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We study quasilinear parabolic stochastic partial differential equations with general multiplicative noise on a bounded domain in $\mathbb{R}^{d}$, with homogeneous Dirichlet boundary condition. We establish the existence and uniqueness of…

Probability · Mathematics 2023-10-26 Mengzi Xie

We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in…

Probability · Mathematics 2020-07-15 Zhao Dong , Rangrang Zhang , Tusheng Zhang

We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…

Dynamical Systems · Mathematics 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

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…

Probability · Mathematics 2025-01-06 Benedetta Ferrario , Margherita Zanella

In this paper, we address the long time behaviour of solutions of the stochastic Schrodinger equation in $\mathbb{R}^d$. We prove the existence of an invariant measure and establish asymptotic compactness of solutions, implying in…

Analysis of PDEs · Mathematics 2016-05-09 Ibrahim Ekren , Igor Kukavica , Mohammed Ziane

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…

Analysis of PDEs · Mathematics 2007-05-23 Jacques Rougemont

Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…

Dynamical Systems · Mathematics 2025-06-24 Weiwei Qi , Zhongwei Shen , Yingfei Yi

In this paper, we investigate the limiting dynamics of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by the Stratonovich noise defined on the entire space $\R^2$. We first prove the set of all invariant measures…

Probability · Mathematics 2026-04-14 Zhaoyang Qiu , Daiwen Huang , Bixiang Wang

We study equations like the Mackey-Glass equations and Nicholson's blowflies equation, each perturbed by a (small) multiplicative noise term. Solutions to these stochastic negative feedback systems persist globally and are bounded above in…

Dynamical Systems · Mathematics 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…

Analysis of PDEs · Mathematics 2020-11-16 Oleksandr Misiats , Viktoriia Mogylova , Oleksandr Stanzhytskyi

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…

Probability · Mathematics 2026-04-03 Rui Bai , Chunrong Feng , Huaizhong Zhao

We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…

Analysis of PDEs · Mathematics 2020-08-04 Zdzisław Brzeźniak , Jakub Slavík

This paper discerns the invariant manifold of a class of ill-posed stochastic evolution equations driven by a nonlinear multiplicative noise. To be more precise, we establish the existence of mean-square random unstable invariant manifold…

Dynamical Systems · Mathematics 2021-11-02 Zonghao Li , Caibin Zeng , Jianhua Huang

We consider an inviscid 3-layer quasi-geostrophic model with stochastic forcing in a 2D bounded domain. After establishing well-posedness of such system under natural regularity assumptions on the initial condition and the (additive) noise,…

Probability · Mathematics 2023-08-24 Federico Butori , Francesco Grotto , Eliseo Luongo , Leonardo Roveri

We study the stochastic 3D primitive equations of the atmospheric mechanics. We consider them under a bounded and non-degenerate noise, which is statistically periodic in time with period $1$. In such a case we prove that the associated…

Analysis of PDEs · Mathematics 2021-03-03 Pierre-Marie Boulvard

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol