Related papers: Martingale solution to stochastic extended Kortewe…
We prove global existence and modified scattering for the solutions of the Cauchy problem to the fractional Korteweg-de Vries equation with cubic nonlinearity for small, smooth and localized initial data.
We prove existence of martingale solutions to a class of stochastic thin-film equations for mobility exponents $n \in (2,3)$ and compactly supported initial data. With the perspective to study free-boundary problems related to stochastic…
We prove the existence of nonnegative martingale solutions to a class of stochastic degenerate-parabolic fourth-order PDEs arising in surface-tension driven thin-film flow influenced by thermal noise. The construction applies to a range of…
We prove global well-posedness of the subcritical generalized Korteweg-de Vries equation (the mKdV and the gKdV with quartic power of nonlinearity) subject to an additive random perturbation. More precisely, we prove that if the driving…
The fact that the Korteweg-de-Vries equation offers a good approximation of long-wave solutions of small amplitude to the one-dimensional Gross-Pitaevskii equation was derived several years ago in the physical literature. In this paper, we…
This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…
In a noise driving by a multivariate point process $\mu$ with predictable compensator $\nu$, we prove existence and uniqueness of the reflected backward stochastic differential equation's solution with a lower obstacle…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.
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…
We show existence and uniqueness of solutions of stochastic path-dependent differential equations driven by cadlag martingale noise under joint local monotonicity and coercivity assumptions on the coefficients with a bound in terms of the…
We consider a linear stochastic differential equation with stochastic drift and multiplicative noise. We study the problem of approximating its solution with the process that solves the equation where the possibly stochastic drift is…
We consider a viscous incompressible fluid interacting with a linearly elastic shell of Koiter type which is located at some part of the boundary. Recently models with stochastic perturbation in the shell equation have been proposed in the…
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…
In this paper, we extend the results of Elliott and Yang \cite{elliott3} and discuss the control of a stochastic process for which the driving noise is provided by a martingale associated with a semi-Markov Chain. An existence and a…
We prove the existence of a unique local strong solution to the stochastic compressible Euler system with nonlinear multiplicative noise. This solution exists up to a positive stopping time and is strong in both the PDE and probabilistic…
We prove local existence and uniqueness of solutions of the focusing modified Korteweg - de Vries equation $u_t + u^2u_x + u_{xxx} = 0$ in classes of unbounded functions that admit an asymptotic expansion at infinity in decreasing powers of…
Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…
We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…
The Korteweg-de Vries equation is a fundamental nonlinear equation that describes solitons with constant velocity. On the contrary, here we show that this equation also presents accelerated wavepacket solutions. This behavior is achieved by…