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We study the three-dimensional incompressible Euler equations subject to stochastic forcing. We develop a concept of dissipative martingale solutions, where the nonlinear terms are described by generalised Young measures. We construct these…

Analysis of PDEs · Mathematics 2021-07-28 Dominic Breit , Thamsanqa Castern Moyo

In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…

Probability · Mathematics 2025-03-06 Maximilian Buthenhoff , Ercan Sönmez

In this paper we study dynamic backward problems, with the computation of conditional expectations as a main objective, in a framework where the (forward) state process satisfies a Volterra type SDE, with fractional Brownian motion as a…

Probability · Mathematics 2018-10-09 Frederi Viens , Jianfeng Zhang

This work is devoted to the study of non-Newtonian fluids of grade three on two-dimensional and three-dimensional bounded domains, driven by a nonlinear multiplicative Wiener noise. More precisely, we establish the existence and uniqueness…

Probability · Mathematics 2024-02-27 Yassine Tahraoui , Fernanda Cipriano

In this paper we consider the equations of the unsteady viscous, incompressible, and heat conducting magnetohydrodynamic flows in a bounded three-dimensional domain with Lipschitz boundary. By an approximation scheme and a weak convergence…

Dynamical Systems · Mathematics 2014-04-22 Weiping Yan

In this article, the Cauchy problem of three-dimensional (3-D) incompressible magnetohydrodynamic system was investigated. If the initial $\mathcal{M}^{1,1}$ norms of the vorticity $\omega$ and the current density $j$ are both sufficiently…

Analysis of PDEs · Mathematics 2020-03-25 Feng Liu , Shuai Xi , Shengguo Zhu

The global existence of weak solutions to the three space dimensional Prandtl equations is studied under some constraint on its structure. This is a continuation of our recent study on the local existence of classical solutions with the…

Analysis of PDEs · Mathematics 2015-09-15 Cheng-Jie Liu , Ya-Guang Wang , Tong Yang

The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…

Probability · Mathematics 2023-02-13 Soham Gokhale , Utpal Manna

We establish finite time extinction with probability one for weak solutions of the Cauchy-Dirichlet problem for the 1D stochastic porous medium equation with Stratonovich transport noise and compactly supported smooth initial datum.…

Probability · Mathematics 2020-01-30 Sebastian Hensel

The existence of global nonnegative martingale solutions to a stochastic cross-diffusion system for an arbitrary but finite number of interacting population species is shown. The random influence of the environment is modeled by a…

Probability · Mathematics 2020-03-20 Gaurav Dhariwal , Ansgar Jüngel , Nicola Zamponi

The dual representation of the martingale optimal transport problem in the Skorokhod space of multi dimensional cadlag processes is proved. The dual is a minimization problem with constraints involving stochastic integrals and is similar to…

Pricing of Securities · Quantitative Finance 2015-02-09 Y. Dolinsky , H. M. Soner

We study the lagrangian structure for weak solutions of two dimensional Navier-Stokes equations for a non-barotropic compressible fluid, i.e. we show the uniqueness of particle trajectories for two dimensional compressible fluids including…

Analysis of PDEs · Mathematics 2018-10-29 Pedro Maluendas , Marcelo M. Santos

We establish the existence and uniqueness of solutions to stochastic 2D Navier-Stokes equations in a time-dependent domain driven by Brownian motion. A martingale solution is constructed through domain transformation and appropriate…

Probability · Mathematics 2021-05-31 Wei Wang , Jianliang Zhai , Tusheng Zhang

We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…

Probability · Mathematics 2025-06-30 Bruno Rémillard , Jean Vaillancourt

We study the one-dimensional isentropic compressible Euler equations with linear (frictional) damping, subject to multiplicative, white-in-time stochastic forcing. The system is posed on a bounded interval with $L^\infty$ initial data and…

Analysis of PDEs · Mathematics 2026-03-19 Rongyi Dai , Jeffrey Kuan , Krutika Tawri , Sunčica Čanić , Konstantina Trivisa

We introduce a concept of dissipative measure valued martingale solutions for stochastic compressible Navier-Stokes equations. These solutions are weak from a probabilistic perspective, since they include both the driving Wiener process and…

Probability · Mathematics 2025-08-07 Utsab Sarkar

We consider the three-dimensional incompressible magnetohydrodynamics (MHD) equations in a bounded domain with small volume and free moving surface boundary. We establish a priori estimate for solutions with minimal regularity assumptions…

Analysis of PDEs · Mathematics 2022-07-05 Chenyun Luo , Junyan Zhang

The global existence of strong solutions to the compressible viscous magnetohydrodynamic (MHD) equations in $\mathbb{R}^3$ remains a significant open problem. When there is no magnetic diffusion, even small data global well-posedness is…

Analysis of PDEs · Mathematics 2025-05-08 Jiahong Wu , Xiaoping Zhai

This paper studies some analytical properties of weak solutions of 3D stochastic primitive equations with periodic boundary conditions. The martingale problem associated to this model is shown to have a family of solutions satisfying the…

Probability · Mathematics 2017-03-07 Zhao Dong , Rangrang Zhang

We establish the existence and compactness of global martingale entropy solutions with finite relative-energy for the stochastically forced system of isentropic Euler equations governed by a general pressure law. To achieve these, a…

Analysis of PDEs · Mathematics 2025-12-30 Gui-Qiang G. Chen , Feimin Huang , Danli Wang
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