Related papers: Strong solutions of jump-type stochastic equations
In this paper, we have found that some certain Fermat-type shift and difference equations have the meromorphic solutions generated by Riccati type functions. Also we have solved the open problems posed by Liu and Yang (A note on meromorphic…
In a recent series of important works \cite{wei-zhang-1,wei-zhang-2,wei-zhang-3}, Wei-Zhang proved several vanishing theorems for non-simple blow-up solutions of singular Liouville equations. It is well known that a non-simple blow-up…
We consider non-autonomous $N$-body-type problems with strong force type potentials at the origin and sub-quadratic growth at infinity, and using Ljusternik-Schnirelmann theory, we prove the existence of unbounded sequences of critical…
In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through Markov measures and Lyapunov functions. Moreover, for two…
We are concerned with the question of well-posedness of stochastic three dimensional incompressible Euler equations. In particular, we introduce a novel class of dissipative solutions and show that (i) existence; (ii) weak--strong…
In this paper, we give some existence results of stong solutions for the energy equation associated to the Navier-Stokes equations with nonhomogeneous boundary conditions in two dimension.
The object of the present paper is to show the existence and the uniqueness of a reproductive strong solution of the Navier-Stokes equations, i.e. the solution $\boldsymbol{u} $ belongs to $\text{}\mathbf{L}% ^{\infty}(0,T;V) \cap…
Strong solutions of the non-stationary Navier-Stokes equations under non-linearized slip or leak boundary conditions are investigated. We show that the problems are formulated by a variational inequality of parabolic type, to which…
We consider the use of adaptive timestepping to allow a strong explicit Euler-Maruyama discretisation to reproduce dynamical properties of a class of nonlinear stochastic differential equations with a unique equilibrium solution and…
Stochastic conservation laws are often challenging when it comes to proving existence of non-negative solutions. In a recent work by J. Fischer and G. Gr\"un (2018, Existence of positive solutions to stochastic thin-film equations, SIAM J.…
Inspired by the truncated Euler-Maruyama method developed in Mao (J. Comput. Appl. Math. 2015), we propose the truncated Milstein method in this paper. The strong convergence rate is proved to be close to 1 for a class of highly non-linear…
We investigate a stochastic transport equation driven by a multiplicative noise. For $L^q(0,T;W^{1,p}({\mathbb R}^d;{\mathbb R}^d))$ drift coefficient and $W^{1,r}({\mathbb R}^d)$ initial data, we obtain the existence and uniqueness of…
We develop a new approach for solving stochastic quantum master equations with mixed initial states. First, we obtain that the solution of the jump-diffusion stochastic master equation is represented by a mixture of pure states satisfying a…
In this paper, we are concerned with stable solutions , possibly unbounded and sign-changing, of some semi-linear elliptic problem with mixed nonlinear boundary conditions. We establish the nonexistence of stable solutions, the main methods…
We obtain sufficient conditions for the uniqueness of solutions to the Cauchy problem for the continuity equation in classes of measures that need not be absolutely continuous.
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
We prove existence and uniqueness of strong solutions to a large class of autonomous stochastic differential equations on an open domain, where the drift exhibits a singular behaviour at the boundary. The main result involves a drift…
We prove strong existence and uniqueness of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type. In a sense we are treating a "supercritical" case.
In this paper, we are interested in the numerical solutions of stochastic functional differential equations (SFDEs) with {\it jumps}. Under the global Lipschitz condition, we show that the $p$th moment convergence of the Euler-Maruyama (EM)…
In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…