Related papers: Weak solutions to gamma-driven stochastic differen…
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…
This paper gives necessary and sufficient conditions for the convergence of the solution of a weakly damped second order linear differential equation that is subjected to outside forcing, for which solutions of the unforced equation are…
In this paper, we consider the heat-conducting compressible self-gravitating fluids in time-dependent domains, which typically describe the motion of viscous gaseous stars. The flow is governed by the 3-D Navier-Stokes-Fourier-Poisson…
A class of stochastic delay equations in Banach space $E$ driven by cylindrical Wiener process is studied. We investigate two concepts of solutions: weak and generalised strong, and give conditions under which they are equivalent. We…
In this paper, we consider the stochastic %equations of incompressible non-Newtonian fluids driven by a cylindrical Wiener process $W$ with shear rate dependent on viscosity in a bounded Lipschitz domain $D\in \mathbb{R}^n$ during the time…
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…
In this paper we mainly investigate the Cauchy problem of a generalized Camassa-Holm equation. First by this relationship between the Degasperis-Procesi equation and the generalized Camassa-Holm equation, we then obtain two global…
We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
Stochastic dynamics govern many important processes in cellular biology, and an underlying theoretical approach describing these dynamics is desirable to address a wealth of questions in biology and medicine. Mathematical tools exist for…
In the paper, we establish an inequality involving the gamma and digamma functions and use it to prove the negativity and monotonicity of a function involving the gamma and digamma functions.
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…
We reduce the construction of a weak solution of the Cauchy problem for the Navier-Stokes system to the construction of a solution to a stochastic problem. Namely, we construct diffusion processes which allow us to obtain a probabilistic…
In this paper we explain how the notion of ''weak Dirichlet process'' is the suitable generalization of the one of semimartingale with jumps. For such a process we provide a unique decomposition which is new also for semimartingales: in…
We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive L\'evy noise. We first derive a representation formula for the error which we then…
We consider the transport equation driven by the fractional Brownian motion. We study the existence and the uniqueness of the weak solution and, by using the tools of the Malliavin calculus, we prove the existence of the density of the…
In this paper, we introduce the g-B\'enard equations with time-fractional derivative of order $\alpha \in (0, 1)$ in domains of $\mathbb R^2$. This equations model, the memory-dependent heat conduction of liquids in fractal media considered…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
We study a class of stochastic differential equations driven by a possibly tempered L{\'e}vy process, under mild conditions on the coefficients. We prove the well-posedness of the associated martingale problem as well as the existence of…
The transport coefficients of a dilute classical gas in the presence of a drag force proportional to the velocity of the particle are determined from the Boltzmann equation. The viscous drag force could model the friction of solid particles…