Related papers: Stochastic continuity equation with non-smooth vel…
A linear stochastic continuity equation with non-regular coefficients is considered. We prove existence and uniqueness of strong solution, in the probabilistic sense, to the Cauchy problem when the vector field has low regularity, in which…
We study the stochastic nonlinear Schr\"odinger equations with additive stochastic forcing. By using the dispersive estimate, we present a simple argument, constructing a unique local-in-time solution with rougher stochastic forcing than…
In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…
We consider non-parametric Bayesian estimation of the drift coefficient of a one-dimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions that are…
In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…
The aim of this paper is to prove the existence and smoothness of stable and unstable invariant manifolds for a stochastic delayed partial differential equation of parabolic type. The stochastic delayed partial differential equation is…
We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the…
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…
In the present paper the smoothness loss of a continuation of solutions to convolution equations is studied. Also examples for some kinds of convolvers are given.
One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…
Existence, uniqueness, and regularity of time-periodic solutions to the Navier-Stokes equations in the three-dimensional whole-space are investigated. We consider the Navier-Stokes equations with a non-zero drift term corresponding to the…
We treat the 1D shock tube problem, establishing existence of steady solutions of full (nonisentropic) polytropic gas dynamics with arbitrary noncharacteristic data. We present also numerical experiments indicating uniqueness and…
We show the existence and the regularity properties of the weak solutions to the two-dimensional stationary incompressible inhomogeneous Navier-Stokes equations with variable viscosity coefficient, by analyzing a fourth-order nonlinear…
We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…
The paper examines the issue of existence of solutions to the steady Navier-Stokes equations in an exterior domain in $\mathbb{R}^2$. The system is studied with nonhomogeneous slip boundary conditions. The main results proves the existence…
A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…
In this paper, we study the global existence and regularity of H\"older continuous solutions for a series of nonlinear partial differential equations describing nonlinear waves.
The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…
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…