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We stu\dd y a class of nonlinear stochastic partial differential equations with dissipative nonlinear drift, driven by L\'evy noise. Our work is divided in two parts. In the present part I we first define a Hilbert-Banach setting in which…

Probability · Mathematics 2013-12-10 Sergio Albeverio , Luca Di Persio , Elisa Mastrogiacomo , Boubaker Smii

In this paper, we introduce and study the primitive equations with $\textit{non}$-isothermal turbulent pressure and transport noise. They are derived from the Navier-Stokes equations by employing stochastic versions of the Boussinesq and…

Analysis of PDEs · Mathematics 2024-11-04 Antonio Agresti , Matthias Hieber , Amru Hussein , Martin Saal

We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Musiela's stochastic partial differential equation with deterministic volatility and a Hilbert space valued driving L\'evy noise. Conditions…

Probability · Mathematics 2008-11-04 Carlo Marinelli

In this paper, we study limit behaviors of stationary measures of the Fokker-Planck equations associated with a system of ordinary differential equations perturbed by a class of multiplicative including additive white noises. As the noises…

Dynamical Systems · Mathematics 2016-07-22 Wen Huang , Min Ji , Zhenxin Liu , Yingfei Yi

In this paper we study the asymptotic behavior of stochastic approximation schemes with set-valued drift function and non-additive iterate-dependent Markov noise. We show that a linearly interpolated trajectory of such a recursion is an…

Systems and Control · Computer Science 2016-07-19 Vinayaka Yaji , Shalabh Bhatnagar

We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in It$\hat{\mathrm{o}}$'s interpretation, and transport in Stratonovich's interpretation. Via convex integration modified to…

Analysis of PDEs · Mathematics 2022-03-28 Ujjwal Koley , Kazuo Yamazaki

An approach to stochastic evolution equations based on a simple generalization of known embedding theorems is presented. It allows for the inclusion of problems which have nonlinear non monotone operators. This is used to discuss the…

Probability · Mathematics 2013-03-15 Kenneth L. Kuttler , Ji Li

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli

Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means. In this paper, we introduce stochastic perturbations by…

Probability · Mathematics 2026-05-12 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…

Probability · Mathematics 2007-05-23 Pao-Liu Chow

We propose a notion of conditioned stochastic stability of invariant measures on repellers: we consider whether quasi-ergodic measures of absorbing Markov processes, generated by random perturbations of the deterministic dynamics and…

Dynamical Systems · Mathematics 2025-12-18 Bernat Bassols Cornudella , Matheus Manzatto de Castro , Jeroen S. W. Lamb

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…

Analysis of PDEs · Mathematics 2018-02-13 Michele Coti Zelati , Nathan Glatt-Holtz , Konstantina Trivisa

We prove the existence of random attractors for a large class of degenerate stochastic partial differential equations (SPDE) perturbed by joint additive Wiener noise and real, linear multiplicative Brownian noise, assuming only the standard…

Probability · Mathematics 2015-06-05 Benjamin Gess

We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…

Statistics Theory · Mathematics 2019-04-05 Igor Cialenco , Hyun-Jung Kim , Sergey V. Lototsky

This work is concerned about the asymptotic behavior of the solutions of the two and three dimensional stochastic convective Brinkman-Forchheimer (SCBF) equations driven by white noise with nonlinear diffusion terms. We prove the existence…

Probability · Mathematics 2022-02-25 Kush Kinra , Manil T. Mohan

In this paper, we aim to prove the existence of global Martingale solution to Stochastic Constrained Modified Swift-Hohenberg Equation driven by stratonovich multiplicative noise. This equation belongs to class of amplitude equations which…

Probability · Mathematics 2025-05-06 Saeed Ahmed , Javed Hussain

In this paper, we establish a central limit theorem and a moderate deviations for 2D stochastic primitive equations with multiplicative noise. The proof is mainly based on the weak convergence approach.

Probability · Mathematics 2017-07-10 Rangrang Zhang , Guoli Zhou

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

A linear stochastic vector advection equation is considered. The equation may model a passive magnetic field in a random fluid. The driving velocity field is a integrable to a certain power and the noise is infinite dimensional. We prove…

Analysis of PDEs · Mathematics 2017-05-02 Franco Flandoli , Christian Olivera
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