Related papers: A mild Girsanov formula
This paper addresses the existence of nonnegative mild solutions for stochastic evolution inclusions through a weak topology approach. Precisely, the study focuses on stochastic evolution inclusions characterized by multivalued…
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,…
Gaussian processes and random fields have a long history, covering multiple approaches to representing spatial and spatio-temporal dependence structures, such as covariance functions, spectral representations, reproducing kernel Hilbert…
Weighted discrete Hilbert transforms $(a_n)_n \mapsto \sum_n a_n v_n/(z-\gamma_n)$ from $\ell^2_v$ to a weighted $L^2$ space are studied, with $\Gamma=(\gamma_n)$ a sequence of distinct points in the complex plane and $v=(v_n)$ a…
The so-called equation of motion method is useful to obtain the explicit form of the eigenvectors and eigenvalues of certain non self-adjoint bosonic Hamiltonians with real eigenvalues. These operators can be diagonalized when they are…
We introduce a deformation of the affine Hecke algebra of type GL which describes the commutation relations of the divided difference operators found by Lascoux and Schutzenberger and the multiplication operators. Making use of its…
In this paper we study the approximation of the distribution of $X_t$ Hilbert--valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as $$ dX_t+AX_t dt = Q^{1/2} d W_t,…
Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…
In this article we are concerned with the study of the existence and uniqueness of pathwise mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral is a…
We are interested in the uniqueness of solutions of a nonlinear, pseudomonotone, stochastic diffusion evolution problem with homogeneous Dirichlet boundary conditions with reflection, where the noise term is additive and given by a…
We show how to adapt the ideas of local energy and momentum conservation in order to derive modifications to the Gross-Pitaevskii equation which can be used phenomenologically to describe irreversible effects in a Bose-Einstein condensate.…
We associate backward and forward Kolmogorov equations to a class of fully nonlinear Stochastic Volterra Equations (SVEs) with convolution kernels $K$ that are singular at the origin. Working on a carefully chosen Hilbert space…
In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…
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…
This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…
We investigate the dynamics of roll solutions at the zigzag boundary of the planar Swift-Hohenberg equation. Linear analysis shows an algebraic decay of small perturbation with a $t^{- 1/4}$ rate, instead of the classical $t^{- 1/2}$…
A general way of representing Stochastic Differential Equations (SDEs) on smooth manifold is based on Schwartz morphism. In this manuscript we are interested in SDEs on a smooth manifold $M$ that are driven by p-dimensional Wiener process…
We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…
This article is dedicated to the study of an SPDE of the form $$Lu(t,x)=\sigma(u(t,x))\dot{Z}(t,x) \quad t>0, x \in \cO$$ with zero initial conditions and Dirichlet boundary conditions, where $\sigma$ is a Lipschitz function, $L$ is a…