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Let $A_\pm>0$, $\beta\in(0,1)$, and let $Z^{(\alpha)}$ be a strictly $\alpha$-stable L\'evy process with the jump measure $\nu(\mathrm{d} z)=(C_+\mathbb{I}_{(0,\infty)}(z)+ C_-\mathbb{I}_{(-\infty,0)}(z))|z|^{-1-\alpha}\,\mathrm{d} z$,…

Probability · Mathematics 2020-04-14 Ilya Pavlyukevich , Andrey Pilipenko

Let u = {u(t, x), t $\in$ [0, T ], x $\in$ R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect…

Probability · Mathematics 2015-01-28 Ciprian A. Tudor , Yimin Xiao

In this work, we investigate the well-posedness of a stochastic heat equation with an arbitrary (but polynomial) nonlinearity in any dimension $d\geq 1$ perturbed by a multiplicative white noise in the Stratonovich form, subject to an…

Probability · Mathematics 2026-04-30 Ashish Bawalia , Zdzisław Brzeźniak , Manil T. Mohan

In this article, we first employ the concentration compactness techniques to prove existence and stability results of standing waves for nonlinear fractional Schr\"{o}dinger-Choquard equation \[ i\partial_t\Psi + (-\Delta)^{\alpha}\Psi = a…

Analysis of PDEs · Mathematics 2017-06-13 Santosh Bhattarai

Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment described by a Gaussian noise $W^g=\{W^g(t,x), t\geq 0, x\in \mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g(x,y)$. We show that when $d=1$,…

Probability · Mathematics 2024-03-11 Jieliang Hong , Jie Xiong

We establish explicit integral tests for spatial asymptotic behaviors of fractional stochastic heat equations driven by additive L\'evy white noise. Our results indicate that fractional stochastic heat equations enjoy the so-called additive…

Probability · Mathematics 2024-05-21 Yuichi Shiozawa , Jian Wang

We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…

Numerical Analysis · Mathematics 2022-01-05 Erika Hausenblas , Mihály Kovács

Let $u = \{u(t, x); (t,x)\in \mathbb R_+\times \mathbb R\}$ be the solution to a linear stochastic heat equation driven by a Gaussian noise, which is a Brownian motion in time and a fractional Brownian motion in space with Hurst parameter…

Probability · Mathematics 2019-12-10 Ran Wang , Shiling Zhang

We consider a two-dimensional stochastic heat equation with noise correlated at scale $\rho \ll 1$ and of strength $|\log\rho|^{-1/2}\sigma(v)$ depending nonlinearly on the solution $v$. Under certain conditions, the first author and Gu…

Probability · Mathematics 2026-02-09 Alexander Dunlap , Cole Graham

Let $Z$ be the stationary solution of the additive stochastic heat equation $\partial_t Z = (\Delta - 1) Z + \xi$ on the two-dimensional torus, where $\xi$ is the space-time white noise. The aim of this paper is to determine the support of…

Probability · Mathematics 2020-02-03 Toyomu Matsuda

Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf…

Probability · Mathematics 2016-08-14 Zdzisław Brzeźniak , Martin Ondreját

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…

Probability · Mathematics 2026-05-29 Michael Salins , Yuyang Zhang

The aim of this paper is to study the $d$-dimensional stochastic heat equation with a multiplicative Gaussian noise which is white in space and it has the covariance of a fractional Brownian motion with Hurst parameter $% H\in (0,1)$ in…

Probability · Mathematics 2007-05-23 Yaozhong Hu , David Nualart

We consider the quasi-linear stochastic wave and heat equations in $\mathbb{R}^d$ with $d\in \{1,2,3\}$ and $d\geq 1$, respectively, and perturbed by an additive Gaussian noise which is white in time and has a homogeneous spatial…

Probability · Mathematics 2025-06-09 Maria Jolis , Salvador Ortiz-Latorre , Lluís Quer-Sardanyons

We consider the one-dimensional KPP-equation driven by space-time white noise and extend the construction of travelling wave solutions arising from Heavyside initial data from [Tribe, 1996, MR1396765] to non-negative continuous functions…

Probability · Mathematics 2015-08-05 Sandra Kliem

This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…

Probability · Mathematics 2024-11-08 Javed Hussain , Abdul Fatah , Saeed Ahmed

This paper considers the initial boundary problem to the planar compressible magnetohydrodynamic equations with large initial data and vacuum. The global existence and uniqueness of large strong solutions are established when the heat…

Analysis of PDEs · Mathematics 2017-04-06 Jishan Fan , Shuxiang Huang , Fucai Li

In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…

Probability · Mathematics 2026-04-29 Raluca M. Balan , Jinxin Wang

Regularity and uniqueness of weak solution of the compressible isentropic Navier-Stokes equations is proven for small time in dimension $N=2,3$ under periodic boundary conditions. In this paper, the initial density is not required to have a…

Analysis of PDEs · Mathematics 2010-01-12 Boris Haspot

In this paper, we consider a quasi-linear stochastic heat equation on $[0,1]$, with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace the random perturbation by a family of noisy inputs…

Probability · Mathematics 2009-07-16 Xavier Bardina , Maria Jolis , Lluis Quer-Sardanyons
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