Related papers: Strong uniqueness for stochastic evolution equatio…

We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Using a rough path formulation, we investigate existence, uniqueness and regularity for the stochastic Landau-Lifshitz-Gilbert equation with Stratonovich noise on the one dimensional torus. As a main result we show the continuity of the…

We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by L\'evy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of…

In this article we are concerned with the study of the existence and uniqueness of pathwise mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral is a…

In this paper we are interested in a quasi-linear hyperbolic stochastic differential equation (HSPDE) when the vector field is merely bounded and measurable. Although the deterministic counterpart of such equation may be ill-posed (in the…

We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…

The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…

We consider a d-dimensional stochastic differential equation with additive noise and a drift coefficient which is assumed only to be a bounded Borel function. We show that, for almost all choices of the driving Brownian path, the equation…

We consider the problem of existence and uniqueness of strong a.e. solutions $u: \mathbb{R}^n \longrightarrow \mathbb{R}^N$ to the fully nonlinear PDE system \[\label{1} \tag{1} F(\cdot,D^2u ) \,=\, f, \ \ \text{ a.e. on }\mathbb{R}^n, \]…

We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…

We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and…

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 $H^{2m}$…

In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried…

The present paper is devoted to study the asymptotic behavior of a sequence of linear elliptic equations with a varying drift term, whose coefficients are just bounded in $L^N(\Omega)$, with $N$ the dimension of the space. It is known that…

We study the theory of local and global strong solution for the stochastic tamed Navier--Stokes equations with multiplicative Wiener and L\'evy jump noise in the whole space $\R^3$. More specifically, we first prove the existence of a…

We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

In this article we prove new results regarding the existence and the uniqueness of global variational solutions to Neumann initial-boundary value problems for a class of non-autonomous stochastic parabolic partial differential equations.…