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In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also include…

Analysis of PDEs · Mathematics 2009-11-19 Pascal Azerad , Mohamed Mellouk

Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…

Probability · Mathematics 2022-04-27 Anselm Hudde , Martin Hutzenthaler , Sara Mazzonetto

We investigate the H\"older continuity of solutions to stochastic partial differential equations of the form $\frac{\partial u}{\partial t}=\mathcal{L}u+\sigma(u)\dot{F}$, subject to a suitable initial condition. The noise term $\dot{F}$ is…

Probability · Mathematics 2025-11-03 Sudheesh Surendranath

In this paper, we prove the well-posedness and op- timal trajectory regularity for the solution of stochastic evolution equations driven by general multiplicative noises in martingale type 2 Banach spaces. The main idea of our method is to…

Probability · Mathematics 2019-05-03 Jialin Hong , Chuying Huang , Zhihui Liu

This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…

Dynamical Systems · Mathematics 2013-05-30 Y. Chen , H. Gao , M. J. Garrido-Atienza , B. Schmalfuss

This work is concerned with existence and uniqueness of solutions to the reflection problem for linear parabolic equation with multiplicative Gaussian noise.

Classical Analysis and ODEs · Mathematics 2011-04-26 Viorel Barbu

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…

Numerical Analysis · Mathematics 2023-07-10 Yukun Li , Liet Vo , Guanqian Wang

We consider a 2D stochastic modified Swift-Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space $H^{2m}$…

Dynamical Systems · Mathematics 2024-04-24 Jintao Wang , Xiaoqian Zhang , Chunqiu Li

This article investigates the existence, uniqueness, and regularity of solutions to nonlinear stochastic reaction-diffusion-advection equations (SRDAEs) with spatially homogeneous colored noises and infinitesimal generators of subordinate…

Probability · Mathematics 2025-09-04 Jae-Hwan Choi , Beom-Seok Han , Daehan Park

For stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms, we prove that $W_1H$ transportation cost inequalities hold for their invariant probability measures and for their process-level laws on the…

Probability · Mathematics 2019-11-07 Yutao Ma , Ran Wang

The existence and uniqueness of a global positive solution is proven for the system of stochastic differential equations describing a nonautonomous stochastic density dependent predator-prey model with Holling-type II functional response…

Probability · Mathematics 2022-08-11 Olga Borysenko , Oleksandr Borysenko

The existence of a global martingale solution to a cross-diffusion system with multiplicative Wiener noise in a bounded domain with no-flux boundary conditions is shown. The model describes the dynamics of population densities of different…

Analysis of PDEs · Mathematics 2022-11-10 Mrinmay Biswas , Ansgar Jüngel

We consider the synchronization of solutions to coupled systems of the conjugate random ordinary differential equations (RODEs) for the $N$-Stratronovich stochastic ordinary differential equations (SODEs) with linear multiplicative noise…

Dynamical Systems · Mathematics 2014-02-11 Zhongwei Shen , Shengfan Zhou , Xiaoying Han

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…

Analysis of PDEs · Mathematics 2021-02-24 Wenjie Zuo , Junping Shi

We indicate that the nonlinear Schr\"odinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods,…

Numerical Analysis · Mathematics 2017-04-10 Jianbo Cui , Jialin Hong , Zhihui Liu , Weien Zhou

We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise $\dot{F}$: $$ \partial_t u = a^{ij}u_{x^ix^j} + b^i u_{x^i} + cu - \bar{b} u^{1+\beta} + \xi…

Probability · Mathematics 2023-04-25 Beom-Seok Han , Jaeyun Yi

We obtain classification, solvability and nonexistence theorems for positive stationary states of reaction-diffusion and Schr\"odinger systems involving a balance between repulsive and attractive terms. This class of systems contains PDE…

Analysis of PDEs · Mathematics 2015-10-01 Alexandre Montaru , Boyan Sirakov

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…

Probability · Mathematics 2019-03-26 Carsten Chong