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In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

In the first part of this work, we establish the existence and uniqueness of a local mild solution to the deterministic convective Brinkman-Forchheimer (CBF) equations defined on the whole space, by using properties of the heat semigroup…

Probability · Mathematics 2021-02-03 Manil T. Mohan

The longtime and global pullback dynamics of stochastic Hindmarsh-Rose equations with multiplicative noise on a three-dimensional bounded domain in neurodynamics is investigated in this work. The existence of a random attractor for this…

Analysis of PDEs · Mathematics 2019-08-14 Chi Phan

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…

Dynamical Systems · Mathematics 2015-08-10 Zhao Shufen , Song Minghui

In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial values, and additive or multiplicative Gaussian noise on…

Numerical Analysis · Mathematics 2024-05-13 Katharina Klioba , Mark Veraar

The article presents results on existence and uniqueness of mild solutions to a class of non linear neutral stochastic functional differential equations (NSFDEs) driven by Fractional Brownian motion in a Hilbert space with non-Lipschitzian…

Dynamical Systems · Mathematics 2013-12-24 S. Hajji , E. Lakhel

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 Christian Hamster , Hermen Jan Hupkes

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

Probability · Mathematics 2021-09-29 Adnan Aboulalaa

The global asymptotic behavior of a stochastic Hopfield neural network model (HNNM) with delays is explored by studying the existence and structure of random attractors. It is first proved that the trajectory field of the stochastic delayed…

Dynamical Systems · Mathematics 2023-02-14 Wenjie Hu , Quanxin Zhu , Peter E. Kloeden

We study the existence and uniqueness of Lp-bounded mild solutions for a class ofsemilinear stochastic evolutions equations driven by a real L\'evy processes withoutGaussian component not square integrable for instance the stable process…

Probability · Mathematics 2024-01-23 Solym M. Manou-Abi

This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…

Probability · Mathematics 2016-11-15 Ton Viet Ta

This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…

Probability · Mathematics 2025-01-28 Jiaohui Xu , Tomás Caraballo , José Valero

In this paper we establish local and global existence and uniqueness of solutions for general nonlinear evolution equations with coefficients satisfying some local monotonicity and generalized coercivity conditions. An analogous result is…

Probability · Mathematics 2013-03-26 Wei Liu , Michael Röckner

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

The aim of this paper is to prove the existence and qualitative property of random attractors for a stochastic nonlocal delayed reaction-diffusion equation (SNDRDE) on a semi-infinite interval with a Dirichlet boundary condition on the…

Dynamical Systems · Mathematics 2023-02-14 Wenjie Hu , Quanxin Zhu , Tomás Caraballo

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…

Analysis of PDEs · Mathematics 2014-10-27 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss

This work establishes the existence and regularity of random pullback attractors for parabolic partial differential equations with rough nonlinear multiplicative noise under natural assumptions on the coefficients. To this aim, we combine…

Probability · Mathematics 2024-01-26 Alexandra Neamtu , Tim Seitz

We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…

Probability · Mathematics 2019-05-14 Luu Hoang Duc , Phan Thanh Hong , Nguyen Dinh Cong

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol

This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…

Analysis of PDEs · Mathematics 2013-04-01 Olivier Pinaud