Related papers: Stochastic continuity equation with non-smooth vel…
This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost…
In this paper we aim to find the stationary stochastic viscosity solutions of a parabolic type SPDEs through the infinite horizon backward doubly stochastic differential equations (BDSDEs). For this, we study the existence, uniqueness and…
In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on their coefficients.
We consider It\^o uniformly nondegenerate equations with random coefficients. When the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions on the sample…
This paper deals with front propagation dynamics of monostable equations with nonlocal dispersal in spatially periodic habitats. In the authors' earlier works, it is shown that a general spatially periodic monostable equation with nonlocal…
We provide a integration of Navier-Stokes equations concerning the unsteady-state laminar flow of an incompressible, isothermal (newtonian) fluid in a cylindrical vessel spinning about its symmetry axis, say $z$, and inside which the liquid…
This paper is concerned with the well-posedness and regularity of the distributional solutions for the stochastic acoustic and elastic scattering problems. We show that the regularity of the solutions depends on the regularity of both the…
In this article, we study about the solutions of second order linear differential equations by considering several conditions on the coefficients of homogenous linear differential equation and its associated non-homogenous linear…
In this paper we prove the existence and uniqueness of path-wise strong solution to stochastic viscous flow in unbounded channels with multiple outlets using local monotonicity arguments. We devise a construction for solvability using a…
In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…
We examine existence and uniqueness of strong solutions of multi-dimensional mean-field stochastic differential equations with irregular drift coefficients. Furthermore, we establish Malliavin differentiability of the solution and show…
This paper studies path stabilities of the solution to stochastic differential equations (SDE) driven by time-changed L\'evy noise. The conditions for the solution of time-changed SDE to be path stable and exponentially path stable are…
Stability of travelling waves for the Nagumo equation on the whole line is proven using a new approach via functional inequalities and an implicitely defined phase adaption. The approach can be carried over to obtain pathwise stability of…
The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…
We study one-dimensional stochastic differential equations of form $dX_t = \sigma(X_t)dY_t$, where $Y$ is a suitable H\"older continuous driver such as the fractional Brownian motion $B^H$ with $H>\frac12$. The innovative aspect of the…
This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…
We study the existence and uniqueness of solutions to stochastic differential equations with Volterra processes driven by L\'evy noise. For this purpose, we study in detail smoothness properties of these processes. Special attention is…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
In this work, we study continuity and topological structural stability of attractors for nonautonomous random differential equations obtained by small bounded random perturbations of autonomous semilinear problems. First, we study existence…
In this paper we study the stochastic Navier-Stokes equation with artificial compressibility. The main results of this work are the existence and uniqueness theorem for strong solutions and the limit to incompressible flow. These results…