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Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

Probability · Mathematics 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…

Probability · Mathematics 2009-05-08 Lijun Bo , Kehua Shi , Yongjin Wang

In this paper we consider the stability for a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. First, sufficient conditions are given for the exponential stability of the second moments for their solutions in…

Probability · Mathematics 2020-03-31 Xiaojie Ding , Huijie Qiao

We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…

Probability · Mathematics 2020-08-17 Qi Zhang , Jinqiao Duan

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

Probability · Mathematics 2019-07-04 David Berger

This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…

Probability · Mathematics 2024-06-10 Alexandra Blessing , Tommaso Rosati

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

In this paper, we use a unified framework to study Poisson stable (including stationary, periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, almost recurrent in the sense of Bebutov, Levitan almost periodic,…

Dynamical Systems · Mathematics 2020-02-04 Xin Liu , Zhenxin Liu

In this paper, we study the explosive solutions to a class of parbolic stochastic semilinear differential equations driven by a L$\acute{\mbox{e}}$vy type noise. The sufficient conditions are presented to guarantee the existence of a unique…

Probability · Mathematics 2019-03-20 Kexue Li , Jigen Peng , Junxiong Jia

We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…

Probability · Mathematics 2017-01-03 Shijie Shang , Jianliang Zhai , Tusheng Zhang

This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that (a) Using Khasminskii-Mao theorem, we show that the stochastic differential equation associated with the model has a…

Probability · Mathematics 2011-05-09 Jianhai Bao , Chenggui Yuan

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

Probability · Mathematics 2007-07-19 Benjamin Jourdain , Sylvie Méléard , Wojbor Woyczynski

We consider a Stochastic Differential Equation driven by a L\'evy process whose L\'evy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the…

Probability · Mathematics 2016-03-17 L Huang

This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian L\'evy noise. In a suitable moving frame, the linearisation of such a system can be regarded as a small perturbation of a…

Dynamical Systems · Mathematics 2021-08-25 Ying Chao , Pingyuan Wei , Jinqiao Duan

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…

Dynamical Systems · Mathematics 2014-05-15 Y Xu , B Pei

In this article, well-posedness of stochastic anisotropic $p$-Laplace equation driven by L\'evy noise is shown. Such an equation in deterministic setting was considered by Lions [7]. The results obtained in this article can be applied to…

Probability · Mathematics 2022-02-08 Neelima

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

In this work, we study a class of non-autonomous two-time-scale stochastic reaction-diffusion equations driven by Poisson random measures, in which the coefficients satisfy the polynomial growth condition and local Lipschitz condition.…

Probability · Mathematics 2020-09-15 Ruifang Wang , Yong Xu

In this paper, we study the small noise behaviour of solutions of a non-linear second order Langevin equation $\ddot x^\varepsilon_t +|\dot x^\varepsilon_t|^\beta=\dot Z^\varepsilon_{\varepsilon t}$, $\beta\in\mathbb R$, driven by symmetric…

Probability · Mathematics 2018-07-23 Alexei Kulik , Ilya Pavlyukevich
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