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We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

Analysis of PDEs · Mathematics 2022-08-29 Alessia Ascanelli , Sandro Coriasco , André Süß

In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic…

Analysis of PDEs · Mathematics 2016-08-11 Arnaud Debussche , Martina Hofmanová , Julien Vovelle

We provide an existence and uniqueness result for mild solutions to rough partial differential equations in the framework of the semigroup approach. Applications to stochastic partial differential equations driven by infinite dimensional…

Probability · Mathematics 2025-11-24 Stefan Tappe

We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is…

Probability · Mathematics 2007-05-23 Adam Jakubowski , Mikhail Kamenskii , Paul Raynaud De Fitte

Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solutions to coercive and locally monotone SPDEs driven by L\'{e}vy…

Analysis of PDEs · Mathematics 2013-05-22 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded…

Probability · Mathematics 2020-10-20 Florian Bechtold

We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and…

Probability · Mathematics 2014-04-09 Markus C. Kunze

We consider solutions of the Cauchy problem for semilinear equations with (possibly) different L\'evy operators. We provide various results on their convergence under the assumption that symbols of the involved operators converge to the…

Analysis of PDEs · Mathematics 2026-02-05 Andrzej Rozkosz , Leszek Słomiński

In this addendum we provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures in the framework of the semigroup approach with…

Probability · Mathematics 2024-10-02 Stefan Tappe

We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic…

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

We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear…

Probability · Mathematics 2025-11-21 Stefan Tappe

We prove maximal Schauder regularity for solutions to elliptic systems and Cauchy problems, in the space $C_b(\mathbb{R}^d;\mathbb{R}^m)$ of bounded and continuous functions, associated to a class of nonautonomous weakly coupled…

Analysis of PDEs · Mathematics 2022-01-03 Davide Addona , Luca Lorenzi

The goal of this review article is to provide a survey about the foundations of semilinear stochastic partial differential equations. In particular, we provide a detailed study of the concepts of strong, weak and mild solutions, establish…

Probability · Mathematics 2025-11-21 Stefan Tappe

The strong numerical approximation of semilinear stochastic partial differential equations (SPDEs) driven by infinite dimensional Wiener processes is investigated. There are a number of results in the literature that show that Euler-type…

Numerical Analysis · Mathematics 2021-11-02 Sebastian Becker , Arnulf Jentzen , Peter E. Kloeden

We consider a broad class of semilinear SPDEs with multiplicative noise driven by a finite-dimensional Wiener process. We show that, provided that an infinite-dimensional analogue of H\"ormander's bracket condition holds, the Malliavin…

Probability · Mathematics 2019-11-11 Andris Gerasimovics , Martin Hairer

We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

Probability · Mathematics 2022-06-16 Alessia Ascanelli , Sandro Coriasco , André Suß

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

Analysis of PDEs · Mathematics 2018-09-27 Alessia Ascanelli , Sandro Coriasco , André Süß

Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…

Probability · Mathematics 2018-10-05 Christian Kuehn , Alexandra Neamtu

We study the Cauchy problem for the semi-linear damped wave equation in any space dimension. We assume that the time-dependent damping term is effective. We prove the global existence of small energy data solutions in the supercritical…

Analysis of PDEs · Mathematics 2013-05-07 Marcello D'Abbicco , Sandra Lucente , Michael Reissig

A semilinear ordinary differential equation is derived from a semilinear Schr\"odinger equation in the homogeneous and isotropic spacetime by the Ehrenfest theorem. The Cauchy problem for the equation is considered. Exact solutions and…

Analysis of PDEs · Mathematics 2020-03-12 Makoto Nakamura
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