Related papers: Stochastic parabolic equations with singular poten…
In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…
A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…
A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of…
Boundary value problems for non-linear parabolic equations with singular potentials are considered. Existence and non-existence results as an application of different Hardy inequalities are proved. Blow-up conditions are investigated too.
We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…
We consider a class of parabolic equations with critical electromagnetic potentials, for which we obtain a classification of local asymptotics, unique continuation results, and an integral representation formula for solutions.
In this paper, we establish the existence of probabilistically strong, measure-valued solutions for the stochastic incompressible Navier--Stokes equations and prove their convergence, in the vanishing viscosity limit, to probabilistically…
An interesting observation is that most pairs of weakly homogeneous mappings have no strongly monotonic property, which is one of the key conditions to ensure the unique solvability of the generalized variational inequality. This paper…
In this article we present a $W^n_2$-theory of stochastic parabolic partial differential systems. In particular, we focus on non-divergent type. The space domains we consider are $\bR^d$, $\bR^d_+$ and eventually general bounded…
In this paper, a systematic approach of constructing modified equations for weak stochastic symplectic methods of stochastic Hamiltonian systems is given via using the generating functions of the stochastic symplectic methods. This approach…
In this paper, we continue the study of some controllability issues for the forward stochastic parabolic equation with dynamic boundary conditions. The main novelty in the present paper consists of considering only one control without extra…
We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so It\^o calculus cannot be…
First, a new sufficient condition for uniqueness of weak solutions is proved for the system of 2D viscous Primitive Equations. Second, global existence and uniqueness are established for several classes of weak solutions with partial…
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…
We consider notions of weak solutions to a general class of parabolic problems of linear growth, formulated independently of time regularity. Equivalence with variational solutions is established using a stability result for weak solutions.…
Based on the weak existence and weak uniqueness, we study the pathwise uniqueness of the solutions for a class of one-dimensional stochastic differential equations driven by pure jump processes. By using Tanaka's formula and the local time…
We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide a stochastic representation of the solution and show that it…
A stochastic version of the porous medium equation with coloured noise is studied. The corresponding Kolmogorov equation is solved in the space $L^2(H,\nu)$ where $\nu$ is an infinitesimally excessive measure. Then a weak solution is…
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…
In this paper we develop a white noise framework for the study of stochastic partial differential equations driven by a d-parameter (pure jump) Levy white noise. As an example we use this theory to solve the stochastic Poisson equation with…