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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

We prove well-posedness for a class of second-order SPDEs with multiplicative Wiener noise and doubly nonlinear drift in divergence form involving maximal monotone graphs defined everywhere, on which neither growth nor continuity…

Analysis of PDEs · Mathematics 2020-01-07 Carlo Marinelli , Luca Scarpa

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L^p$ spaces on bounded domains of $\mathbb{R}^n$ with a nonlinear drift term given by the superposition operator generated by a…

Probability · Mathematics 2024-01-01 Carlo Marinelli

We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in…

Probability · Mathematics 2019-11-01 Carlo Marinelli , Luca Scarpa

We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…

Probability · Mathematics 2022-01-04 Carlo Marinelli

Existence and uniqueness of mild solutions to a class of semilinear stochastic evolution equations with additive noise is proved. The linear part of the drift term is the generator of a compact semigroup of contractions, while the nonlinear…

Probability · Mathematics 2025-12-23 Carlo Marinelli

We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on $L^2(\mathcal{O})$ (evaluated at fixed points in time and space), where $\mathcal{O}$ is an open bounded domain in $\mathbb{R}^d$.…

Probability · Mathematics 2012-02-23 Carlo Marinelli , Eulalia Nualart , Lluís Quer-Sardanyons

We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich…

Analysis of PDEs · Mathematics 2016-08-17 Ioana Ciotir , Jonas M. Tölle

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

We consider semilinear stochastic evolution equations on Hilbert spaces with multiplicative Wiener noise and linear drift term of the type $A + \varepsilon G$, with $A$ and $G$ maximal monotone operators and $\varepsilon$ a "small"…

Probability · Mathematics 2021-01-01 Carlo Marinelli

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

Probability · Mathematics 2016-06-21 Michael Rockner , Ionut Munteanu

Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…

Probability · Mathematics 2022-04-20 Sima Mehri , Erfan Salavati , Bijan Z. Zangeneh

We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss…

Probability · Mathematics 2013-12-05 Benjamin Gess , Jonas M. Tölle

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

Probability · Mathematics 2025-12-22 Davide Addona , Davide Bignamini , Carlo Orrieri , Luca Scarpa

We study the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having linear part of the type $A+\varepsilon G$, on the parameter $\varepsilon$. In particular, we study…

Probability · Mathematics 2021-01-01 Sergio Albeverio , Carlo Marinelli , Elisa Mastrogiacomo

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…

Analysis of PDEs · Mathematics 2018-10-03 Carlo Marinelli , Luca Scarpa

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…

Analysis of PDEs · Mathematics 2019-09-27 Jonas M. Tölle

We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…

Analysis of PDEs · Mathematics 2023-09-28 Florian Seib , Wilhelm Stannat , Jonas M. Tölle

In this paper, we investigate the uniform large deviation principle of the fractional stochastic reaction-diffusion equation on the entire space R^n as the noise intensity approaches zero. The nonlinear drift term is dissipative and has a…

Probability · Mathematics 2024-06-14 Bixiang Wang
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