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In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in $(t,\omega)$, and H\"older continuous in space. Assuming stochastic parabolicity…

Probability · Mathematics 2023-12-12 Antonio Agresti , Mark Veraar

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of…

Probability · Mathematics 2010-10-18 Carlo Marinelli , Michael Röckner

We consider a $p$-Laplace evolution problem with stochastic forcing on a bounded domain $D\subset\mathbb{R}^d$ with homogeneous Dirichlet boundary conditions for $1<p<\infty$. The additive noise term is given by a stochastic integral in the…

Analysis of PDEs · Mathematics 2019-08-30 Niklas Sapountzoglou , Aleksandra Zimmermann

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

In this paper, we establish the strong($H^1$) well-posedness of the two dimensional stochastic Navier-Stokes equation with multiplicative noise on moving domains. Due to the nonlocality effect, this equation exhibits a ``piecewise"…

Probability · Mathematics 2025-05-22 Ping Chen , Tianyi Pan , Tusheng Zhang

This paper studies the stability properties of stochastic differential equations subject to persistent noise (including the case of additive noise), which is noise that is present even at the equilibria of the underlying differential…

Dynamical Systems · Mathematics 2015-01-22 D. Mateos-Núñez , J. Cortés

We consider a parabolic stochastic partial differential equation (SPDE) on $[0\,,1]$ that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusion coefficient and a drift coefficient that is locally…

Probability · Mathematics 2026-03-26 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…

Analysis of PDEs · Mathematics 2023-10-17 Pascal Auscher , Pierre Portal

In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular…

Probability · Mathematics 2024-12-05 Le Chen , Cheng Ouyang , Samy Tindel , Panqiu Xia

In this paper, we establish the well-posedness for the third grade fluid equation perturbed by a multiplicative white noise. This equation describes the motion of a non-Newtonian fluid of differential type with relevant viscoelastic…

Probability · Mathematics 2021-03-12 Fernanda Cipriano , Philippe Didier , Sílvia Guerra

In this article, we consider the following class of stochastic partial differential equations (SPDE): \begin{equation*} \left\{\begin{aligned}\mathrm{d} \mathbf{X}(t)&=\mathrm{A}(t,\mathbf{X}(t))\mathrm{d}…

Probability · Mathematics 2022-09-15 Ankit Kumar , Manil T. Mohan

We consider the Cauchy problem of fifth order dispersive equations on the torus. We assume that the initial data is sufficiently smooth and the nonlinear term is a polynomial depending on $\partial_x^3 u, \partial_x^2 u, \partial_x u$ and…

Analysis of PDEs · Mathematics 2017-08-01 Kotaro Tsugawa

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

Probability · Mathematics 2025-04-28 Benjamin Fehrman

We study the spatial homogenisation of parabolic linear stochastic PDEs exhibiting a two-scale structure both at the level of the linear operator and at the level of the Gaussian driving noise. We show that in some cases, in particular when…

Probability · Mathematics 2012-02-09 Martin Hairer , David Kelly

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

Numerical Analysis · Mathematics 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

We prove that semilinear stochastic abstract wave equations, including wave and plate equations, are well-posed in the strong sense with an $\alpha$-H\"{o}lder continuous drift coefficient, if $\alpha \in (2/3,1)$. The uniqueness may fail…

Probability · Mathematics 2023-03-03 Federica Masiero , Enrico Priola

In this paper, we study the well-posedness properties of a stochastic rotating shallow water system in which the noise is chosen according to the Stochastic Advection by Lie Transport (SALT) theory. The system is perturbed by noise…

Analysis of PDEs · Mathematics 2021-07-15 Dan Crisan , Oana Lang

We study the focusing $L^2$-critical and supercritical stochastic nonlinear Schr\"odinger equation subject to additive or multiplicative noise. We investigate global or long time behavior of solutions in $H^1$, which would correspond to…

Analysis of PDEs · Mathematics 2025-11-11 Annie Millet , Svetlana Roudenko

The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…

Probability · Mathematics 2023-09-11 Feng-Yu Wang

The well-posedness is established for McKean-Vlasov SDEs driven by $\alpha$-stable noises ($1<\alpha<2$). In this model, the drift is H\"{o}lder continuous in space variable and Lipschitz continuous in distribution variable with respect to…

Probability · Mathematics 2023-06-21 Chang-Song Deng , Xing Huang
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