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In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

Probability · Mathematics 2018-12-12 Zhao Dong , Rangrang Zhang

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

Probability · Mathematics 2015-10-23 Zdzisław Brzeźniak , Jerzy Zabczyk

This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…

Probability · Mathematics 2016-11-15 Ton Viet Ta

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

Probability · Mathematics 2013-07-17 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path framework initiated by Hairer, which provides a pathwise…

Probability · Mathematics 2026-01-26 Nannan Li , Xing Gao

We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…

Probability · Mathematics 2017-05-05 Ildoo Kim , Kyeong-hun Kim

We study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

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} +…

Probability · Mathematics 2022-05-24 Beom-Seok Han

We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

Analysis of PDEs · Mathematics 2012-08-21 Raphael Kruse , Stig Larsson

We prove that the stochastic Burgers equation on $\mathbf{R}^{d}$, $d<4$, forced by gradient noise that is white in time and smooth in space, admits spacetime-stationary solutions. These solutions are thus the gradients of solutions to the…

Probability · Mathematics 2021-04-28 Alexander Dunlap

In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the…

Numerical Analysis · Mathematics 2020-06-04 Arnulf Jentzen , Diyora Salimova , Timo Welti

Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their…

Probability · Mathematics 2016-05-20 Martin Hairer , Konstantin Matetski

In this paper, we prove the global existence and uniqueness of the solution of the stochastic logarithmic Schr\"odinger (SlogS) equation driven by additive noise or multiplicative noise. The key ingredient lies on the regularized stochastic…

Probability · Mathematics 2021-03-02 Jianbo Cui , Liying Sun

This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…

Analysis of PDEs · Mathematics 2013-04-01 Olivier Pinaud

We present here a version of the existence and uniqueness result of time periodic solutions to the viscous Burgers equation with irregular forcing terms (with Sobolev regularity -1 in space). The key result here is an a priori estimate…

Analysis of PDEs · Mathematics 2014-03-03 Magnus Fontes , Olivier Verdier

In this article, we study the regularity of solutions to inhomogeneous time-fractional evolution equations involving anisotropic non-local operators in mixed-norm Sobolev spaces of variable order, with non-trivial initial conditions. The…

Analysis of PDEs · Mathematics 2025-05-05 Jae-Hwan Choi , Jaehoon Kang , Daehan Park , Jinsol Seo

We deal with a class of semilinear SPDEs driven by space-time white noise that includes the one dimensional stochastic Burgers equation. Such equations can have nonlocal and quadratic nonlinearities. We consider the problem of estimation of…

Statistics Theory · Mathematics 2025-10-31 Josef Janák , Enrico Priola

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol

This paper is concerned with the regularity of solutions to linear and nonlinear evolution equations extending our findings in [22] to domains of polyhedral type. In particular, we study the smoothness in the specific scale…

Analysis of PDEs · Mathematics 2021-05-28 Stephan Dahlke , Cornelia Schneider