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This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…

Dynamical Systems · Mathematics 2013-05-30 Y. Chen , H. Gao , M. J. Garrido-Atienza , B. Schmalfuss

We consider nonlinear perturbations of the hyperbolic equation in the Hilbert space. Necessary and sufficient conditions for the existence of solutions of boundary-value problem for the corresponding equation and iterative procedures for…

Analysis of PDEs · Mathematics 2023-04-20 Pokutnyi Oleksandr

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

Conditions of the existence of solutions of linear and perturbed linear boundary value problems in the Hilbert spaces for the second order evolution equation are obtained.

Dynamical Systems · Mathematics 2018-04-10 O. A. Pokutnyi

Combining fractional calculus and the Rough Path Theory we study the existence and uniqueness of mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral…

Analysis of PDEs · Mathematics 2013-05-06 María J. Garrido-Atienza , Kening Lu , Björn Schmalfuss

Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…

Probability · Mathematics 2024-09-30 István Gyöngy , Nicolai V. Krylov

We prove Schauder type estimates for solutions of stationary and evolution equations driven by weak generators of transition semigroups associated to a semilinear stochastic partial differential equations with values in a separable Hilbert…

Analysis of PDEs · Mathematics 2024-04-02 Davide A. Bignamini , Simone Ferrari

In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An…

Probability · Mathematics 2014-06-13 Kexue Li

The problem of finding roots or solutions of a nonlinear partial differential equation may be formulated as the problem of minimizing a sum of squared residuals. One then defines an evolution equation so that in the asymptotic limit a…

Analysis of PDEs · Mathematics 2011-12-15 Parimah Kazemi , Robert Renka

In this article we are concerned with the study of the existence and uniqueness of pathwise mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral is a…

Analysis of PDEs · Mathematics 2016-08-10 María J. Garrido-Atienza , Kening Lu , Björn Schmalfuss

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

Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…

Probability · Mathematics 2016-12-28 Erfan Salavati , Bijan Z. Zangeneh

We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in…

Probability · Mathematics 2019-11-01 Carlo Marinelli , Luca Scarpa

We investigate mild solutions for stochastic evolution equations driven by a fractional Brownian motion (fBm) with Hurst parameter H in (1/3, 1/2] in infinite-dimensional Banach spaces. Using elements from rough paths theory we introduce an…

Probability · Mathematics 2019-04-08 Robert Hesse , Alexandra Neamtu

In this paper, we study the problem of Poisson stability of solutions for stochastic semi-linear evolution equation driven by fractional Brownian motion \mathrm{d} X(t)= \left( AX(t) + f(t, X(t)) \right) \mathrm{d}t + g\left(t,…

Dynamical Systems · Mathematics 2024-10-22 Xinze Zhang , Li Yong , Xue Yang

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

Probability · Mathematics 2015-01-13 Feng-Yu Wang

In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…

Probability · Mathematics 2020-03-19 Jorge A. de Nascimento , Alberto Ohashi

We consider Hilbert-valued evolution equations driven by H\"{o}lder paths with H\"{o}lder index greater than 1/2, which includes the case of fractional noises with Hurst parameters in (1/2,1). The assumptions of the drift term will not be…

Dynamical Systems · Mathematics 2019-03-06 M. J. Garrido-Atienza , B. Schmalfuss , J. Valero

We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…

Analysis of PDEs · Mathematics 2012-05-29 Carlo Marinelli , Luca Di Persio , Giacomo Ziglio

This paper systematically studies Hilbert boundary value problems for hyper monogenic functions on the hyperplane for the solutions being of any integer orders at the infinity, where the negative order cases are new even when restricted to…

Complex Variables · Mathematics 2022-03-01 Pei Dang , Jinyuan Du , Tao Qian
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