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The blow-up phenomena of stochastic semilinear parabolic equations with additive as well as linear multiplicative L\'evy noises are investigated in this work. By suitably modifying the concavity method in the stochastic context, we…
A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…
We perturb the 3D Euler equations by a particular non-linear Stratonovich noise. We show the existence and uniqueness of a global-in-time (i.e. no blow-up) smooth solution. The result is a corollary of a more general theorem valid in an…
This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…
The scientific question resolved by this paper is that the continuity equation appears as an equivalent language of the system of first-order linear ODE. The main result characterizes the fact that the continuity equation contains…
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…
We consider a class of stochastic evolution equations that include in particular the stochastic Camassa--Holm equation. For the initial value problem on a torus, we first establish the local existence and uniqueness of pathwise solutions in…
The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…
A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…
We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial…
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…
The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…
Stochastic Stokes' drift and hypersensitive transport driven by dichotomous noise are theoretically investigated. Explicit mathematical expressions for the asymptotic probability density and drift velocity are derived including the…
In this paper we study the stochastic inhomogeneous incompressible Euler equations in the whole space $\RR^3$. We prove the existence and pathwise uniqueness of local solutions with both additive and multiplicative stochastic noise. Our…
In this article we investigate the spatial Sobolev regularity of mild solutions to stochastic Burgers equations with additive trace class noise. Our findings are based on a combination of suitable bootstrap-type arguments and a detailed…
This paper studies the stability properties of stochastic differential equations subject to persistent noise (including the case of additive noise), which is noise that is present even at the equilibria of the underlying differential…
We consider linear and nonlinear transport equations with irregular velocity fields, motivated by models coming from mean field games. The velocity fields are assumed to increase in each coordinate, and the divergence therefore fails to be…
In this paper, we consider the well-posedness of the weakly damped stochastic nonlinear Schr\"odinger(NLS) equation driven by multiplicative noise. First, we show the global existence of the unique solution for the damped stochastic NLS…
Motivated by applications to fluid dynamics, we study rough differential equations (RDEs) and rough partial differential equations (RPDEs) with non-Lipschitz drifts. We prove well-posedness and existence of a flow for RDEs with Osgood…
We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in the presence of an additive individual noise, existence and…