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In this paper, our goal is solving backward doubly stochastic differential equation (BDSDE for short) under weak assumptions on the data. The first part of the paper is devoted to the development of some new technical aspects of stochastic…

Probability · Mathematics 2009-07-14 Auguste Aman

We show the existence of unique global strong solutions of a class of stochastic differential equations on the cone of symmetric positive definite matrices. Our result includes affine diffusion processes and therefore extends considerably…

Probability · Mathematics 2013-01-15 Eberhard Mayerhofer , Oliver Pfaffel , Robert Stelzer

We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…

Probability · Mathematics 2026-02-06 Le Chen , Cheuk Yin Lee , Panqiu Xia

In this paper, we study the Cauchy problem for the stochastically perturbed high-dimensional modified Euler-Poincar\'{e} system (MEP2) on the torus $\mathbb{T}^d$, $d\geq 1$. We first establish a local well-posedness framework in the sense…

Analysis of PDEs · Mathematics 2024-04-01 Lei Zhang

In this paper we study the existence and uniqueness of the $L_{\rho}^{2p}(\mathbb{R}^d;\mathbb{R}^1)\times L_{\rho}^2(\mathbb{R}^d;\mathbb{R}^d)$ valued solution of backward doubly stochastic differential equations with polynomial growth…

Probability · Mathematics 2011-11-10 Qi Zhang , Huaizhong Zhao

We address long time behavior of solutions to the 2D Boussinesq equations with zero diffusivity in the cases of the torus, ${\mathbb R}^2$, and on a bounded domain with Lions or Dirichlet boundary conditions. In all the cases, we obtain…

Analysis of PDEs · Mathematics 2019-11-11 Igor Kukavica , Weinan Wang

We address the long-time behavior of the 2D Boussinesq system, which consists of the incompressible Navier-Stokes equations driven by a non-diffusive density. We construct globally persistent solutions on a smooth bounded domain, when the…

Analysis of PDEs · Mathematics 2025-02-12 Mustafa Sencer Aydın , Pranava Chaitanya Jayanti

We consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…

Probability · Mathematics 2022-04-29 Alexander Dunlap , Yu Gu

We show the existence of H\"{o}lder continuous periodic weak solutions of the 2d Boussinesq equation with diffusive temperature which satisfy the prescribed kinetic energy. More precisely, for any smooth $e(t):[0,1]\rightarrow R_+$ and…

Analysis of PDEs · Mathematics 2019-05-27 Tianwen Luo , Tao Tao , Liqun Zhang

With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily diffusions, they are given by stochastic differential…

Probability · Mathematics 2020-06-23 Johann Gehringer , Xue-Mei Li

The Cotter-Holm Slice Model (CHSM) was introduced to study the behavior of whether and specifically the formulation of atmospheric fronts, whose prediction is fundamental in meteorology. Considered herein is the influence of stochastic…

Analysis of PDEs · Mathematics 2020-11-03 Lei Zhang , Yu Shi , Chaozhu Hu , Weifeng Wang , Bin Liu

The existence of global smooth solutions to the Navier-Stokes equations (NSEs) with hyperviscosity $(-\Delta)^{\gamma}$ is open unless $\gamma $ is close to the J.-L. Lions exponent $ \frac{5}{4}$ at which the energy balance is strong…

Analysis of PDEs · Mathematics 2024-10-03 Antonio Agresti

The stochastic partial differential equation analyzed in this work is the Cahn-Hilliard equation perturbed by an additive fractional white noise (fractional in time and white in space). We work in the case of one spatial dimension and apply…

Probability · Mathematics 2026-01-16 Dimitrios Dimitriou , Dimitris Farazakis , Georgia Karali

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante

We focus on the existence and uniqueness of the three-dimensional Landau-Lifshitz-Bloch equation supplemented with the initial data in Besov space $\dot{B}_{2,1}^{\frac{3}{2}}$. Utilizing a new commutator estimate, we establish the local…

Analysis of PDEs · Mathematics 2022-11-08 Yi Peng , Huaqiao Wang

We investigate the stochastic Landau-Lifshitz-Gilbert (LLG) equation on a periodic 2D domain, driven by infinite-dimensional Gaussian noise in a Sobolev class. We establish strong local well-posedness in the energy space and characterize…

Analysis of PDEs · Mathematics 2025-04-28 Ben Goldys , Chunxi Jiao , Christof Melcher

In this paper we study the stochastic Navier-Stokes equations on the $d$-dimensional torus with transport noise, which arise in the study of turbulent flows. Under very weak smoothness assumptions on the data we prove local well-posedness…

Analysis of PDEs · Mathematics 2023-12-12 Antonio Agresti , Mark Veraar

We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper…

Probability · Mathematics 2014-02-11 G. Da Prato , F. Flandoli , E. Priola , M. Rockner

Using a weak convergence approach, we establish a Large Deviation Principle (LDP) for the solutions of fluid dynamic systems in two-dimensional bounded domains subjected to no-slip boundary conditions and perturbed by additive noise. Our…

Probability · Mathematics 2023-05-19 Federico Butori , Eliseo Luongo

In the first part of this work, we establish the existence and uniqueness of a local mild solution to the deterministic convective Brinkman-Forchheimer (CBF) equations defined on the whole space, by using properties of the heat semigroup…

Probability · Mathematics 2021-02-03 Manil T. Mohan
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