Related papers: Martingale solution to stochastic extended Kortewe…
We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial $\alpha$-stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate…
We study the stochastic Korteweg-de Vries equation (SKdV) with an additive space-time white noise forcing, posed on the one-dimensional torus. In particular, we construct global-in-time solutions to SKdV with spatial white noise initial…
We consider the extended Korteweg-de Vries (eKdV) equation as a model for long moderately nonlinear surface water waves. In the slow time formulation this equation generates fast propagating resonant radiation due to the non-convexity of…
By extending to the stochastic setting the classical vanishing viscosity approach we prove the existence of suitably weak solutions of a class of nonlinear stochastic evolution equation of rate-independent type. Approximate solutions are…
We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…
We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…
We review some basic results on existence and uniqueness of the invariant measure for the two-dimensional stochastic Navier-Stokes equations. A large part of the literature concerns the additive noise case; after revising these models, we…
The paper is concerned with a class of stochastic evolution equations in Hilbert space with random coefficients driven by Teugel's martingales and an independent multi-dimensional Brownian motion and its optimal control problem. Here…
We consider a 2D stochastic modified Swift-Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space $H^{2m}$…
Travelling-wave solutions of the standard and compound form of Korteweg-de Vries-Burgers equations are found using factorizations of the corresponding reduced ordinary differential equations. The procedure leads to solutions of Bernoulli…
The relation between the Darboux transformation and the solutions of the full Kostant Toda lattice is analyzed. The discrete Korteweg de Vries equation is used to obtain such solutions and the main result of [1] is extended to the case of…
We investigate a stochastic transport equation driven by a multiplicative noise. For $L^q(0,T;W^{1,p}({\mathbb R}^d;{\mathbb R}^d))$ drift coefficient and $W^{1,r}({\mathbb R}^d)$ initial data, we obtain the existence and uniqueness of…
Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between…
In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…
This is a continuation of Ref.[1](arXiv:nlin.SI/0603008). In the present paper we review solutions to the modified Korteweg-de Vries equation in terms of Wronskians. The Wronskian entry vector needs to satisfy a matrix differential equation…
We study the stability and dynamics of solitons in the Korteweg-de Vries (KdV) equation with small multiplicative forcing. Forcing breaks the conservative structure of the KdV equation, leading to substantial changes in energy over long…
We study the three-dimensional incompressible Euler equations subject to stochastic forcing. We develop a concept of dissipative martingale solutions, where the nonlinear terms are described by generalised Young measures. We construct these…
The Cauchy problem for the stochastic nonlinear Schr\"odinger equation with multiplicative noise is considered where the nonlinear term is of power type and the noise coefficients are purely imaginary numbers. The main purpose of this paper…
The time-global existence of solutions to a system of stochastic Schr\"odinger equations with multiplicative noise and the quadratic nonlinear terms are discussed in this paper. The same system in the deterministic treatment was studied in…
We study the stability and dynamics of solitons in the Korteweg-de Vries (KdV) equation in the presence of noise and deterministic forcing. The noise is space-dependent and statistically translation-invariant. We show that, for small…