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A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

We investigate mild solutions for stochastic evolution equations driven by a fractional Brownian motion (fBm) with Hurst parameter H in (1/3, 1/2] in infinite-dimensional Banach spaces. Using elements from rough paths theory we introduce an…

Probability · Mathematics 2019-04-08 Robert Hesse , Alexandra Neamtu

We study the asymptotic behavior of almost-orbits of abstract evolution systems in Banach spaces with or without a Lipschitz assumption. In particular, we establish convergence, convergence in average and almost-convergence of almost-orbits…

Functional Analysis · Mathematics 2009-04-15 Felipe Alvarez , Juan Peypouquet

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

Analysis of PDEs · Mathematics 2012-08-21 Raphael Kruse , Stig Larsson

We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…

Probability · Mathematics 2010-03-17 Hassan Dadashi-Arani , Bijan Z. Zangeneh

In this paper we introduce the critical variational setting for parabolic stochastic evolution equations of quasi- or semi-linear type. Our results improve many of the abstract results in the classical variational setting. In particular, we…

Probability · Mathematics 2024-01-30 Antonio Agresti , Mark Veraar

In this paper, we investigate the existence and uniqueness of mild and strong solutions of fractional semilinear evolution equations in the Hilfer sense, by means of Banach fixed point theorem and the Gronwall inequality.

Classical Analysis and ODEs · Mathematics 2019-07-04 J. Vanterler da C. Sousa , Leandro S. Tavares , E. Capelas de Oliveira

In this paper, we study a second-order, nonlinear evolution equation with damping arising in elastodynamics. The nonlinear term is monotone and possesses a convex potential but exhibits anisotropic and nonpolynomial growth. The appropriate…

Analysis of PDEs · Mathematics 2018-04-11 Adrian Montgomery Ruf

In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…

Probability · Mathematics 2021-11-02 Arnulf Jentzen , Primož Pušnik

In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid…

Probability · Mathematics 2016-10-05 Zdzislaw Brzeźniak , Erika Hausenblas , Paul Razafimandimby

We establish the existence and uniqueness of both local martingale and local pathwise solutions of an abstract nonlinear stochastic evolution system. The primary application of this abstract framework is to infer the local existence of…

Analysis of PDEs · Mathematics 2015-05-19 Arnaud Debussche , Nathan Glatt-Holtz , Roger Temam

In this paper, we establish the existence and uniqueness of solutions of stochastic nonlinear Schr\"{o}dinger equations with additive jump noise in $L^2(\mathbb{R}^d)$. Our results cover all either focusing or defocusing nonlinearity in the…

Probability · Mathematics 2022-07-11 Jian Wang , Jianliang Zhai , Jiahui Zhu

We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…

Probability · Mathematics 2025-02-04 Alexandra Blessing , Tim Seitz , Stefanie Sonner , Bao Quoc Tang

In this paper, we investigate the existence of mild solutions to Hilfer fractional equation of semi-linear evolution with non-instantaneous impulses, using the concepts of equicontinuous $C_{0}$-semigroup and Kuratowski measure of…

Classical Analysis and ODEs · Mathematics 2018-12-07 J. Vanterler da C. Sousa

We prove an existence and uniqueness result for the infinitely delayed stochastic evolution equation $$dU(t) = &\big(AU(t) + F(t,U_t)\big) dt + B(t,U_t)dW_H(t), t\in[0,T_0]$$ where $A$ is the generator of an analytic semigroup on a UMD…

Functional Analysis · Mathematics 2010-11-12 Paul Crewe

We consider a class of semilinear Volterra type stochastic evolution equation driven by multiplicative Gaussian noise. The memory kernel, not necessarily analytic, is such that the deterministic linear equation exhibits a parabolic…

Probability · Mathematics 2016-02-25 Boris Baeumer , Matthias Geissert , Mihaly Kovacs

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

We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of…

Analysis of PDEs · Mathematics 2020-12-11 Carlo Marinelli , Luca Scarpa

A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…

Probability · Mathematics 2021-11-05 Soveny Solís , Vicente Vergara

In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…

Analysis of PDEs · Mathematics 2026-05-21 Abdellatif Elgrou , Abdelaziz Rhandi , Jawad Salhi
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