Related papers: On ill-posedness of nonlinear stochastic wave equa…
We investigate synchronization by noise for stochastic differential equations (SDEs) driven by a fractional Brownian motion (fbm) with Hurst index $H\in(0,1)$. Provided that the SDE has a negative top Lyapunov exponent, we show that a weak…
Small noise problems are quite important for all types of stochastic differential equations. In this paper we focus on rough differential equations driven by scaled fractional Brownian rough path with Hurst parameter H between 1/4 and 1/2.…
The three dimensional cubic defocusing nonlinear wave equation is known to be ill-posed for general low regularity initial data. However, well-posedness can be recovered globally in time on a probabilistic level when considering random…
We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…
We consider the time discretization of fractional stochastic wave equation with Gaussian noise, which is negatively correlated. Major obstacles to design and analyze time discretization of stochastic wave equation come from the…
We study multiplicative SDEs perturbed by an additive fractional Brownian motion on another probability space. Provided the Hurst parameter is chosen in a specified regime, we establish existence of probabilistically weak solutions to the…
White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…
Doubly nonlinear stochastic evolution equations are considered. Upon assuming the additive noise to be rough enough, we prove the existence of probabilistically weak solutions of Friedrichs type and study their uniqueness in law. This…
The nonlinear wave and Schrodinger equations on Euclidean space of any dimension, with general power nonlinearity and with both the focusing and defocusing signs, are proved to be ill-posed in the Sobolev space of index s whenever the…
The study is devoted to the interpretation and wellposedness of the stochastic NLS model \begin{equation*} (\imath \partial_t-\Delta)u=|u|^2+\dot{B}, \quad u_0=0,\quad \quad t\in \mathbb{R}, \ x\in \mathbb{T}, \end{equation*} where…
We prove probabilistic well-posedness for a 2D viscous nonlinear wave equation modeling fluid-structure interaction between a 3D incompressible, viscous Stokes flow and nonlinear elastodynamics of a 2D stretched membrane. The focus is on…
In the paper, we address parametric and non-parametric estimation for nonlinear stochastic differential equations with additive Hermite noise with possibly nonlinear scaling. We assume that a single trajectory of the solution is observed…
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ and multiplicative noise component $\sigma$. When…
The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…
In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…
In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…
In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index $H\in…
In this paper, we establish the strong($H^1$) well-posedness of the two dimensional stochastic Navier-Stokes equation with multiplicative noise on moving domains. Due to the nonlocality effect, this equation exhibits a ``piecewise"…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
We study the two-dimensional wave equation with cubic nonlinearity posed on $\mathbb R^2$, with space-time white noise forcing. After a suitable renormalisation of the nonlinearity, we prove global well-posedness for this equation for…