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A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…

Functional Analysis · Mathematics 2021-10-26 Georgy Chargaziya , Alexei Daletskii

We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $\sigma$-additivity in probability and continuity of paths. The…

Probability · Mathematics 2024-09-11 Vadym Radchenko

We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…

Probability · Mathematics 2016-02-04 Ioannis Karatzas , Johannes Ruf

Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on $[0,+\infty )$, which has an absorbing barrier at zero. Then one can define its dual stochastic flow. In \cite{AW}, Akahori…

Probability · Mathematics 2015-09-01 Takafumi Amaba , Dai Taguchi , Go Yuki

In this paper, we introduce a method of imposing asymmetric conditions on the velocity vector with respect to independent variables and a method of moving frame for solving the three dimensional Navier-Stokes equations. Seven families of…

Fluid Dynamics · Physics 2007-06-28 Xiaoping Xu

In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…

Probability · Mathematics 2025-08-21 Bixiang Wang

Shift Harnack and integration by part formula are establish for semilinear spde with delay and a class of stochastic semilinear evolution equation which cover the hyperdissipative Naiver-Stokes/Burges equation. For the case of stochastic…

Probability · Mathematics 2012-11-13 Shao-Qin Zhang

We present a condition for a stochastic differential equation dX_{t}={\mu}(t,X_{t})dt+{\sigma}(t,X_{t})dB_{t} to have a unique functional solution of the form Z(t,B_{t}). The condition expresses a relation between {\mu} and {\sigma}. A…

Probability · Mathematics 2012-09-05 Imme van den Berg

We advance a variational method to prove qualitative properties such as symmetries, monotonicity, upper and lower bounds, sign properties, and comparison principles for a large class of doubly-nonlinear evolutionary problems including…

Analysis of PDEs · Mathematics 2016-11-08 Stefano Melchionna

The purpose of this article is to study gradient Yamabe soliton on warped product manifolds. First, we prove triviality results in the case of noncompact base with limited warping function, and for compact base. In order to provide…

Differential Geometry · Mathematics 2018-11-26 Willian Isao Tokura , Levi Adriano , Romildo Pina , Marcelo Barboza

We prove existence and uniqueness results for (mild) solutions to some non-linear parabolic evolution equations with a rough forcing term. Our method of proof relies on a careful exploitation of the interplay between the spatial and time…

Probability · Mathematics 2009-11-03 Thomas Cass , Zhongmin Qian , Jan Tudor

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…

Numerical Analysis · Mathematics 2026-02-05 Aaron Brunk , Marvin Fritz

In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward…

Probability · Mathematics 2011-05-24 Defei Zhang

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

Numerical Analysis · Mathematics 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

A class of super-linear stochastic delay differential equations (SDDEs) with variable delay and Markovian switching is considered. The main aim of this paper is to develop the partially truncated Euler-Maruyama (EM) method for the…

Numerical Analysis · Mathematics 2018-10-02 Yuhao Cong , Weijun Zhan , Qian Guo

An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…

Numerical Analysis · Mathematics 2018-04-11 Yoshihito Kazashi

In this paper we analyse semi-linear systems of partial differential equations which are motivated by the conformal formulation of the Einstein constraint equations coupled with realistic physical fields on asymptotically Euclidean (AE)…

General Relativity and Quantum Cosmology · Physics 2022-04-18 Rodrigo Avalos , Jorge H. Lira

In this work we mainly prove the existence and pathwise uniqueness of solutions to general backward doubly stochastic differential equations with jumps appearing in both forward and backward integral parts. Several comparison theorems under…

Probability · Mathematics 2017-04-12 Wei Xu

We introduce a probabilistic representation for solutions of quasilinear wave equation with analytic nonlinearities. We use stochastic cascades to prove existence and uniqueness of the solution.

Probability · Mathematics 2009-12-01 Yuri Bakhtin , Carl Mueller

We prove by means of advanced pseudo-monotonicity methods an abstract existence result for parabolic partial differential equations with $\log$-H\"older continuous variable exponent nonlinearity governed by the symmetric part of a gradient…

Analysis of PDEs · Mathematics 2020-12-17 A. Kaltenbach