Related papers: Path-dependent SDEs in Hilbert spaces

This paper extends the results of Ma, Wu, Zhang, Zhang [11] to the context of path-dependent multidimensional forward-backward stochastic differential equations (FBSDE). By path-dependent we mean that the coefficients of the…

Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…

For a general discrete dynamics on a Banach and Hilbert spaces we give a necessary and sufficient conditions of the existence of bounded solutions under assumption that the homogeneous difference equation admits an exponential dichotomy on…

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…

In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…

The aim of this work is to investigate the conditions for the existence and continuation of a mild solution to the initial value problem of functional-differential equations of neutral type in Banach spaces to the boundary of the domain.…

Let $U,H$ be two separable Hilbert spaces and $T>0$. We consider an SDE which evolves in the Hilbert space $H$ of the form \begin{align} dX(t)=AX(t)dt+\widetilde{\mathscr L}B(X(t))dt+GdW(t), \quad t\in[0,T], \quad X(0)=x \in H, \end{align}…

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…

We give a simple proof of the Baillon-Haddad theorem for convex functions defined on open and convex subsets of Hilbert spaces. We also state some generalizations and limitations. In particular, we discuss equivalent characterizations of…

Consider the stochastic differential equation $\mathrm dX_t = -A X_t \,\mathrm dt + f(t, X_t) \,\mathrm dt + \mathrm dB_t$ in a (possibly infinite-dimensional) separable Hilbert space, where $B$ is a cylindrical Brownian motion and $f$ is a…

In this paper, we establish the existence and uniqueness of both mild(/variational) solutions and weak (in the sense of PDE) solutions of coupled system of 2D stochastic Chemotaxis-Navier-Stokes equations. The mild/variational solution is…

In this article we present a general method to rigorously prove existence of strong solutions to a large class of autonomous semi-linear PDEs in a Hilbert space $H^{l}\subset H^{s}(\mathbb{R}^{m})$ ($s\geq1$) via computer-assisted proofs.…

We analyze the concepts of analytically weak solutions of stochastic differential equations (SDEs) in Hilbert spaces with time-dependent unbounded operators and give conditions for existence and uniqueness of such solutions. Our studies are…

The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., \& R\"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans.\ Amer.\ Math.\ Soc.] has turned out to be a useful instrument to study…

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…

This paper proves the existence of small-amplitude global-in-time unique mild solutions to both the Landau equation including the Coulomb potential and the Boltzmann equation without angular cutoff. Since the well-known works (Guo, 2002)…

We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…

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…

We study in this paper the wellposedness of path-dependent multidimensional forward-backward stochastic differential equations (FBSDE). By path-dependent we mean that the coefficients of the forward-backward SDE at time t can depend on the…

In this paper, we study the regularities of solutions of nonlinear stochastic partial differential equations in the framework of Hilbert scales. Then we apply our general result to several typical nonlinear SPDEs such as stochastic Burgers…