Related papers: Some stochastic time-fractional diffusion equation…

For a class of non-linear stochastic heat equations driven by $\alpha$-stable white noises for $\alpha\in(1,2)$ with Lipschitz coefficients, we first show the existence and pathwise uniqueness of $L^p$-valued c\`{a}dl\`{a}g solutions to…

This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…

We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…

Let ${\bf{w}}(t,x):=(u,v)(t,x),\ t>0,\ x\in \mathbb{R}^{n},$ be the $\mathbb{R}^2$-valued spatial-temporal random field ${\bf{w}}=(u, v)$ arising from a certain two-equation system of fractional kinetic equations of reaction-diffusion type,…

In this work we analyze the existence of solutions to the fractional quasilinear problem, $$ (P) \left\{ \begin{array}{rcll} u_t+(-\Delta )^s u &=&|\nabla u|^{\alpha}+ f &\inn \Omega_T\equiv\Omega\times (0,T),\\ u(x,t)&=&0 &…

Covariant stochastic partial differential equations are studied in any dimension. A special class of such equations is selected and it is proven that the solutions can be analytically continued to Minkowski space-time yielding tempered…

In this paper we work with parabolic SPDEs of the form $$ \partial_t u(t,x)=\partial_x^2 u(t,x)+g(t,x,u)+\sigma(t,x,u)\dot{W}(t,x) $$ with Neumann boundary conditions, where $x\in[0,1]$, $\dot{W}(t,x)$ is the space-time white noise on…

We study the behavior of the solution of a stochastic Allen-Cahn equation $\frac{\partial u_\eps }{\partial t}=\frac 12 \frac{\partial^2 u_\eps }{\partial x^2}+ u_\eps -u_\eps^3+\sqrt\eps\, \dot W$, with Dirichlet boundary conditions on a…

We consider the $[0,1]$-valued solution $(u_{t,x}:t\geq 0, x\in \mathbb R)$ to the one dimensional stochastic reaction diffusion equation with Wright-Fisher noise \[\partial_t u= \partial_x^2 u + f(u) + \epsilon \sqrt{u(1-u)} \dot W.\]…

In this paper, we study the stochastic heat equation driven by a multiplicative space-time $G$-white noise within the framework of sublinear expectations. The existence and uniqueness of the mild solution are proved. By generalizing the…

We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t}…

We consider the stochastic heat equation $\partial_{s}u =\frac{1}{2}\Delta u +(\beta V(s,y)-\lambda)u$, with a smooth space-time stationary Gaussian random field $V(s,y)$, in dimensions $d\geq 3$, with an initial condition…

The traditional wave equation models wave propagation in an ideal conducting medium. For characterizing the wave propagation in inhomogeneous media with frequency dependent power-law attenuation, the space-time fractional wave equation…

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential…

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

In this article, we study elliptic stochastic partial differential equations with two reflect- ing walls h1 and h2, driven by multiplicative noise. The existence and uniqueness of the solutions are established.

This work is concerned with the existence of mild solutions to non-linear Fokker-Planck equations with fractional Laplace operator $(-\Delta)^s$ for $s\in\left(\frac12,1\right)$. The uniqueness of Schwartz distributional solutions is also…

In this paper, we study a system of stochastic partial differential equations with slow and fast time-scales, where the slow component is a stochastic real Ginzburg-Landau equation and the fast component is a stochastic reaction-diffusion…

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

We study the stochastic wave equation with multiplicative noise and singular drift: \[ \partial_tu(t,x)=\Delta u(t,x)+u^{-\alpha}(t,x)+g(u(t,x))\dot{W}(t,x) \] where $x$ lies in the circle $\mathbf{R}/J\mathbf{Z}$ and $u(0,x)>0$. We show…