Related papers: A regularised Dean-Kawasaki model: derivation and …
An effective approach to modeling non-Markovian quantum systems is to embed a principal (quantum) system of interest into a larger quantum system. A widely employed embedding is one that uses another quantum system, referred to as the…
Spatially correlated noise (SCN), i.e. the thermal noise that affects neighbouring particles in a similar manner, is ubiquitous in soft matter systems. In this work, we apply the over-damped SCN-driven Langevin equations as an effective,…
In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…
We interpret steady linear statistical inverse problems as artificial dynamic systems with white noise and introduce a stochastic differential equation (SDE) system where the inverse of the ending time $T$ naturally plays the role of the…
We prove that the densities of the finite dimensional projections of weak solutions of the Navier-Stokes equations driven by Gaussian noise are bounded and H\"older continuous, thus improving the results of Debussche and Romito…
Radiation-filled Friedmann-Robertson-Walker universes are quantized according to the Arnowitt-Deser-Misner formalism in the conformal-time gauge. Unlike previous treatments of this problem, here both closed and open models are studied, only…
We derive consistent and asymptotically normal estimators for the drift and volatility parameters of the stochastic heat equation driven by an additive space-only white noise when the solution is sampled discretely in the physical domain.…
We investigate the Cahn-Hilliard equation with nonlinear diffusion and non-degenerate mobility modeling phase separation phenomena in complex systems (e.g., crystals and polymers). Previous results in the literature on this model relied on…
Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of uncertainty. Although Fokker-Planck equations can be written…
Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive the attention it deserves. The paper investigates the…
We investigate conditional McKean-Vlasov equations driven by time-space white noise, motivated by the propagation of chaos in an N-particle system with space-time Ornstein-Uhlenbeck dynamics. The framework builds on the stochastic calculus…
We introduce the uniqueness, existence, $L_p$-regularity, and maximal H\"older regularity of the solution to semilinear stochastic partial differential equation driven by a multiplicative space-time white noise: $$ u_t = au_{xx} + bu_{x} +…
In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion. We firstly derive the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck…
In this paper we focus on a discrete physical model describing granular crystals, whose equations of motion can be described by a system of differential difference equations (DDEs). After revisiting earlier continuum approximations, we…
In this article, we consider a stochastic partial differential equation (SPDE) driven by a L\'evy white noise, with Lipschitz multiplicative term $\sigma$. We prove that under some conditions, this equation has a unique random field…
A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…
The dynamics of an infinite system of point particles in $\mathbb{R}^d$, which hop and interact with each other, is described at both micro- and mesoscopic levels. The states of the system are probability measures on the space of…
In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to…
The Ohta-Kawasaki equation models the mesoscopic phase separation of immiscible polymer chains that form diblock copolymers, with applications in directed self-assembly for lithography. We perform a mathematical analysis of this model under…
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…