English
Related papers

Related papers: Strong solutions for SPDE with locally monotone co…

200 papers

We prove the existence of random dynamical systems and random attractors for a large class of locally monotone stochastic partial differential equations perturbed by additive L\'{e}vy noise. The main result is applicable to various types of…

Probability · Mathematics 2021-02-23 Benjamin Gess , Wei Liu , Andre Schenke

In this paper we prove the existence and uniqueness of strong solutions for SPDE in Hilbert space with locally monotone coefficients, which is a generalization of the classical result of Krylov and Rozovskii for monotone coefficients. Our…

Probability · Mathematics 2010-10-25 Wei Liu , Michael Röckner

In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by L\'evy noise. The weak convergence method plays an important role.

Probability · Mathematics 2016-06-08 Jie Xiong , Jianliang Zhai

This paper is devoted to proving the strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients, where the slow component is a stochastic partial differential equations with locally…

Probability · Mathematics 2019-09-11 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie

In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…

Dynamical Systems · Mathematics 2021-06-30 Shenglan Yuan , Dirk Blömker

In this paper we show the existence and uniqueness of strong solutions for a large class of backward SPDE where the coefficients satisfy a specific type Lyapunov condition instead of the classical coercivity condition. Moreover, based on…

Probability · Mathematics 2019-10-08 Wei Liu , Rongchan Zhu

This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be…

Probability · Mathematics 2021-02-23 Shihu Li , Wei Liu , Yingchao Xie

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

In this paper we establish local and global existence and uniqueness of solutions for general nonlinear evolution equations with coefficients satisfying some local monotonicity and generalized coercivity conditions. An analogous result is…

Probability · Mathematics 2013-03-26 Wei Liu , Michael Röckner

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

In this paper we develop an $L_2$-theory for stochastic partial differential equations driven by L\'evy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of…

Probability · Mathematics 2010-07-26 Zhen-Qing Chen , Kyeong-Hun Kim

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 establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

Analysis of PDEs · Mathematics 2025-12-16 Agus L. Soenjaya , Thanh Tran

In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…

Probability · Mathematics 2010-07-21 Zhen-Qing Chen , Kyeong-Hun Kim

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

Probability · Mathematics 2011-04-22 Benjamin Gess

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

Probability · Mathematics 2025-08-07 Michael Röckner , Shijie Shang , Tusheng Zhang

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…

Probability · Mathematics 2021-05-11 Xuhui Peng , Juan Yang , Jianliang Zhai

In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…

Probability · Mathematics 2014-04-29 Yan Wang

We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded…

Analysis of PDEs · Mathematics 2012-02-10 Martina Hofmanova

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H\subseteq V^*$ $$ \left\{ \begin{align} &dX_t=A(t,X_t)dt+B(t,X_t)dW_t,\ t\in (0,T]\\\\& X_0=x\in H,…

Probability · Mathematics 2024-01-11 Tianyi Pan , Shijie Shang , Jianliang Zhai , Tusheng Zhang
‹ Prev 1 2 3 10 Next ›