients, under some further hypotheses. As an application, we prove a Trotter…
In this paper we present a unified picture concerning Lie-Trotter method for solving a large class of semilinear problems: nonlinear Schr\"odinger, Schr\"oginger--Poisson, Gross--Pitaevskii, etc. This picture includes more general schemes…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…
In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…
In this paper, we introduce some fundamental notions related to the so-called stochastic derivatives with respect to a given $\sigma$-field $\mathcal{Q}$. In our framework, we recall well-known results about Markov--Wiener diffusions. We…