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We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…

Probability · Mathematics 2026-05-14 Gergely Bodó , Sonja Cox , Adam Jakubowski , Markus Riedle

We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $\alpha$-stable cylindrical L\'evy process defined on a Hilbert space for $\alpha \in (1,2)$. The coefficients are assumed to map…

Probability · Mathematics 2021-08-05 Tomasz Kosmala , Markus Riedle

Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…

Probability · Mathematics 2016-12-28 Erfan Salavati , Bijan Z. Zangeneh

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 article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is…

Probability · Mathematics 2024-09-20 Raluca M. Balan , Juan J. Jiménez

We use Yosida approximation to find an It\^o formula for mild solutions $\left\{X^x(t), t\geq 0\right\}$ of SPDEs with Gaussian and non-Gaussian coloured noise, the non Gaussian noise being defined through compensated Poisson random measure…

Probability · Mathematics 2017-01-02 S. Albeverio , L. Gawarecki , V. Mandrekar , B. Rüdiger , B. Sarkar

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in…

Probability · Mathematics 2019-11-01 Carlo Marinelli , Luca Scarpa

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…

Probability · Mathematics 2016-11-15 Ton Viet Ta

In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…

Dynamical Systems · Mathematics 2021-06-30 Shenglan Yuan , Dirk Blömker

We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric L\'evy white noise. We identify conditions for existence for these two kinds of solutions,…

Probability · Mathematics 2018-09-27 Robert C. Dalang , Thomas Humeau

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

Probability · Mathematics 2015-01-13 Feng-Yu Wang

In this work, we consider the stochastic Cauchy problem driven by the canonical $\alpha$-stable cylindrical L\'evy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a…

Probability · Mathematics 2018-05-02 Markus Riedle

We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by L\'evy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of…

Probability · Mathematics 2014-04-15 Anna Chonowska-Michalik , Beniamin Goldys

In this paper we study the longtime dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. As a preparation for this purpose we have to show the existence and uniqueness of a cocycle…

Dynamical Systems · Mathematics 2013-02-12 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss

This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…

Dynamical Systems · Mathematics 2013-05-30 Y. Chen , H. Gao , M. J. Garrido-Atienza , B. Schmalfuss

We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…

Probability · Mathematics 2013-10-14 G. Da Prato , F. Flandoli , E. Priola , M. Röckner

In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…

Probability · Mathematics 2022-11-24 C. A. Fonseca-Mora

Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…

Probability · Mathematics 2015-01-27 Jian Wang

In this article, we investigate the existence and uniqueness of random-field solutions to the elliptic SPDE $-\mathcal{L}u=\dot{\xi}$ on a bounded domain $D$ with Dirichlet boundary conditions $u=0$ on $\partial D$, driven by symmetric…

Probability · Mathematics 2025-07-23 Juan J. Jiménez
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