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We study stochastic evolution equations driven by Gaussian noise. The key features of the model are that the operators in the deterministic and stochastic parts can have the same order and the noise can be time-only, space-only, or…

Probability · Mathematics 2007-09-20 S. V. Lototsky , B. L. Rozovskii

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

We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…

Probability · Mathematics 2016-06-28 G. Da Prato , F. Flandoli , M. Röckner , A. Yu. Veretennikov

We are concerned with the three dimensional navier-stokes equations driven by a general multiplicative noise. For every divergence free and mean free initial condition in L2, we establish existence of infinitely many global-in-time…

Probability · Mathematics 2025-05-13 Huaxiang Lv , Yichun Zhu

In this paper, we generalize the classical Yosida approximation by utilizing a nonstandard duality mapping to establish the existence and uniqueness of both (probabilistically) weak and strong solutions and demonstrate the continuous…

Probability · Mathematics 2025-07-28 Wujing Fan , Wei Hong , Wei Liu

This paper deals with the existence and limiting behavior of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by linear multiplicative noise and additive noise defined in the entire space $\mathbb{R}^d$ for…

Analysis of PDEs · Mathematics 2024-10-10 Daiwen Huang , Zhaoyang Qiu , Bixiang Wang

We study a two-dimensional Navier--Stokes system with anisotropic viscosity, linear damping term, and an additive noise on the whole space $\mathbb{R}^2$. For this model we prove uniqueness of invariant measures when the damping coefficient…

Probability · Mathematics 2026-01-29 Siyu Liang

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 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 study stochastic parabolic and elliptic PDEs driven by purely spatial white noise. Even the simplest equations driven by this noise often do not have a square-integrable solution and must be solved in special weighted spaces. We…

Probability · Mathematics 2008-12-02 S. V. Lototsky , B. L. Rozovskii

We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…

Numerical Analysis · Mathematics 2023-06-27 Ziyi Lei , Charles-Edouard Bréhier , Siqing Gan

In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…

Probability · Mathematics 2022-11-24 C. A. Fonseca-Mora

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

Probability · Mathematics 2023-06-01 Davide Addona , Federica Masiero , Enrico Priola

This paper investigates the long-time dynamics of solutions for an abstract nonlinear stochastic hydrodynamic-type equation driven by multiplicative L\'{e}vy noise. The framework encompasses several key hydrodynamical models, including the…

Probability · Mathematics 2026-04-24 Jiangwei Zhang

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L^p$ spaces on bounded domains of $\mathbb{R}^n$ with a nonlinear drift term given by the superposition operator generated by a…

Probability · Mathematics 2024-01-01 Carlo Marinelli

We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the system we develop a counterpart of Hormander's…

Probability · Mathematics 2007-05-23 Yuri Bakhtin , Jonathan C. Mattingly

We study the long-time behaviour of a stochastic Allen-Cahn-Navier-Stokes system modelling the dynamics of binary mixtures of immiscible fluids. The model features two stochastic forcings, one on the velocity in the Navier-Stokes equation…

Probability · Mathematics 2025-01-13 Andrea Di Primio , Luca Scarpa , Margherita Zanella

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

Probability · Mathematics 2018-11-06 Deng Zhang

We consider a stochastic partial differential equation with two logarithmic nonlinearities, with two reflections at 1 and -1 and with a constraint of conservation of the space average. The equation, driven by the derivative in space of a…

Analysis of PDEs · Mathematics 2019-10-21 Arnaud Debussche , Ludovic Goudenège

This paper is devoted to studying stochastic parabolic evolution equations with additive noise in Banach spaces of M-type 2. We construct both strict and mild solutions possessing very strong regularities. First, we consider the linear…

Probability · Mathematics 2017-04-14 Ton Viet Ta