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We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions. Even in the absence of jumps, it is known that in…
We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…
Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional…
We survey the theory of attractors of nonlinear Hamiltonian partial differential equations since its appearance in 1990. These are results on global attraction to stationary states, to solitons and to stationary orbits, on adiabatic…
Differential equations perturbed by multiplicative fractional Brownian motions are considered. Depending on the value of the Hurst parameter $H$, the resulting equation is pathwise viewed as an ODE, YDE, or RDE. In all three regimes we show…
The computation of time dynamics arising in nonlinear time-dependent partial differential equations is an ongoing challenge in numerical analysis, especially once roughness comes into play. Classical numerical schemes in general fail to…
Stochastic partial differential equations have been used in a variety of contexts to model the evolution of uncertain dynamical systems. In recent years, their applications to geophysical fluid dynamics has increased massively. For a…
In this paper, a combination of Galerkin's method and Dafermos' transformation is first used to prove the existence and uniqueness of solutions for a class of stochastic nonlocal PDEs with long time memory driven by additive noise. Next,…
The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…
Rough stochastic differential equations (rough SDEs), recently introduced by Friz, Hocquet and L\^e in arXiv:2106.10340, have emerged as a versatile tool to study "doubly" SDEs under partial conditioning (with motivation from pathwise…
In this paper, we present an abstract framework to obtain convergence rates for the approximation of random evolution equations corresponding to a random family of forms determined by finite-dimensional noise. The full discretization error…
This study investigates a stochastic version of a class of non-Newtonian fluids governed by third-grade fluid equations, which exhibit complex and highly nonlinear dynamics. In particular, we address the random dynamics and asymptotic…
We consider a model for the evolution of a mixture of two incompressible and partially immiscible Newtonian fluids in two dimensional bounded domain. More precisely, we address the well-known model H consisting of the Navier-Stokes equation…
We study a regularization by noise phenomenon for the continuous parabolic Anderson model with a potential shifted along paths of fractional Brownian motion. We demonstrate that provided the Hurst parameter is chosen sufficiently small,…
The existence of random dynamical systems for McKean--Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck equation governing the law of the system and the underlying…
Several aspects of regularity theory for parabolic systems are investigated under the effect of random perturbations. The deterministic theory, when strict parabolicity is assumed, presents both classes of systems where all weak solutions…
The blow-up phenomena of stochastic semilinear parabolic equations with additive as well as linear multiplicative L\'evy noises are investigated in this work. By suitably modifying the concavity method in the stochastic context, we…
In this paper, we consider the asymptotic behavior of weak solutions for non-autonomous diffusion equations with delay in time-dependent spaces when the nonlinear function $f$ is critical growth, the delay term $g(t, u_t)$ contains some…
A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…
The problem of nonlinear filtering of a random field observed in the presence of a noise, modeled by a persistent fractional Brownian sheet of Hurst index $(H_1,H_2)$ with $0.5<H_1,H_2<1$, is studied and a suitable version of the Bayes'…