Related papers: Vector-valued stochastic delay equations - a weak …

This paper considers a general framework for the study of the existence of quasi-variational and variational solutions to a class of nonlinear evolution systems in convex sets of Banach spaces describing constraints on a linear combination…

In this note we contribute two results to the theory of the $2D$ Euler equations in vorticity form on the full plane. First, we establish a generalized Lagrangian representation of weak (in general measure-valued) solutions, which includes…

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…

In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stochastic processes, which are a well considered mathematical object. This approach allows a definition which is a simple straightforward…

Functional evolution equations are used in the modeling of numerous physical processes. In this work, our main tool is perturbation theory of strongly continuous semigroups. The advantage of this technique is that one can provide functional…

We investigate a class of non-linear partial differential equations with discrete state-dependent delays. The existence and uniqueness of strong solutions for initial functions from a Banach space are proved. To get the well-posed initial…

We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…

In this paper, we investigate a class of stochastic impulsive fractional differential evolution equations with infinite delay in Banach space. Firstly sufficient conditions of the existence and uniqueness of the mild solution for this type…

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…

In this article, we prove an existence theorem regarding the weak solutions to the hyperbolic-type partial dynamic equation \begin{equation*}\begin{array}{l} z^{\Gamma\Delta}(x,y)=f(x, y, z(x, y)), z(x, 0)=0, \ \ \ z(0, y)=0 \end{array}, \…

The paper is concerned with the analysis of an evolutionary model for magnetoviscoelastic materials in two dimensions. The model consists of a Navier-Stokes system featuring a dependence of the stress tensor on elastic and magnetic terms, a…

A new method is described for constructing a generalized solution of a stochastic evolution equation. Existence, uniqueness, regularity and a probabilistic representation of this Wiener Chaos solution are established for a large class of…

We prove existence of weak solutions (in the probabilistic sense) for a general class of stochastic semilinear wave equations on bounded domains of $R^d$ driven by a possibly discontinuous square integrable martingale.

We prove the existence of a weak solution to a backward stochastic differential equation (BSDE) $$ Y_t=\xi+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T Z_s\,d\wien_s$$ in a finite-dimensional space, where $f(t,x,y,z)$ is affine with respect to…

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…

We here study random evolutions on Banach spaces, driven by a class of semi-Markov processes. The expectation (in the sense of Bochner) of such evolutions is shown to solve some abstract Cauchy problems. Further, the abstract telegraph…

Consider the following McKean-Vlasov SDE: $$ d X_t=\sqrt{2}d W_t+\int_{{\mathbb R}^d}K(t,X_t-y)\mu_{X_t}(dy)d t,\ \ X_0=x, $$ where $\mu_{X_t}$ stands for the distribution of $X_t$ and $K(t,x): {\mathbb R}_+\times{\mathbb R}^d\to{\mathbb…

This paper is devoted to studying stochastic parabolic evolution equations with additive noise in Banach spaces of M-type 2. We construct both strict and mild solutions possessing very strong regularities. First, we consider the linear…

In this note we provide a self-contained proof of an existence and uniqueness result for a class of Banach space valued evolution equations with an additive forcing term. The framework of our abstract result includes, for example, finite…

A class of stochastic parabolic equations with singular potentials is analysed in the chaos expansion setting where the Wick product is used to give sense to the product of generalized stochastic processes. For the analysis of such…