English
Related papers

Related papers: Strong uniqueness for stochastic evolution equatio…

200 papers

We establish stability and pathwise uniqueness of solutions to Wiener noise driven McKean-Vlasov equations with random non-Lipschitz continuous coefficients. In the deterministic case, we also obtain the existence of unique strong…

Probability · Mathematics 2024-11-05 Alexander Kalinin , Thilo Meyer-Brandis , Frank Proske

We prove some existence, uniqueness and non-existence results of stochastic strong solutions for a class of stochastic transport equations with a $q$-integrable (in time), bounded and $\alpha$-H\"{o}lder continuous (in space) drift…

Analysis of PDEs · Mathematics 2017-11-15 Jinlong Wei , Jinqiao Duan , Hongjun Gao , Guangying Lv

In this paper, we are interested in the following one dimensional forward stochastic differential equation (SDE) \[ d X_{t}=b(t,X_{t},\omega)d t +\sigma d B_{t},\quad 0\leq t\leq T,\quad X_{0}=\,x\in \mathbb{R}, \] where the driving noise…

Probability · Mathematics 2019-05-07 Olivier Menoukeu-Pamen , Ludovic Tangpi

We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by L\'evy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of…

Probability · Mathematics 2014-04-15 Anna Chonowska-Michalik , Beniamin Goldys

We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…

Probability · Mathematics 2024-03-19 Kerstin Schmitz , Aleksandra Zimmermann

We prove a Freidlin-Wentzell result for stochastic differential equations in infinite-dimensional Hilbert spaces perturbed by a cylindrical Wiener process. We do not assume the drift to be Lipschitz continuous, but only continuous with at…

Probability · Mathematics 2022-08-03 Umberto Pappalettera

We prove path-by-path uniqueness of solution to hyperbolic stochastic partial differential equations when the drift coefficient is the difference of two componentwise monotone Borel measurable functions of spatial linear growth. The…

Probability · Mathematics 2024-01-18 Antoine-Marie Bogso , Olivier Menoukeu Pamen

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…

Functional Analysis · Mathematics 2021-10-26 Georgy Chargaziya , Alexei Daletskii

We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $\alpha$-stable cylindrical L\'evy process defined on a Hilbert space for $\alpha \in (1,2)$. The coefficients are assumed to map…

Probability · Mathematics 2021-08-05 Tomasz Kosmala , Markus Riedle

We investigate several aspects of solutions to stochastic evolution equations in Hilbert spaces driven by a standard symmetric $\alpha$-stable cylindrical noise. Similarly to cylindrical Brownian motion or Gaussian white noise, standard…

Probability · Mathematics 2024-02-05 Gergely Bodó , Ondřej Týbl , Markus Riedle

In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…

Analysis of PDEs · Mathematics 2026-05-21 Abdellatif Elgrou , Abdelaziz Rhandi , Jawad Salhi

In this paper we are interested in a quasi-linear hyperbolic stochastic differential equation (HSPDE) when the vector field is merely bounded and measurable. Although the deterministic counterpart of such equation may be ill-posed (in the…

Probability · Mathematics 2025-09-08 Antoine-Marie Bogso , Moustapha Dieye , Olivier Menoukeu Pamen , Frank Proske

We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…

Probability · Mathematics 2026-02-16 Lukas Anzeletti , Oleg Butkovsky , Máté Gerencsér , Alexander Shaposhnikov

We consider semilinear stochastic evolution equations on Hilbert spaces with multiplicative Wiener noise and linear drift term of the type $A + \varepsilon G$, with $A$ and $G$ maximal monotone operators and $\varepsilon$ a "small"…

Probability · Mathematics 2021-01-01 Carlo Marinelli

We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…

Numerical Analysis · Mathematics 2022-03-02 Zhihui Liu , Zhonghua Qiao

Based on a compactness criterion for random fields in Wiener-Sobolev spaces, in this paper, we prove the unique strong solvability of time-inhomogeneous stochastic differential equations with drift coefficients in critical Lebesgue spaces,…

Probability · Mathematics 2025-06-04 Michael Röckner , Guohuan Zhao

We consider the Swift-Hohenberg equation on manifolds with conical singularities and show existence, uniqueness and maximal regularity of the short time solution in terms of Mellin-Sobolev spaces. Moreover, we give a necessary and…

Analysis of PDEs · Mathematics 2019-11-28 Nikolaos Roidos

We prove that joint uniqueness in law and the existence of a strong solution imply pathwise uniqueness for variational solutions to stochastic partial differential equations of the form \begin{align*}…

Probability · Mathematics 2018-12-07 Marco Rehmeier

In this paper, we present a uniqueness result for solutions to the Gross-Pitaevskii hierarchy on the three-dimensional torus, under the assumption of an a priori spacetime bound. We show that this a priori bound is satisfied for factorized…

Analysis of PDEs · Mathematics 2015-09-07 P. Gressman , V. Sohinger , G. Staffilani

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli