Related papers: On Linear Stochastic Flows

We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…

We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…

In the article, some bilinear evolution equations in Hilbert space driven by paths of low regularity are considered and solved explicitly. The driving paths are scalar-valued and continuous, and they are assumed to have a finite $p$-th…

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…

We consider a curve with boundary points free to move on a line in $\mathbb R^2$, which evolves by the $L^2$--gradient flow of the elastic energy, that is a linear combination of the Willmore and the length functional. For such planar…

Stationary quantum stochastic process j is introduced as a *-homomorphism embedding an involutive graded algebra $\tilde K=\oplus_{i=1}^{\infty}K_i$ into a ring of (abelian) cohomologies of the one-parameter group $\alpha$ consisting of…

We consider the manifold-valued, stochastic extension of the Schr\"odinger equation introduced by Hughston (Proc.Roy.Soc.Lond. A452 (1996) 953) in a manifestly covariant, differential-geometric framework, and examine the resulting quantum…

In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution…

We introduce a class of partial differential equations on metric graphs associated with mixed evolution: on some edges we consider diffusion processes, on other ones transport phenomena. This yields a system of equations with possibly…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

We study coupled non-linear parabolic equations for a fluid described by a material density and a temperature, both functions of space and time. In one dimension, we find some stationary solutions corresponding to fixing the temperature on…

In this note we define and study the stochastic process $X$ in link with a parabolic transmission operator $(A,D(A))$ in divergence form. The transmission operator involves a diffraction condition along a transmission boundary. To that aim…

We study the question of existence of positive steady states of nonlinear evolution equations. We recast the steady state equation in the form of eigenvalue problems for a parametrised family of unbounded linear operators, which are…

Let $X$ be a compact K\"ahler manifold, $E\to X$ a Hermitian vector bundle and $L\to X$ an ample line bundle. We construct a non-linear heat flow corresponding to the almost Hermitian-Einstein equation introduced by N.C. Leung, and prove…

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

We study a stochastic linear evolution equation $dX+A(t)Xdt=F(t)dt+ G(t)dw_t$ in a Banach space of M-type 2. We construct unique strict solutions to the equation on the basis of the theory of deterministic linear evolution equations. The…

Let $S$ be the submarkovian semigroup on $L_2({\bf R}^d)$ generated by a self-adjoint, second-order, divergence-form, elliptic operator $H$ with $W^{1,\infty}$ coefficients $c_{kl}$. Further let $\Omega$ be an open subset of ${\bf R}^d$.…

Suppose -A admits a bounded H-infinity calculus of angle less than pi/2 on a Banach space E with Pisier's property (alpha), let B be a bounded linear operator from a Hilbert space H into the extrapolation space E_{-1} of E with respect to…

By analogue of [1,2] we define a cubic stochastic process and study evolution (dynamics) of a system $E$ which contains at least three elements.

We study the stochastic Willmore flow and the stochastic surface diffusion flow for closed or non-closed curves on $\mathbb{R}^2$ in this paper. We equivalently formulate them as a stochastic one-phase Stefan problem (or a stochastic free…