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Related papers: $L^p$-estimates and regularity for SPDEs with mono…

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In this paper, we study linear backward parabolic SPDEs in bounded domains and present new a priori estimates for their weak solutions. Inspired by the seminal work of Y. Hu, J. Ma and J. Yong from 2002 on strong solutions, we establish…

Analysis of PDEs · Mathematics 2026-03-03 Víctor Hernández-Santamaría , Kévin Le Balc'h , Liliana Peralta

The class of problems treated here are elliptic partial differential equations with a homogeneous boundary condition and a non-linear perturbation obtained by composition with a fixed smooth function. The existence of solutions is obtained…

Analysis of PDEs · Mathematics 2017-04-24 Jon Johnsen , Thomas Runst

This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of $\mathbb R^n$. We suppose that the coefficients of the noise are $L^p$-functions with sufficiently large $p$. We…

Probability · Mathematics 2021-10-05 Sergey Kuksin , Nikolai Nadirashvili , Andrey Piatnitski

In this paper, we study the existence of random periodic solutions for semilinear stochastic partial differential equations with multiplicative linear noise on a bounded open domain ${\cal O}\subset {\mathbb R}^d$ with smooth boundary. We…

Probability · Mathematics 2018-03-02 Chunrong Feng , Yue Wu , Huaizhong Zhao

We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…

Probability · Mathematics 2017-05-05 Ildoo Kim , Kyeong-hun Kim

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 establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…

Probability · Mathematics 2022-09-20 Kyeong-Hun Kim , Kijung lee , Jinsol Seo

We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…

Analysis of PDEs · Mathematics 2024-11-26 Pilgyu Jung , Doyoon Kim

Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…

Probability · Mathematics 2016-12-28 Erfan Salavati , Bijan Z. Zangeneh

In this paper, we study the existence of random periodic solutions for semilinear SPDEs on a bounded domain with a smooth boundary. We identify them as the solutions of coupled forward-backward infinite horizon stochastic integral equations…

Probability · Mathematics 2015-02-12 Chunrong Feng , Huaizhong Zhao

In this paper, we are concerned with regularity of nonlocal stochastic partial differential equations of parabolic type. By using Companato estimates and Sobolev embedding theorem, we first show the H\"{o}lder continuity (locally in the…

Probability · Mathematics 2018-02-13 Guangying Lv , Hongjun Gao , Jinlong Wei , Jiang-Lun Wu

In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in $(t,\omega)$, and H\"older continuous in space. Assuming stochastic parabolicity…

Probability · Mathematics 2023-12-12 Antonio Agresti , Mark Veraar

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

Analysis of PDEs · Mathematics 2012-08-21 Raphael Kruse , Stig Larsson

In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…

Probability · Mathematics 2010-07-21 Zhen-Qing Chen , Kyeong-Hun Kim

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…

Probability · Mathematics 2008-01-28 Xicheng Zhang

We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: $$ du = (a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^{i}|u|^\lambda u_{x^i})dt + \sigma^k(u)dw_t^k,\quad…

Probability · Mathematics 2022-05-24 Beom-Seok Han

Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space $L^p$. The corresponding regularity is obtained by showing that the stochastic convolution…

Probability · Mathematics 2021-04-08 Petr Čoupek , Bohdan Maslowski , Martin Ondreját

The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…

Probability · Mathematics 2018-05-18 Kai Du

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

Functional Analysis · Mathematics 2022-05-02 Antonio Agresti , Mark Veraar

We consider the Landau equation with Coulomb potential in the spatially homogeneous case. We show short time propagation of smallness in $L^p$ norms for $p>3/2$ and instantaneous regularization in Sobolev spaces. This yields new short time…

Analysis of PDEs · Mathematics 2024-03-27 William Golding , Maria Gualdani , Amélie Loher
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