Related papers: The stochastic Cauchy problem driven by a cylindri…
We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…
In this paper, we derive a Chen-Strichartz formula for stochastic differential equations driven by Levy processes, that is, we derive a series expansion of the logarithm of the flowmap of the stochastic differential equation in terms of…
We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz assumptions.
A linear stochastic continuity equation with non-regular coefficients is considered. We prove existence and uniqueness of strong solution, in the probabilistic sense, to the Cauchy problem when the vector field has low regularity, in which…
Let $A$ be a pseudo-differential operator with negative definite symbol $q$. In this paper we establish a sufficient condition such that the well-posedness of the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem implies that the unique…
We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders…
We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…
In this paper we study qualitative properties of initial traces of solutions to the porous medium equation with power nonlinearity, and obtain necessary conditions for the existence of solutions to the corresponding Cauchy problem.…
Motivated by optimal control problems and differential games for functional differential equations of retarded type, the paper deals with a Cauchy problem for a path-dependent Hamilton--Jacobi equation with a right-end boundary condition.…
We study the global Cauchy problem associated to the Davey-Stewartson system in $\re^n,\ n=2,3$. Existence and uniqueness of solution are stablished for small data in some weak $L^p$ space. We apply an interpolation theorem and the…
In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of…
Some known results regarding the Euler and Navier-Stokes equations were obtained by different authors. Existence and smoothness of solutions for the Navier-Stokes equations in two dimensions have been known for a long time. Leray showed…
In this paper, we study the Cauchy problem to the 3D fractional compressible isentropic generalized Navier-Stokes equations for viscous compressible fluid with one Levy diffusion process. We obtain the existence and uniqueness of global…
We investigate a class of stochastic integro differential equations driven by Levy noise.
In this paper we study the well-posedness of the Cauchy problem for a wave equation with multiplicities and space-dependent irregular coefficients. As in \cite{GR:14} in order to give a meaningful notion of solution, we employ the notion of…
In this paper, we establish the existence of weak solutions for distribution-dependent stochastic differential equations (DDSDEs) driven by a broad class of L\'{e}vy noises, where the drift coefficients satisfy specific integrability…
We consider a class of semilinear stochastic evolution equations driven by an additive cylindrical stable noise.We investigate structural properties of the solutions like Markov, irreducibility, stochastic continuity, Feller and strong…
We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous L\'evy process. Under stochastic conditions on the coefficients, we prove the existence and uniqueness of a solution.…
In this paper we study the global existence of small data solutions to the Cauchy problem for the semilinear wave equation with scale-invariant damping. We obtain estimates for the solution and its energy with the same decay rate of the…
We consider analytically weak solutions to semilinear stochastic partial differential equations with non-anticipating coefficients driven by cylindrical Brownian motion. The solutions are allowed to take values in general separable Banach…