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We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…

Probability · Mathematics 2016-06-28 G. Da Prato , F. Flandoli , M. Röckner , A. Yu. Veretennikov

We study the theory of local and global strong solution for the stochastic tamed Navier--Stokes equations with multiplicative Wiener and L\'evy jump noise in the whole space $\R^3$. More specifically, we first prove the existence of a…

Analysis of PDEs · Mathematics 2026-05-06 Bikram Podder , Surendra Kumar

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

Probability · Mathematics 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

We prove the global existence and uniqueness of strong solutions for a compressible multifluid described by the barotropic Navier-Stokes equations in dim = 1. The result holds when the diffusion coefficient depends on the pressure. It…

Mathematical Physics · Physics 2010-12-30 C. Michoski , A. Vasseur

In this article, we established a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by space-time white noise.

Probability · Mathematics 2012-04-02 Tusheng Zhang

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Probability · Mathematics 2024-03-11 Wei Hong , Wei Liu , Luhan Yang

We consider the globally modified stochastic (hyperviscous) Navier-Stokes equations with transport noise on 3D torus. We first establish the existence and pathwise uniqueness of the weak solutions, and then show their convergence to the…

Probability · Mathematics 2025-01-22 Chang Liu , Dejun Luo

The main objective of this paper is to demonstrate the uniform large deviation principle (UDLP) for the solutions of two-dimensional stochastic Navier-Stokes equations (SNSE) in the vorticity form when perturbed by two distinct types of…

Probability · Mathematics 2023-04-24 Ankit Kumar , Manil T. Mohan

We investigate the large deviation principle (LDP) of the stationary solutions of stochastic functional differential equations (SFDEs) with infinite delay under small random perturbation. First, we demonstrate the existence and uniqueness…

Probability · Mathematics 2026-05-18 Yong Liu , Bin Tang

We prove the small-noise large deviation principle (LDP) for stochastic evolution equations in an $L^2$-setting. As the coefficients are allowed to be non-coercive, our framework encompasses a much broader scope than variational settings.…

Probability · Mathematics 2025-12-23 Esmée Theewis

We prove a long time existence result for the solutions of a two-dimensional Boussinesq system modeling the propagation of long, weakly nonlinear water waves. This system is exceptional in the sense that it is the only linearly well-posed…

Analysis of PDEs · Mathematics 2020-09-08 Jean-Claude Saut , Li Xu

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

Analysis of PDEs · Mathematics 2022-02-03 Florian Kunick

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…

Analysis of PDEs · Mathematics 2018-10-03 Carlo Marinelli , Luca Scarpa

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…

Dynamical Systems · Mathematics 2022-11-22 Shenglan Yuan , René Schilling , Jinqiao Duan

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such…

Probability · Mathematics 2014-10-28 Horatio Boedihardjo , Xi Geng , Zhongmin Qian

In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…

Probability · Mathematics 2023-05-04 Lucio Galeati , Dejun Luo

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

Probability · Mathematics 2011-04-22 Benjamin Gess

This paper focuses on the $d$-dimensional ($d\geq2$) Boussinesq equation with fractional dissipation $(-\Delta)^{\alpha}$ on the torus. We show that the uniqueness property breaks down within the function space $L^p_tL^\infty_x$ for any…

Analysis of PDEs · Mathematics 2025-12-01 Zipeng Chen , Zhaoyang Yin

We demonstrate the large deviation principle in the small noise limit for the mild solution of stochastic evolution equations with monotone nonlinearity. A recently developed method, weak convergent method, has been employed in studying the…

Probability · Mathematics 2013-09-10 Hassan Dadashi

In this work, we focus on the global solvability and uniform large deviations for the solutions of stochastic generalized Burgers-Huxley (SGBH) equation perturbed by a small multiplicative white in time and colored in space noise. The SGBH…

Probability · Mathematics 2023-02-14 Ankit Kumar , Vivek Kumar , Manil T. Mohan
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