Related papers: Reflection of Stochastic Evolution Equations in In…
In this paper, we investigate the deterministic multidimensional Skorokhod problem with normal reflection in a family of time-dependent convex domains that are c\`adl\`ag with respect to the Hausdorff metric. We then show the existence and…
In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell…
We construct solutions to the randomly-forced Navier--Stokes--Poisson system in periodic three-dimensional domains or in the whole three-dimensional Euclidean space. These solutions are weak in the sense of PDEs and also weak in the sense…
For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…
In this paper we first study the penalization approximation of stochastic differential equations reflected in a domain which satisfies conditions (A) and (B) and prove that the sequence of solutions of the penalizing equations converges in…
In this paper we first prove the existence and uniqueness of the solution to the stochastic Navier--Stokes equations on the rotating 2-dimensional sphere. Then we show the existence of an asymptotically compact random dynamical system…
In this paper, we establish the existence of the solutions $ (X, L)$ of reflected stochastic differential equations with possible anticipating initial random variables. The key is to obtain some substitution formula for Stratonovich…
In this paper the problem of strong solvability of the incompressible Navier-Stokes equations (INSE) is revisited, with the goal of determining the minimal assumptions for the validity of a local existence and uniqueness theorem for the…
We prove that distribution dependent (also called McKean--Vlasov) stochastic delay equations of the form \begin{equation*} \mathrm{d}X(t)= b(t,X_t,\mathcal{L}_{X_t})\mathrm{d}t+ \sigma(t,X_t,\mathcal{L}_{X_t})\mathrm{d}W(t) \end{equation*}…
Differential equations are derived for a continuous limit of iterated Schwarzian reflection of analytic curves, and solutions are interpreted as geodesics in an infinite-dimensional symmetric space geometry.
In this paper we provide sufficient conditions for stochastic invariance of closed convex cones for stochastic partial differential equations (SPDEs) of jump-diffusion type, and clarify when these conditions are necessary. Our results apply…
In this paper, we study a multi-dimensional backward stochastic differential equation (BSDE) with oblique reflection, which is a BSDE reflected on the boundary of a special unbounded convex domain along an oblique direction, and which…
Some stochastic evolutions of conformal maps can be described by SLE and may be linked to conformal field theory via stochastic differential equations and singular vectors in highest-weight modules of the Virasoro algebra. Here we discuss…
In this paper, we first establish the global existence and stability of solutions to 3-D classical Navier-Stokes equations $(NS)$ in an infinite cylindrical domain with large Fourier mode initial data. Then we extend similar result for 3-D…
In this paper, we develop numerical methods for solving Stochastic Differential Equations (SDEs) with solutions that evolve within a hypercube $D$ in $\mathbb{R}^d$. Our approach is based on a convex combination of two numerical flows, both…
In the recent years there has been an increased interest in studying regularity properties of the derivatives of stochastic evolution equations (SEEs) with respect to their initial values. In particular, in the scientific literature it has…
We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…
The resolution of a very large class of linear and non-linear, stationary and evolutive partial differential problems in the half-space (or similar) under the slip boundary condition is reduced here to that of the corresponding results for…
We present simple assumptions on the constraints defining a hard core dynamics for the associated reflected stochastic differential equation to have a unique strong solution. Time-reversibility is proven for gradient systems with normal…
We consider infinite-dimensional parabolic rough evolution equations. Using regularizing properties of analytic semigroups we prove global-in-time existence of solutions and investigate random dynamical systems for such equations.