Related papers: Stability and moment estimates for the stochastic …
We investigate stability of invariant measures of diffusion processes with respect to $L^p$ distances on the coefficients, under an assumption of log-concavity. The method is a variant of a technique introduced by Crippa and De Lellis to…
This paper is concerned with stochastic systems whose state is a diffusion process governed by an Ito stochastic differential equation (SDE). In the framework of a nominal white-noise model, the SDE is driven by a standard Wiener process.…
This paper establishes a comprehensive well-posedness and regularity theory for time-fractional stochastic partial differential equations on $\mathbb{R}^d$ driven by mixed Wiener--L\'evy noises. The equations feature a Caputo time…
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…
We study quasilinear parabolic stochastic partial differential equations with general multiplicative noise on a bounded domain in $\mathbb{R}^{d}$, with homogeneous Dirichlet boundary condition. We establish the existence and uniqueness of…
We prove existence and uniqueness of mild and generalized solutions for a class of stochastic semilinear evolution equations driven by additive Wiener and Poisson noise. The non-linear drift term is supposed to be the evaluation operator…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial…
This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the continuum equation admits a unique invariant measure in the…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity…
We study the stability of the Kolmogorov flows which are stationary solutions to the two-dimensional Navier-Stokes equations in the presence of the shear external force. We establish the linear stability estimate when the viscosity…
We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by L\'evy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of…
In this paper, we establish the asymptotic stability of the steady-state for a 1-D stochastic Euler-Poisson equations with Ohmic contact boundary conditions forced by the Wiener process. We utilize Banach's fixed point theorem and the a…
We are interested in the long-time behaviour of the kinetic Vicsek equation, rigorously derived as the mean-field limit~\cite{bolley2012meanfield} of a coupled system of~$N$ stochastic differential equations describing particles moving at…
We discrete the ergodic semilinear stochastic partial differential equations in space dimension $d \leq 3$ with additive noise, spatially by a spectral Galerkin method and temporally by an exponential Euler scheme. It is shown that both the…
The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…
We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…
We consider a stochastic partial differential equation with a logarithmic nonlinearity with singularities at $1$ and $-1$ and a constraint of conservation of the space average. The equation, driven by a trace-class space-time noise,…
We use the inverse scattering transform and a diffusion approximation limit theorem to study the stability of soliton components of the solution of the nonlinear Schr\"{o}dinger and Korteweg-de Vries equations under random perturbations of…