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We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…

Probability · Mathematics 2017-01-03 Shijie Shang , Jianliang Zhai , Tusheng Zhang

This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…

Probability · Mathematics 2024-06-10 Alexandra Blessing , Tommaso Rosati

In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is…

Probability · Mathematics 2024-09-20 Raluca M. Balan , Juan J. Jiménez

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…

Probability · Mathematics 2021-05-11 Xuhui Peng , Juan Yang , Jianliang Zhai

This paper studies the stability properties of stochastic differential equations subject to persistent noise (including the case of additive noise), which is noise that is present even at the equilibria of the underlying differential…

Dynamical Systems · Mathematics 2015-01-22 D. Mateos-Núñez , J. Cortés

This paper discerns the invariant manifold of a class of ill-posed stochastic evolution equations driven by a nonlinear multiplicative noise. To be more precise, we establish the existence of mean-square random unstable invariant manifold…

Dynamical Systems · Mathematics 2021-11-02 Zonghao Li , Caibin Zeng , Jianhua Huang

In this paper we consider the global stability of solutions of an affine stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…

Dynamical Systems · Mathematics 2021-06-30 Shenglan Yuan , Dirk Blömker

We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as…

Analysis of PDEs · Mathematics 2016-02-03 Benjamin Gess , Jonas M. Tölle

A better understanding of the instability margin will eventually optimize the operational range for safety-critical industries. In this paper, we investigate the almost-sure exponential asymptotic stability of the trivial solution of a…

Dynamical Systems · Mathematics 2023-10-31 Yiming Meng , N. Sri. Namachchivaya , Nicolas Perkowski

We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…

Probability · Mathematics 2025-01-17 Wei Sun , Ethan Wong

This paper first establishes a fundamental mean-square convergence theorem for general one-step numerical approximations of L\'{e}vy noise driven stochastic differential equations with non-globally Lipschitz coefficients. Then two novel…

Numerical Analysis · Mathematics 2019-07-24 Ziheng Chen , Siqing Gan , Xiaojie Wang

In this paper, we consider stochastic two-phase Stefan problem driven by general jump L\'evy noise. We first obtain the existence and uniqueness of the strong solution and then establish the ergodicity of the stochastic Stefan problem.…

Probability · Mathematics 2024-08-05 Xiaotian Ge , Shijie Shang , Jianliang Zhai , Tusheng Zhang

It is proved the existence and uniqueness of the global positive solution to the system of stochastic differential equations describing a non-autonomous stochastic predator-prey model with a modified version of Leslie-Gower and Holling-type…

Probability · Mathematics 2021-02-15 Olga Borysenko , Oleksandr Borysenko

In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…

Probability · Mathematics 2026-04-29 Raluca M. Balan , Jinxin Wang

The aim of this paper is to prove the existence and smoothness of stable and unstable invariant manifolds for a stochastic delayed partial differential equation of parabolic type. The stochastic delayed partial differential equation is…

Dynamical Systems · Mathematics 2023-06-13 Wenjie Hu , Quanxin Zhu , Tomás Caraballo

This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near…

Probability · Mathematics 2008-09-19 Salah-Eldin A. Mohammed , Tusheng Zhang , Huaizhong Zhao

We investigate a class of stochastic integro differential equations driven by Levy noise.

Probability · Mathematics 2019-11-19 Mamadou Moustapha Mbaye , Solym Mawaki Manou-Abi

In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…

Probability · Mathematics 2021-04-21 Lidan Wang , Guoli Zhou

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

Probability · Mathematics 2007-07-19 Benjamin Jourdain , Sylvie Méléard , Wojbor Woyczynski