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We analyze solvability of a special form of distributed order fractional differential equations within the space of tempered distributions supported by the positive half-line.
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
We introduce a stochastic partial differential equation (SPDE) with elliptic operator in divergence form, with measurable and bounded coefficients and driven by space-time white noise. Such SPDEs could be used in mathematical modelling of…
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…
We prove a generalization of Gromov's symplectic non-squeezing theorem for the case of Hilbert spaces. Our approach is based on filling almost complex Hilbert spaces by complex discs partially extending Gromov's results on existence of…
In this paper, we consider stationarity of a class of second-order stochastic evolution equations with memory, driven by Wiener processes or Levy jump processes, in Hilbert spaces. The strategy is to formulate by reduction some first-order…
We prove the existence of stationary solutions for some systems of reaction-diffusion type equations with superdiffusion in the corresponding H^2 spaces. Our method is based on the fixed point theorem when the elliptic problems contain…
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…
The class of problems treated here are elliptic partial differential equations with a homogeneous boundary condition and a non-linear perturbation obtained by composition with a fixed smooth function. The existence of solutions is obtained…
In this article we investigate the solvability of infinite-dimensional differential algebraic equations. Such equations often arise as partial differential-algebraic equations (PDAEs). A decomposition of the state-space that leads to an…
We prove global well-posedness and scattering in $H^1$ for the defocusing nonlinear Schr\"{o}dinger equations \begin{equation*} \begin{cases} &(i\partial_t+\Delta_\g)u=u|u|^{2\sigma}; &u(0)=\phi, \end{cases} \end{equation*} on the…
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…
This article aims to investigate the semi-classical analog of the general Caputo-type diffusion equation with time-dependent diffusion coefficient associated with the discrete Schr\"{o}dinger operator,…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
We investigate the discrete Sturm-Liouville equations. In the present situation, the right hand side of the equation does not give rise to a positive definite quadratic form and we use instead the left hand side to define such a form. We…
We prove maximal Schauder regularity for solutions to elliptic systems and Cauchy problems, in the space $C_b(\mathbb{R}^d;\mathbb{R}^m)$ of bounded and continuous functions, associated to a class of nonautonomous weakly coupled…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
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…