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This paper addresses the existence of nonnegative mild solutions for stochastic evolution inclusions through a weak topology approach. Precisely, the study focuses on stochastic evolution inclusions characterized by multivalued…

Probability · Mathematics 2025-08-26 Lucia Angelini , Irene Benedetti , Alessandra Cretarola

We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…

Analysis of PDEs · Mathematics 2012-08-30 C. M. Elliott , M. Hairer , M. R. Scott

We prove existence and uniqueness of mild and generalized solutions for a class of stochastic semilinear evolution equations driven by additive Wiener and Poisson noise. The non-linear drift term is supposed to be the evaluation operator…

Analysis of PDEs · Mathematics 2011-10-19 Carlo Marinelli

For nonautonomous linear difference equations in Banach spaces we show that a very general type of dichotomic behavior persists under small enough additive linear perturbations. By using a new approach, we obtain two general robustness…

Dynamical Systems · Mathematics 2013-09-02 António J. G. Bento , César M. Silva

A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understood in the Skorokhod sense. Existence and uniqueness of weak…

Probability · Mathematics 2017-04-13 Bohdan Maslowski , Jana Šnupárková

In this paper, we study stability properties of nonuniform hyperbolicity for evolution processes associated with differential equations in Banach spaces. We prove a robustness result of nonuniform hyperbolicity for linear evolution…

Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…

Probability · Mathematics 2024-09-30 István Gyöngy , Nicolai V. Krylov

In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…

Analysis of PDEs · Mathematics 2019-02-25 Jialin Hong , Zhihui Liu

In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from…

Analysis of PDEs · Mathematics 2021-09-15 Snežana Gordić , Tijana Levajković , Ljubica Oparnica

We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We…

Probability · Mathematics 2023-11-07 Dirk Blömker , Jonas M. Tölle

We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…

Analysis of PDEs · Mathematics 2012-05-29 Carlo Marinelli , Luca Di Persio , Giacomo Ziglio

This paper is concerned with a class of stochastic optimization problems defined on a Banach space with almost sure conic-type constraints. For this class of problems, we investigate the consistency of optimal values and solutions…

Optimization and Control · Mathematics 2026-03-11 Caroline Geiersbach , Johannes Milz

In this paper we establish local and global existence and uniqueness of solutions for general nonlinear evolution equations with coefficients satisfying some local monotonicity and generalized coercivity conditions. An analogous result is…

Probability · Mathematics 2013-03-26 Wei Liu , Michael Röckner

Unique continuation properties for a class of evolution equations defined on Banach spaces are considered from two different point of views: the first one is based on the existence of conserved quantities, which very often translates into…

Analysis of PDEs · Mathematics 2023-05-23 Igor Leite Freire

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

For the Euler scheme of the stochastic linear evolution equations, discrete stochastic maximal $ L^p $-regularity estimate is established, and a sharp error estimate in the norm $ \|\cdot\|_{L^p((0,T)\times\Omega;L^q(\mathcal O))} $, $ p,q…

Numerical Analysis · Mathematics 2024-11-12 Binjie Li , Xiaoping Xie

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

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…

Analysis of PDEs · Mathematics 2015-01-06 Martina Hofmanova , Tusheng Zhang

We prove existence of strongly continuous evolution systems in L^2 for Schroedinger-type equations with non-Lipschitz coefficients in the principal part. The underlying operator structure is motivated from models of paraxial approximations…

Analysis of PDEs · Mathematics 2008-04-07 Maarten de Hoop , Guenther Hoermann , Michael Oberguggenberger