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In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T],…

Probability · Mathematics 2009-09-14 Mark Veraar

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

Probability · Mathematics 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh

In this paper, we investigate a semilinear stochastic parabolic equation with a linear rough term $du_{t}=\left[L_{t}u_{t}+f\left(t, u_{t}\right)\right]dt+\left(G_{t}u_{t}+g_{t}\right)d\mathbf{X}_{t}+h\left(t, u_{t}\right)dW_{t}$, where…

Probability · Mathematics 2024-01-31 Jiahao Liang , Shanjian Tang

In this work we revisit the existence, uniqueness and exponential decay of some classes of mild solutions which are almost periodic (AP-), asymptotically almost periodic (AAP-) and pseudo almost periodic (PAP-) of the scalar Lin\'eard…

Analysis of PDEs · Mathematics 2024-09-05 Pham Truong Xuan , Nguyen Thi Van , Nguyen Thi Loan , Tran Minh Nguyet

In this work, we will show the existence, uniqueness, and weak differentiability of the solution to semi-linear mean-field stochastic differential equations driven by fractional Brownian motion. We prove an extension of the…

Probability · Mathematics 2022-09-14 M. Tahmasebi

In this paper, we first introduce the concept and properties of {\omega}- periodic limit process. Then we apply specific criteria obtained to investigate asymptotically {\omega}-periodic mild solutions of a Stochastic Differential Equation…

Probability · Mathematics 2018-12-11 Solym M. Manou-Abi , William Dimbour

In this article we introduce a class of discontinuous almost automorphic functions which appears naturally in the study of almost automorphic solutions of differential equations with piecewise constant argument. Their fundamental properties…

Classical Analysis and ODEs · Mathematics 2013-06-06 A. Chavez , S. Castillo , M. Pinto

We prove that evolution families on complex complete hyperbolic manifolds are in one to one correspondence with certain semicomplete non-autonomous holomorphic vector fields, providing the solution to a very general Loewner type…

Complex Variables · Mathematics 2008-07-11 Filippo Bracci , Manuel D. Contreras , S. Diaz-Madrigal

We prove a maximum principle for mild solutions to stochastic evolution equations with (locally) Lipschitz coefficients and Wiener noise on weighted $L^2$ spaces. As an application, we provide sufficient conditions for the positivity of…

Analysis of PDEs · Mathematics 2020-01-01 Carlo Marinelli

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

Probability · Mathematics 2021-09-29 Adnan Aboulalaa

We provide an existence and uniqueness result for mild solutions to rough partial differential equations in the framework of the semigroup approach. Applications to stochastic partial differential equations driven by infinite dimensional…

Probability · Mathematics 2025-11-24 Stefan Tappe

We prove existence and uniqueness of mild and generalized solutions for a class of stochastic semilinear evolution equations driven by additive Wiener and Poisson noise. The non-linear drift term is supposed to be the evaluation operator…

Analysis of PDEs · Mathematics 2011-10-19 Carlo Marinelli

In this work, we will show the existence and uniqueness of the solution to the semi linear stochastic differential equations driven by weighted fractional Brownian motion with delay. We also prove smoothness of the density of the solution…

Probability · Mathematics 2020-12-01 Mahdieh Tahmasebi

In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…

Probability · Mathematics 2020-03-19 Jorge A. de Nascimento , Alberto Ohashi

We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that…

Probability · Mathematics 2025-01-29 Lucio Galeati , Máté Gerencsér

We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…

Probability · Mathematics 2023-10-17 Alexandra Neamtu , Tim Seitz

For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset \mathbb {R}^d$ and driven by an $L^2(D)$-valued fractional Brownian motion with the Hurst index $H>1/2$, a new…

Probability · Mathematics 2020-01-17 Kostiantyn Ralchenko , Georgiy Shevchenko

We consider boundary value problems for quasilinear first-order one-dimensional hyperbolic systems in a strip. The boundary conditions are supposed to be of a smoothing type, in the sense that the $L^2$-generalized solutions to the…

Analysis of PDEs · Mathematics 2025-12-10 I. Kmit , L. Recke , V. Tkachenko

A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understood in the Skorokhod sense. Existence and uniqueness of weak…

Probability · Mathematics 2017-04-13 Bohdan Maslowski , Jana Šnupárková

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…

Analysis of PDEs · Mathematics 2015-12-15 Carlo Marinelli