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This work investigates radial solutions for nonlinear fractional Schr\"odinger equations driven by multiplicative noise. Leveraging radial deterministic and stochastic Strichartz estimates, we establish local well-posedness in the…

Analysis of PDEs · Mathematics 2025-06-03 Ao Zhang , Yanjie Zhang , Jinqiao Duan

In this paper, we prove the existence of classical solutions for second order stationary mean-field game systems. These arise in ergodic (mean-field) optimal control, convex degenerate problems in calculus of variations, and in the study of…

Analysis of PDEs · Mathematics 2015-03-24 Edgard A. Pimentel , Vardan Voskanyan

In this paper we study the longtime dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. As a preparation for this purpose we have to show the existence and uniqueness of a cocycle…

Dynamical Systems · Mathematics 2013-02-12 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss

In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…

Analysis of PDEs · Mathematics 2026-04-29 Andrea Di Primio , Christoph Hurm

In this article we present a way of treating stochastic partial differential equations with multiplicative noise by rewriting them as stochastically perturbed evolutionary equations in the sense of \cite{picardbook}, where a general…

Probability · Mathematics 2016-11-08 André Süß , Marcus Waurick

The purpose of this paper is to study stochastic evolution inclusions of the form \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where $\mathcal{A}$ is a multi-valued operator acting on a…

Probability · Mathematics 2017-10-06 Alexander Nerlich

Two-points nonlocal problem for the first order differential evolution equation with an operator coefficient in a Banach space $X$ is considered. An exponentially convergent algorithm is proposed and justified in assumption that the…

Numerical Analysis · Mathematics 2025-05-06 T. Ju. Bohonova , V. B. Vasylyk

On the one hand, we investigate the existence and pathwise uniqueness of a nonnegative martingale solution to the stochastic evolution system of nonlinear advection-diffusion equations proposed by Klausmeier with Gaussian multiplicative…

Analysis of PDEs · Mathematics 2024-08-06 Erika Hausenblas , Jonas M. Tölle

In this paper we consider variational regularization methods for inverse problems with large noise that is in general unbounded in the image space of the forward operator. We introduce a Banach space setting that allows to define a…

Numerical Analysis · Mathematics 2018-02-09 Martin Burger , Tapio Helin , Hanne Kekkonen

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

Probability · Mathematics 2022-10-25 Stefano Bruno , Benjamin Gess , Hendrik Weber

In this note we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equation. We investigate…

Probability · Mathematics 2018-03-22 Yaozhong Hu , Yanghui Liu , Samy Tindel

In this note we study the 2d stochastic quasi-geostrophic equation in $\mathbb{T}^2$ for general parameter $\alpha\in (0,1)$ and multiplicative noise. We prove the existence of martingale solutions and pathwise uniqueness under some…

Probability · Mathematics 2018-06-18 Michael Röckner , Rongchan Zhu , Xiangchan Zhu

In this paper, we introduce a novel two-point gradient method for solving the ill-posed problems in Banach spaces and study its convergence analysis. The method is based on the well known iteratively regularized Landweber iteration method…

Numerical Analysis · Mathematics 2022-05-12 Gaurav Mittal , Ankik Kumar Giri

In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…

Probability · Mathematics 2012-12-07 Bartosz Bandrowski , Anna Karczewska

In this article, we consider the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noise with diffusion coefficient of sublinear growth. By introducing the spectral Galerkin method, we first obtain the…

Probability · Mathematics 2020-06-23 Jianbo Cui , Jialin Hong

We study the stochastic Burgers equation driven by a multiplicative Rosenblatt noise with Hurst parameter $H \in (1/2,1)$. Using a fixed-point argument in a Malliavin--Sobolev space that controls the solution and its first two Malliavin…

Probability · Mathematics 2026-02-17 Atef Lechiheb

Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence rate of the Galerkin approximations to the solution of the…

Numerical Analysis · Mathematics 2021-11-02 Dirk Blömker , Arnulf Jentzen

This article studies the temporal approximation of hyperbolic semilinear stochastic evolution equations with multiplicative Gaussian noise by Milstein-type schemes. We take the term hyperbolic to mean that the leading operator generates a…

Numerical Analysis · Mathematics 2026-02-03 Felix Kastner , Katharina Klioba

In this article we give necessary and sufficient conditions providing regularity of solutions to stochastic Volterra equations with infinite delay on a $d$-dimensional torus. The harmonic analysis techniques and stochastic integration in…

Probability · Mathematics 2007-05-23 Anna Karczewska , Carlos Lizama

Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…

Probability · Mathematics 2024-09-30 István Gyöngy , Nicolai V. Krylov