Related papers: On Linear Stochastic Flows
We study generalized solutions of an evolutionary equation related to some densely defined skew-symmetric operator in a real Hilbert space. We establish existence of a contractive semigroup, which provides generalized solutions, and suggest…
Following Le Jan and Watanabe we define a connection associated with a non-degenrrate diffusion operators. This connection is characterized here and shown to be the Levi-Civita connection for gradient systems. This both explains why such…
We prove convergence of the solutions X_n of semilinear stochastic evolution equations dX_n(t) = (A_nX(t) + F_n(t,X_n(t)))dt + G_n(t,X_n(t))dW_H(t), X_n(0) = x_n, on a Banach space B, driven by a cylindrical Brownian motion W_H in a Hilbert…
We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth;…
In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to…
We prove Schauder type estimates for solutions of stationary and evolution equations driven by weak generators of transition semigroups associated to a semilinear stochastic partial differential equations with values in a separable Hilbert…
We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…
This paper addresses the existence of nonnegative mild solutions for stochastic evolution inclusions through a weak topology approach. Precisely, the study focuses on stochastic evolution inclusions characterized by multivalued…
We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…
In this paper we study the convergence of a Lie-Trotter operator splitting for stochastic semi-linear evolution equations in a Hilbert space. The abstract Hilbert space setting allows for the consideration of convergence of the…
Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…
Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…
In most fluid dynamics problems, the governing equations are nonlinear because of the presence of convective terms. Nevertheless, existence of solutions can be shown by direct sum provided one identifies, in the relevant Banach space of…
We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular,…
The aim of this paper is threefold. First we display solutions of the cubic nonlinear Schr{\"o}dinger equation on R in link with initial data a sum of Dirac masses. Secondly we show a Talbot effect for the same equation. Finally we prove…
The issue of so-called maximal regularity is discussed within a Hilbert space framework for a class of evolutionary equations. Viewing evolutionary equations as a sums of two unbounded operators, showing maximal regularity amounts to…
We break the mold in flow-based generative modeling by proposing a new model based on the damped wave equation, also known as telegrapher's equation. Similar to the diffusion equation and Brownian motion, there is a Feynman-Kac type…
Density perturbations and their dynamic evolution from early to late times can be used for an improved understanding of interesting physical phenomena both in cosmology and in the context of heavy-ion collisions. We discuss the spectrum and…
The main objective of this work is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near stationary solutions. Such…
We consider a linear equation $\partial_t u = \mathcal{L}u$, where $\mathcal{L}$ is a generator of a semigroup of linear operators on a certain Hilbert space related to an initial condition $u(0)$ being a generalised stationary random field…