Related papers: An operatorial approach to stochastic partial diff…

We consider a class of linear Vlasov partial differential equations driven by Wiener noise. Different types of stochastic perturbations are treated: additive noise, multiplicative It\^o and Stratonovich noise, and transport noise. We…

We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…

We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…

We prove the well posedness: global existence, uniqueness and regularity of the solutions, of a class of d-dimensional fractional stochastic active scalar equations. This class includes the stochastic, dD-quasi-geostrophic equation, $ d\geq…

The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does in general not satisfy an It\^{o} formula like the solution…

We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with double characteristics in two spatial dimensions. The coefficients of our partial differential operator depend polynomially on the space…

Based on the analysis of a certain class of linear operators on a Banach space, we provide a closed form expression for the solutions of certain linear partial differential equations with non-autonomous input, time delays and stochastic…

This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…

This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…

This paper extends split variational inclusion problems to dynamic, stochastic, and multi-agent systems in Banach spaces. We propose novel iterative algorithms to handle stochastic noise, time-varying operators, and coupled variational…

Let $X$ be a real reflexive Banach space and $X^*$ be its dual space. Let $G_1$ and $G_2$ be open subsets of $X$ such that $\bar G_2\subset G_1$, $0\in G_2$, and $G_1$ is bounded. Let $L: X\supset D(L)\to X^*$ be a densely defined linear…

In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset\mathbb{R}^{d}$ and driven by an…

We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in…

Let $ H:=-\tfrac12\Delta+V$ be a one-dimensional continuum Schr\"odinger operator. Consider ${\hat H}:= H+\xi$, where $\xi$ is a translation invariant Gaussian noise. Under some assumptions on $\xi$, we prove that if $V$ is locally…

In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…

Known investigations of nonlinear evolution equations $${dx\over dt} + A(t)x(t) = f(t)\ ,\quad x(t_{0}) = x^{0},\ \quad t_{0} \le t < \infty\ , \eqno(0.1)$$ with monotone operators $A(t)$ acting from reflexive Banach space $B$ to dual space…

Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…

We introduce the notion of uniform gamma-radonification of a family of operators, which unifies the notions of R-boundedness of a family of operators and gamma-radonification of an individual operator. We study the the properties of…

Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with…

We establish the existence of infinitely many global and stationary solutions in $C(\mathbb{R};C^{\vartheta})$ space for some $\vartheta>0$ to the three dimensional Euler equations driven by an additive noise. The result is based on a new…