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In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\circ \mathrm{d}W_i(s)+\left(V(x)+\mu\Delta…

Analysis of PDEs · Mathematics 2023-06-28 Neeraj Bhauryal , Ana Bela Cruzeiro , Carlos Oliveira

In this paper, we consider the well-posedness of stochastic S-KdV driven by multiplicative noises in $H_x^1\times H_x^1$. To get the local well-posedness, we first develop the bilinear and trilinear Bourgain norm estimates of the nonlinear…

Probability · Mathematics 2025-09-18 Jie Chen , Fan Gu , Boling Guo

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

We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

Analysis of PDEs · Mathematics 2025-12-16 Agus L. Soenjaya , Thanh Tran

We prove pathwise uniqueness and strong existence of solutions for stochastic reaction-diffusion systems with locally Lipschitz continuous reaction term of polynomial growth and H\"older continuous multiplicative noise. Under additional…

Probability · Mathematics 2012-09-24 Markus C. Kunze

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

We consider a $p$-Laplace evolution problem with multiplicative noise on a bounded domain $D \subset \mathbb{R}^d$ with homogeneous Dirichlet boundary conditions for $1<p< \infty$. The random initial data is merely integrable. Consequently,…

Analysis of PDEs · Mathematics 2021-03-02 Niklas Sapountzoglou , Aleksandra Zimmermann

In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a H{\"o}lder drift, for a H{\"o}lder exponent larger than the critical value 2/3. This work extends to the degenerate setting the earlier results obtained by…

Probability · Mathematics 2017-03-09 Paul-Eric Chaudru de Raynal

We prove the global well-posedness of the one-dimensional Navier-Stokes-Korteweg equations driven by a stochastic multiplicative noise. The analysis is performed for the general case of capillarity and viscosity coefficients $k(\rho)=…

Analysis of PDEs · Mathematics 2026-03-26 L. Pescatore

We consider the stochastic electrokinetic flow in a smooth bounded domain $\mathcal{D}$, modelled by a Nernst-Planck-Navier-Stokes system with a blocking boundary conditions for ionic species concentrations, perturbed by multiplicative…

Analysis of PDEs · Mathematics 2021-12-22 Zhaoyang Qiu , Huaqiao Wang

In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…

Probability · Mathematics 2025-08-21 Bixiang Wang

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…

Analysis of PDEs · Mathematics 2020-09-18 Luca Scarpa , Ulisse Stefanelli

We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global…

Analysis of PDEs · Mathematics 2013-07-26 Nathan Glatt-Holtz , Roger Temam , Chuntian Wang

We study quasilinear parabolic stochastic partial differential equations with general multiplicative noise on a bounded domain in $\mathbb{R}^{d}$, with homogeneous Dirichlet boundary condition. We establish the existence and uniqueness of…

Probability · Mathematics 2023-10-26 Mengzi Xie

Global well-posedness of the initial-boundary value problem for the stochastic Kuramoto-Sivashinsky equation in a bounded domain $D$ with a multiplicative noise is studied. It is shown that under suitable sufficient conditions, for any…

Analysis of PDEs · Mathematics 2011-04-05 Wei Wu , Shangbin Cui , Jinqiao Duan

In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the…

Probability · Mathematics 2019-03-15 David Baños , Martin Bauer , Thilo Meyer-Brandis , Frank Proske

We analyze nonlinear degenerate coupled PDE-PDE and PDE-ODE systems that arise, for example, in the modelling of biofilm growth. One of the equations, describing the evolution of a biomass density, exhibits degenerate and singular…

Analysis of PDEs · Mathematics 2023-04-04 Koondanibha Mitra , Stefanie Sonner

We analyze continuity equations with Stratonovich stochasticity, $\partial \rho+ div_h \left[ \rho \circ\left(u(t,x)+\sum_{i=1}^N a_i(x) \dot W_i(t) \right) \right]=0$, defined on a smooth closed Riemannian manifold $M$ with metric $h$. The…

Analysis of PDEs · Mathematics 2024-01-18 Luca Galimberti , Kenneth H. Karlsen

We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem…

Probability · Mathematics 2020-05-05 Benjamin Fehrman , Benjamin Gess

We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in…

Probability · Mathematics 2020-07-15 Zhao Dong , Rangrang Zhang , Tusheng Zhang