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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

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

Probability · Mathematics 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

Stochastic inflation is widely used as a framework to study scalar field perturbations on an inflationary spacetime in a classical manner. In Starobinsky's seminal work and most of the subsequent literature, stochastic inflation is driven…

General Relativity and Quantum Cosmology · Physics 2025-12-22 Zahra Ahmadi , Mahdiyar Noorbala

In this article, we study the stability of solutions to a nonlinear viscoelastic plate problem with frictional damping of a memory on a part of the boundary, and a logarithmic source in a bounded domain $\Omega \subset \mathbb{R}^2.$ In…

Analysis of PDEs · Mathematics 2025-06-19 Bilel Madjour , Amel Boudiaf

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

Numerical Analysis · Mathematics 2017-06-06 Guang-an Zou , Bo Wang

We study the long-time behavior of solutions to a stochastically driven Navier-Stokes system describing the motion of a compressible viscous fluid driven by a temporal multiplicative white noise perturbation. The existence of stationary…

Probability · Mathematics 2017-03-10 Dominic Breit , Eduard Feireisl , Martina Hofmanova , Bohdan Maslowski

We study the nonlinear fractional stochastic heat equation in the spatial domain $\mathbb{R}$ driven by space-time white noise. The initial condition is taken to be a measure on $\mathbb{R}$, such as the Dirac delta function, but this…

Probability · Mathematics 2014-09-16 Le Chen , Robert C. Dalang

We study a time--space nonlocal diffusion equation driven by additive time--space white noise, where the time derivative is the Caputo derivative of order $\alpha\in(0,2)$. The model couples local diffusion with a nonlocal convolution…

Analysis of PDEs · Mathematics 2026-01-22 M. Alwohaibi , D. Alsaleh , M. El-Beltagy , M. Majdoub , E. Mliki

A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary…

Probability · Mathematics 2007-05-23 Yuri Bakhtin

We study a class of semi-linear differential Volterra equations with polynomial-type potentials that incorporates the effects of memory while being subjected to random perturbations via an additive Gaussian noise. We show that for a broad…

Probability · Mathematics 2025-05-26 Nathan E. Glatt-Holtz , Vincent R. Martinez , Hung D. Nguyen

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

In this paper, we study the stochastic heat equation driven by a multiplicative space-time $G$-white noise within the framework of sublinear expectations. The existence and uniqueness of the mild solution are proved. By generalizing the…

Probability · Mathematics 2026-03-13 Xiaojun Ji , Shige Peng

We analytically derive the correlation functions of the stochastic response of period-p orbits in a generic one-dimensional map system under the influence of weak external, additive white noise. Two approaches, a recurrence scheme and a…

We study interface fluctuations for the $1$D stochastic Allen-Cahn equation perturbed by half a spatial derivative of the spacetime white noise. This half derivative makes the solution distribution-valued, so that proper renormalization is…

Probability · Mathematics 2025-08-22 Weijun Xu , Shuhan Zhou

In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…

Probability · Mathematics 2022-10-07 Giacomo Lucertini , Stefano Pagliarani , Andrea Pascucci

In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…

Probability · Mathematics 2026-03-11 Rachid Belfadli , Youssef Ouknine , Ercan Sönmez

We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise $\dot{F}$: $$ \partial_t u = a^{ij}u_{x^ix^j} + b^i u_{x^i} + cu - \bar{b} u^{1+\beta} + \xi…

Probability · Mathematics 2023-04-25 Beom-Seok Han , Jaeyun Yi

We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this end, we extend the notion of non-linear Young equations to a…

Probability · Mathematics 2023-01-13 Florian Bechtold , Fabian A. Harang , Nimit Rana

In this paper, we use local fraction derivative to show the H\"older continuity of the solution to the following nonlinear time-fractional slow and fast diffusion equation:…

Probability · Mathematics 2021-05-04 Le Chen , Guannan Hu