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The aim of the paper is to show the probabilistically strong well-posedness of rough differential equations with distributional drifts driven by the Gaussian rough path lift of fractional Brownian motion with Hurst parameter…

Probability · Mathematics 2024-12-17 Konstantinos Dareiotis , Máté Gerencsér , Khoa Lê , Chengcheng Ling

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Probability · Mathematics 2019-09-25 Neelima , David Šiška

It is studied the Hilbert boundary value problem for the nondegenerate Beltrami equations in domains $D$ of the complex plane $\mathbb C$ with the so--called quasihyperbolic boundary condition. It is proved the existence of solutions of…

Complex Variables · Mathematics 2019-11-22 V. Gutlyanskii , V. Ryazanov , E. Yakubov , A. Yefimushkin

We provide a systematic way to design computable bilinear forms which, on the class of subspaces $W^* \subseteq \mathcal{V}'$ that can be obtained by duality from a given finite dimensional subspace $W$ of an Hilbert space $\mathcal{V}$,…

Numerical Analysis · Mathematics 2022-02-28 Silvia Bertoluzza

In this note we prove an existence and uniqueness result of solution for stochastic differential delay equations with hereditary drift driven by a fractional Brownian motion with Hurst parameter $H > 1/2$. Then, we show that, when the delay…

Probability · Mathematics 2009-04-01 Marco Ferrante Carles Rovira

Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.

Probability · Mathematics 2024-08-27 Francesco C. De Vecchi , Luca M. Giordano , Daniela Morale , Stefania Ugolini

Necessary and sufficient conditions for existence of boundary value problem of Schrodinger equation are obtained in linear and nonlinear cases. Periodic analytical solutions are represented using generalized Green's operator

Mathematical Physics · Physics 2012-09-04 A. A. Boichuk , A. A. Pokutnyi

The article deals with gradient-like iterative methods for solving nonlinear operator equations on Hilbert and Banach spaces. The authors formulate a general principle of studying such methods. This principle allows to formulate simple…

Functional Analysis · Mathematics 2008-09-09 O. N. Evkhuta , P. P. Zabreiko

We consider a family of variational regularization functionals for a generic inverse problem, where the data fidelity and regularization term are given by powers of a Hilbert norm and an absolutely one-homogeneous functional, respectively,…

Optimization and Control · Mathematics 2019-10-30 Leon Bungert , Martin Burger

We investigate several aspects of solutions to stochastic evolution equations in Hilbert spaces driven by a standard symmetric $\alpha$-stable cylindrical noise. Similarly to cylindrical Brownian motion or Gaussian white noise, standard…

Probability · Mathematics 2024-02-05 Gergely Bodó , Ondřej Týbl , Markus Riedle

We define compositions $\varphi(X)$ of H\"older paths $X$ in $\mathbb{R}^n$ and functions of bounded variation $\varphi$ under a relative condition involving the path and the gradient measure of $\varphi$. We show the existence and…

Probability · Mathematics 2023-11-07 Michael Hinz , Jonas M. Tölle , Lauri Viitasaari

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if…

Probability · Mathematics 2015-03-13 Martin Hairer , Jonathan C. Mattingly

In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties of stochastic convolutions are given. The paper provides a sufficient condition…

Probability · Mathematics 2011-11-09 Anna Karczewska , Carlos Lizama

In the present paper we establish the solvability of the Regularity boundary value problem in domains with (flat and Lipschitz) lower dimensional boundaries for operators whose coefficients exhibit small oscillations analogous to the…

Analysis of PDEs · Mathematics 2022-08-02 Zanbing Dai , Joseph Feneuil , Svitlana Mayboroda

We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…

Probability · Mathematics 2022-08-30 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

We present the $L_p$-solvability for stochastic time fractional Burgers' equations driven by multiplicative space-time white noise: $$ \partial_t^\alpha u = a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^i u u_{x^i} +…

Probability · Mathematics 2023-02-07 Beom-Seok Han

We consider the steady Swift - Hohenberg partial differential equation. It is a one-parameter family of PDE on the plane, modeling for example Rayleigh - B\'enard convection. For values of the parameter near its critical value, we look for…

Analysis of PDEs · Mathematics 2015-06-12 Boele Braaksma , Gérard Iooss , Laurent Stolovitch

We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…

Probability · Mathematics 2025-12-23 Konstantinos Dareiotis , El Mehdi Haress , Khoa Lê

We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…

Probability · Mathematics 2020-07-22 Fred Espen Benth , Nils Detering , Paul Kruehner

We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic…

Probability · Mathematics 2010-05-13 Shuai Jing , Jorge León
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