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We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…

Probability · Mathematics 2025-01-17 Wei Sun , Ethan Wong

Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…

Probability · Mathematics 2016-12-28 Erfan Salavati , Bijan Z. Zangeneh

In this paper, we introduce some concepts of square-mean S-asymptotically $\omega$-periodic stochastic processes. Using the stochastic analysis method and the Banach contraction mapping principle, we establish the existence and uniqueness…

Dynamical Systems · Mathematics 2016-09-16 Shufen Zhao , Minghui Song

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Probability · Mathematics 2025-07-28 Wei Hong , Shihu Li , Wei Liu

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

Probability · Mathematics 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

We consider a Stochastic Differential Equation driven by a L\'evy process whose L\'evy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the…

Probability · Mathematics 2016-03-17 L Huang

The main aim of this paper is to investigate almost periodicity and asymptotic almost periodicity of abstract semilinear Cauchy inclusions of first order with (asymptotically) Stepanov almost periodic coefficients. To achieve our goal, we…

Functional Analysis · Mathematics 2018-08-09 Marko Kostic

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in the regularity of…

Probability · Mathematics 2014-11-27 Torstein Nilssen

We extend the taming techniques for explicit Euler approximations of stochastic differential equations (SDEs) driven by L\'evy noise with super-linearly growing drift coefficients. Strong convergence results are presented for the case of…

Probability · Mathematics 2015-01-23 Konstantinos Dareiotis , Chaman Kumar , Sotirios Sabanis

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Probability · Mathematics 2024-08-22 R. Vilela Mendes

This study aims to examine the effect of L\'evy noise on the solutions of the nonlinear Schr\"odinger equation. An improved diversity of stochastic solutions is instinctively located discretely on certain conditions by applying the…

Dynamical Systems · Mathematics 2024-05-03 Hina Zulfiqar , Shenglan Yuan , Muhammad Shoaib Saleem

In this article, we investigate the existence and uniqueness of random-field solutions to the elliptic SPDE $-\mathcal{L}u=\dot{\xi}$ on a bounded domain $D$ with Dirichlet boundary conditions $u=0$ on $\partial D$, driven by symmetric…

Probability · Mathematics 2025-07-23 Juan J. Jiménez

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

Analysis of PDEs · Mathematics 2018-09-27 Alessia Ascanelli , Sandro Coriasco , André Süß

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a L\'evy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high…

Probability · Mathematics 2020-06-18 Carsten Chong , Péter Kevei

In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.

Probability · Mathematics 2011-11-07 Arnulf Jentzen , Michael Roeckner

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

Probability · Mathematics 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

We study the zero-noise limit for autonomous, one-dimensional ordinary differential equations with discontinuous right-hand sides. Although the deterministic equation might have infinitely many solutions, we show, under rather general…

Probability · Mathematics 2022-05-31 Ulrik Skre Fjordholm , Markus Musch , Andrey Pilipenko

The known Levitan's Theorem states that the linear differential equation $$ x'=A(t)x+f(t) \ \ \ (*) $$ with Bohr almost periodic coefficients $A(t)$ and $f(t)$ admits at least one Levitan almost periodic solution if it has a bounded…

Dynamical Systems · Mathematics 2019-07-05 David Cheban