Related papers: Strong solutions to semilinear SPDEs
The Cauchy-type problem for a nonlinear differential equation involving Hilfer fractional derivative is considered. We prove existence, uniqueness and continuous dependence of a solution for Cauchy-type problem using successive…
We prove a Miyadera-Voigt type perturbation theorem for strong Feller semigroups. Using this result, we prove well-posedness of the semilinear stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdW_H(t) on a separable Banach space E,…
We consider the Cauchy problem in the band $\mathbb{C}^{n}\times[0, T], n>1,T>0$, for a system of nonlinear differential equations structurally similar to the classical Navier-Stokes equations for an incompressible fluid. The main…
We study Cauchy problems associated to elliptic operators acting on vector-valued functions and coupled up to the first-order. We prove pointwise estimates for the spatial derivatives of the semigroup associated to these problems in the…
We analyze the concepts of analytically weak solutions of stochastic differential equations (SDEs) in Hilbert spaces with time-dependent unbounded operators and give conditions for existence and uniqueness of such solutions. Our studies are…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the equation and mild conditions on the obstacle the problem has a unique…
We give stability estimates in the Cauchy problem for general partial differential equation of the elliptic type similar to the Helmholtz equation. We do not impose any (pseudo)convexity assumptions on the domain or the operator. These…
We provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations in the framework of the semigroup approach with locally monotone coefficients. An important component of the proof is…
In this paper we show the existence of strictly monotone heteroclinic type solutions of semilinear elliptic equations in cylinders. The motivation of this construction is twofold: first, it implies the existence of an entire bounded…
We study the Cauchy problem of the semilinear damped wave equation with polynomial nonlinearity, and establish the local and global existence of the solution for slowly decaying initial data not belonging to $L^2(\mathbb{R}^n)$ in general.…
We prove existence and uniqueness of mild and generalized solutions for a class of stochastic semilinear evolution equations driven by additive Wiener and Poisson noise. The non-linear drift term is supposed to be the evaluation operator…
In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…
In this paper, we consider scalar stochastic differential equations (SDEs) with a superlinearly growing and piecewise continuous drift coefficient. Existence and uniqueness of strong solutions of such SDEs are obtained. Furthermore, the…
Existence of strong solutions to a nonlocal semilinear heat equation is shown. The main feature of the equation is that the nonlocal term depends on the unknown on the whole time interval of existence, the latter being given a priori. The…
We deal with an inverse problem arising in corrosion detection. The presence of corrosion damage is modeled by a nonlinear boundary condition on the inaccessible portion of the metal specimen. We propose a method for the approximate…
In this paper we study the well-posedness of the Cauchy problem for a wave equation with multiplicities and space-dependent irregular coefficients. As in \cite{GR:14} in order to give a meaningful notion of solution, we employ the notion of…
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…
We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) driven by additive pure-jump L\'evy noise. In particular, we assume that the L\'evy process driving the SDE is…
In this paper, we investigate new sufficient conditions to ensure the existence of a unique global strong solution of stochastic differential equations with jumps. By using Euler approximation and by utilising a new test function…