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In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…
The hydrostatic primitive equations (HPE) form the basis of most numerical weather, climate and global ocean circulation models. Analytical (not statistical) methods are used to find a scaling proportional to $(Nu\,Ra\,Re)^{1/4}$ for the…
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…
We study a class of stochastic evolution equations in a Banach space $E$ driven by cylindrical Wiener process. Three different concept of solutions: generalised strong, weak and mild are defined and the conditions under which they are…
Stochastic differential equations for processes with values in Hilbert spaces are now largely used in the quantum theory of open systems. In this work we present a class of such equations and discuss their main properties; moreover, we…
In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…
We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…
We study a sequential estimation problem for an unknown reward in the presence of a random horizon. The reward takes one of two predetermined values which can be inferred from the drift of a Wiener process, which serves as a signal. The…
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…
We consider linear n-th order stochastic differential equations on [0,1], with linear boundary conditions supported by a finite subset of [0,1]. We study some features of the solution to these problems, and especially its conditional…
We derive new boundary conditions and implementation procedures for nonlinear initial boundary value problems (IBVPs) with non-zero boundary data that lead to bounded solutions. The new boundary procedure is applied to nonlinear IBVPs in…
We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear…
Long-time and large-data existence of weak solutions for initial- and boundary-value problems concerning three-dimensional flows of \emph{incompressible} fluids is nowadays available not only for Navier--Stokes fluids but also for various…
We consider two types of the time-dependent Ginzburg-Landau equation in 2D bounded domains: the heat-flow equation and the Schroedinger equation. The system of ordinary differential equations is obtained that describes the evolution of the…
We study an initial-boundary value problem of three-dimensional (3D) compressible isentropic magneto-micropolar fluid equations with Coulomb force and slip boundary conditions in a bounded simply connected domain, whose boundary has a…
In this paper, we deal with analysis of the initial-boundary value problems for the semilinear time-fractional diffusion equations, while the case of the linear equations was considered in the first part of the present work. These equations…
We study a Weiner process that is conditioned to pass through a finite set of points and consider the dynamics generated by iterating a sample path from this process. Using topological techniques we are able to characterize the global…
We consider the equations which describe polytropic one-dimensional flows of viscous compressible multifluids. We prove global existence and uniqueness of a solution to the initial-boundary value problem which corresponds to the flow in a…
We consider the equations of a multi-velocity model of a binary mixture of viscous compressible fluids (two-fluid medium) in the case of one-dimensional barotropic motions. We prove the global (in time) existence and uniqueness of a strong…
We consider a quantization of relativistic wave equations which allows to treat quantum fields together with interacting particles at a finite time. We discuss also a dissipative interaction with the environment. We introduce a stochastic…