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Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…

Probability · Mathematics 2008-02-20 Istvan Gyöngy , Annie Millet

In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution…

Probability · Mathematics 2008-01-11 Xicheng Zhang

We show the existence of unique global strong solutions of a class of stochastic differential equations on the cone of symmetric positive definite matrices. Our result includes affine diffusion processes and therefore extends considerably…

Probability · Mathematics 2013-01-15 Eberhard Mayerhofer , Oliver Pfaffel , Robert Stelzer

In this paper, we investigate a class of stochastic impulsive fractional differential evolution equations with infinite delay in Banach space. Firstly sufficient conditions of the existence and uniqueness of the mild solution for this type…

Dynamical Systems · Mathematics 2015-08-10 Zhao Shufen , Song Minghui

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…

Probability · Mathematics 2021-06-22 Mihály Kovács , Eszter Sikolya

In this paper, we consider the linear evolution equation $dy(t)=Ay(t)dt+Gy(t)dx(t)$, where $A$ is a closed operator, associated to a semigroup, with good smoothing effects in a Banach space $E$, $x$ is a nonsmooth path, which is…

Analysis of PDEs · Mathematics 2024-04-17 Davide Addona , Luca Lorenzi , Gianmario Tessitore

In this work, we prove the existence and uniqueness of $\mu$-pseudo almost automorphic solutions for some class of semilinear nonautonomous evolution equations of the form: $ u'(t)=A(t)u(t)+f(t,u(t)),\; t\in\mathbb{R} $ where $ (A(t))_{t\in…

Analysis of PDEs · Mathematics 2020-05-28 Abdoul Aziz Kalifa Dianda , Khalil Ezzinbi , Kamal Khalil

In this note we provide a self-contained proof of an existence and uniqueness result for a class of Banach space valued evolution equations with an additive forcing term. The framework of our abstract result includes, for example, finite…

Classical Analysis and ODEs · Mathematics 2018-12-18 Arnulf Jentzen , Sara Mazzonetto , Diyora Salimova

In this paper we study the stochastic evolution equation (1.1) in martingale-type 2 Banach spaces (with the linear part of the drift being only a generator of a C0-semigroup). We prove the existence and the uniqueness of solutions to this…

Mathematical Finance · Quantitative Finance 2016-08-23 Zdzislaw Brzezniak , Tayfun Kok

We prove a Miyadera-Voigt type perturbation theorem for strong Feller semigroups. Using this result, we prove well-posedness of the semilinear stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdW_H(t) on a separable Banach space E,…

Probability · Mathematics 2014-04-09 Markus C. Kunze

This paper considers a general framework for the study of the existence of quasi-variational and variational solutions to a class of nonlinear evolution systems in convex sets of Banach spaces describing constraints on a linear combination…

Analysis of PDEs · Mathematics 2018-09-07 Fernando Miranda , José Francisco Rodrigues , Lisa Santos

This paper investigates the existence and uniqueness of solutions for a nonlinear evolution equation governed by an m-accretive operator A in a Banach space, presenting a perturbation term that does not satisfy the Lipschitz condition.

Analysis of PDEs · Mathematics 2026-05-01 G. Diaz , J. I. Dıaz

In this paper, we prove the existence of a unique maximal local strong solutions to a stochastic system for both 2D and 3D penalised nematic liquid crystals driven by multiplicative Gaussian noise. In the 2D case, we show that this solution…

Analysis of PDEs · Mathematics 2020-04-06 Zdzislaw Brzezniak , Erika Hausenblas , Paul Razafimandimby

Investigating the existence, uniqueness, stability, continuous dependence of data among other properties of solutions of fractional differential equations, has been the object of study by an important range of researchers in the scientific…

Classical Analysis and ODEs · Mathematics 2019-09-10 J. Vanterler da C. Sousa , Thabet Abdeljawad , D. S. Oliveira

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…

Classical Analysis and ODEs · Mathematics 2011-09-08 Mathieu Galtier , Jonathan Touboul

A variant of the abstract Cauchy-Kovalevskaya theorem is considered. We prove existence and uniqueness of classical solutions to the nonlinear, non-autonomous initial value problem \[ \frac{du(t)}{dt} = A(t)u(t) + B(u(t),t), \ \ u(0) = x \]…

Functional Analysis · Mathematics 2022-03-17 Martin Friesen , Oleksandr Kutoviy

We prove results of existence of a solution (resp. existence and uniqness of a solution) for nonlinear differential equations of type $x'(t) +G(x,t) x(t) = F(x,t),$ in an abstract Banach subspace $X$ of the space of bounded real-valued…

Functional Analysis · Mathematics 2021-11-16 Mohammed Bachir , Haifa Ben Fredj

The problem of specification of self-adjoint operators corresponding to singular bilinear forms is very important for applications, such as quantum field theory and theory of partial differential equations with coefficient functions being…

Mathematical Physics · Physics 2007-05-23 Oleg Shvedov

In this paper, we investigate a semilinear stochastic parabolic equation with a linear rough term $du_{t}=\left[L_{t}u_{t}+f\left(t, u_{t}\right)\right]dt+\left(G_{t}u_{t}+g_{t}\right)d\mathbf{X}_{t}+h\left(t, u_{t}\right)dW_{t}$, where…

Probability · Mathematics 2024-01-31 Jiahao Liang , Shanjian Tang

Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.

Probability · Mathematics 2016-08-16 Istvan Gyöngy , Annie Millet