English
Related papers

Related papers: Note on abstract stochastic semilinear evolution e…

200 papers

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Probability · Mathematics 2019-09-25 Neelima , David Šiška

We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…

Probability · Mathematics 2023-10-17 Alexandra Neamtu , Tim Seitz

In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…

Probability · Mathematics 2019-01-16 Nicolas Marie

An approach to stochastic evolution equations based on a simple generalization of known embedding theorems is presented. It allows for the inclusion of problems which have nonlinear non monotone operators. This is used to discuss the…

Probability · Mathematics 2013-03-15 Kenneth L. Kuttler , Ji Li

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

Probability · Mathematics 2018-12-12 Zhao Dong , Rangrang Zhang

This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…

Analysis of PDEs · Mathematics 2021-12-14 Shiduo Qu , Wenlei Li , Shaoyun Shi

In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we consider a half-space as domain, and a semilinear…

Optimization and Control · Mathematics 2022-09-30 Alessandro Calvia , Gianluca Cappa , Fausto Gozzi , Enrico Priola

Doubly nonlinear stochastic evolution equations are considered. Upon assuming the additive noise to be rough enough, we prove the existence of probabilistically weak solutions of Friedrichs type and study their uniqueness in law. This…

Probability · Mathematics 2025-07-24 Carlo Orrieri , Luca Scarpa , Ulisse Stefanelli

In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…

Probability · Mathematics 2014-04-29 Yan Wang

We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…

Probability · Mathematics 2021-02-10 Christian Kuehn , Alexandra Neamtu , Stefanie Sonner

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

The paper extends well-posedness results of a previously explored class of time-shift invariant evolutionary problems to the case of non-autonomous media. The Hilbert space setting developed for the time-shift invariant case can be utilized…

Analysis of PDEs · Mathematics 2013-02-07 Rainer Picard , Sascha Trostorff , Marcus Waurick , Maria Wehowski

This paper extends the theory of regular solutions ($C^1$ in a suitable sense) for a class of semilinear elliptic equations in Hilbert spaces. The notion of regularity is based on the concept of $G$-derivative, which is introduced and…

Analysis of PDEs · Mathematics 2017-07-25 Salvatore Federico , Fausto Gozzi

This survey is devoted to the asymptotic behavior of solutions of evolution equations generated by maximal monotone operators in Hilbert spaces. The emphasis is in the comparison of the continuous time trajectories to sequences generated by…

Optimization and Control · Mathematics 2009-05-11 Juan Peypouquet , Sylvain Sorin

This paper studies a class of impulsive neutral stochastic partial differential equations in real Hilbert spaces. The main goal here is to consider the Trotter-Kato approximations of mild solutions of such equations in the $p$th-mean…

Probability · Mathematics 2022-03-15 Ming Liu , Lingfei Dai , Xia Zhang

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

We prove weak uniqueness of mild solutions for general classes of SPDEs on a Hilbert space. The main novelty is that the drift is only defined on a Sobolev-type subspace and no H\"older-continuity assumptions are required. This framework…

Probability · Mathematics 2024-06-21 Federico Bertacco , Carlo Orrieri , Luca Scarpa

This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…

Dynamical Systems · Mathematics 2013-05-30 Y. Chen , H. Gao , M. J. Garrido-Atienza , B. Schmalfuss

We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper…

Probability · Mathematics 2014-02-11 G. Da Prato , F. Flandoli , E. Priola , M. Rockner

We prove existence, uniqueness and Lipschitz dependence on the initial datum for mild solutions of stochastic partial differential equations with Lipschitz coefficients driven by Wiener and Poisson noise. Under additional assumptions, we…

Probability · Mathematics 2008-08-12 Carlo Marinelli , Claudia Prévôt , Michael Röckner