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In this work, we prove the existence and uniqueness of $\mu$-pseudo almost automorphic solutions for some class of semilinear nonautonomous evolution equations of the form: $ u'(t)=A(t)u(t)+f(t,u(t)),\; t\in\mathbb{R} $ where $ (A(t))_{t\in…

Analysis of PDEs · Mathematics 2020-05-28 Abdoul Aziz Kalifa Dianda , Khalil Ezzinbi , Kamal Khalil

In this paper we study the stochastic evolution equation (1.1) in martingale-type 2 Banach spaces (with the linear part of the drift being only a generator of a C0-semigroup). We prove the existence and the uniqueness of solutions to this…

Mathematical Finance · Quantitative Finance 2016-08-23 Zdzislaw Brzezniak , Tayfun Kok

We consider nonautonomous semilinear evolution equations of the form \label{semilineq} \frac{dx}{dt}= A(t)x+f(t,x). Here $A(t)$ is a (possibly unbounded) linear operator acting on a real or complex Banach space $\X$ and $f: \R\times\X\to\X$…

Classical Analysis and ODEs · Mathematics 2012-11-22 Nguyen Van Minh , Gaston M. N'guérékata , Ciprian Preda

We investigate the transition semigroup of the solution to a stochastic evolution equation $dX(t) = AX(t)dt +dW_H(t)$, $t\ge 0,$ where $A$ is the generator of a $C_0$-semigroup $S$ on a separable real Banach space $E$ and $W_H$ is…

Probability · Mathematics 2007-05-23 Ben Goldys , Jan van Neerven

An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure…

Probability · Mathematics 2012-12-17 Istvan Gyöngy , Sotirios Sabanis

We study a class of stochastic evolution equations in a Banach space $E$ driven by cylindrical Wiener process. Three different concept of solutions: generalised strong, weak and mild are defined and the conditions under which they are…

Functional Analysis · Mathematics 2014-02-27 Mariusz Górajski

The stability of the solution to the equation $(*)\dot{u} = F(t,u)+f(t)$, $t\ge 0$, $u(0)=u_0$ is studied. Here $F(t,u)$ is a nonlinear operator in a Banach space $\mathcal{X}$ for any fixed $t\ge 0$ and $F(t,0)=0$, $\forall t\ge 0$. We…

Dynamical Systems · Mathematics 2021-03-30 N. S. Hoang

In this paper we construct a theory of stochastic integration of processes with values in $\mathcal{L}(H,E)$, where $H$ is a separable Hilbert space and $E$ is a UMD Banach space (i.e., a space in which martingale differences are…

Probability · Mathematics 2007-08-22 J. M. A. M. van Neerven , M. C. Veraar , L. Weis

We study an infinite system of ordinary differential equations that models the evolution of coagulating and fragmenting clusters, which we assume to be composed of identical units. Under very mild assumptions on the coefficients we prove…

Functional Analysis · Mathematics 2026-02-19 Lyndsay Kerr , Matthias Langer

This work is devoted to the study of a class of linear time-inhomogeneous evolution equations in a scale of Banach spaces. Existence, uniquenss and stability for classical solutions is provided. We study also the associated dual Cauchy…

Functional Analysis · Mathematics 2022-03-17 Martin Friesen

The aim is to study the periodic solution problem for neutral evolution equation $$(u(t)-G(t,u(t-\xi)))'+Au(t)=F(t,u(t),u(t-\tau)),\ \ \ \ t\in\R$$in Banach space $X$, where $A:D(A)\subset X\rightarrow X$ is a closed linear operator, and…

Functional Analysis · Mathematics 2018-01-03 Qiang Li , Yongxiang Li , Huanhuan Zhang

We consider the following quasi-linear parabolic system of backward partial differential equations on a Banach space $E$: $(\partial_t+L)u+f(\cdot,\cdot,u, A^{1/2}\nabla u)=0$ on $[0,T]\times E,\qquad u_T=\phi$, where $L$ is a possibly…

Probability · Mathematics 2012-01-17 Rongchan Zhu

We study the existence of bounded asymptotic mild solutions to evolution equations of the form $u'(t)=Au(t)+f(t), t\ge 0$ in a Banach space $\X$, where $A$ generates an (analytic) $C_0$-semigroup and $f$ is bounded. We find spectral…

Dynamical Systems · Mathematics 2024-09-20 Vu Trong Luong , William Barker , Nguyen Duc Huy , Nguyen Van Minh

We consider evolution differential equations in Fr\'echet spaces that possess unconditional Schauder basis and construct a version of the majorant functions method to obtain existence theorems for Cauchy problems. Applications to PDE and…

Analysis of PDEs · Mathematics 2015-03-12 Oleg Zubelevich

In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial values, and additive or multiplicative Gaussian noise on…

Numerical Analysis · Mathematics 2024-05-13 Katharina Klioba , Mark Veraar

We prove Schauder type estimates for stationary and evolution equations driven by the classical Ornstein-Uhlenbeck operator in a separable Banach space, endowed with a centered Gaussian measure.

Analysis of PDEs · Mathematics 2019-01-08 Sandra Cerrai , Alessandra Lunardi

We establish new global bifurcation theorems for dynamical systems in terms of local semiflows on complete metric spaces. These theorems are applied to the nonlinear evolution equation $u_t+A u=f_\lambda(u)$ in a Banach space $X$, where $A$…

Dynamical Systems · Mathematics 2018-02-07 Luyan Zhou , Desheng Li

In this paper we analyze a broad class of abstract doubly nonlinear evolution equations in Banach spaces, driven by nonsmooth and nonconvex energies. We provide some general sufficient conditions, on the dissipation potential and the energy…

Analysis of PDEs · Mathematics 2014-09-16 Alexander Mielke , Riccarda Rossi , Giuseppe Savare'

The purpose of this paper is to show that the randomized weighted $p$-Laplacian evolution equation given by \begin{align} \label{eveqrand} \begin{cases} U^{\prime}(t)(\omega) =\text{Div} \left( g(\omega) |DU(t)(\omega)|^{p-2}DU(t)(\omega)…

Functional Analysis · Mathematics 2018-01-15 Alexander Nerlich

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…

Probability · Mathematics 2008-02-20 Istvan Gyöngy , Annie Millet