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We study both strict and mild solutions to parabolic evolution equations of the form $dX+AXdt=F(t)dt+G(t)dW(t)$ in Banach spaces. First, we explore the deterministic case. The maximal regularity of solutions has been shown. Second, we…

Probability · Mathematics 2017-04-14 Ton Viet Ta

In this paper, we investigate a semilinear stochastic parabolic equation with a linear rough term $du_{t}=\left[L_{t}u_{t}+f\left(t, u_{t}\right)\right]dt+\left(G_{t}u_{t}+g_{t}\right)d\mathbf{X}_{t}+h\left(t, u_{t}\right)dW_{t}$, where…

Probability · Mathematics 2024-01-31 Jiahao Liang , Shanjian Tang

We investigate mild solutions for stochastic evolution equations driven by a fractional Brownian motion (fBm) with Hurst parameter H in (1/3, 1/2] in infinite-dimensional Banach spaces. Using elements from rough paths theory we introduce an…

Probability · Mathematics 2019-04-08 Robert Hesse , Alexandra Neamtu

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…

Analysis of PDEs · Mathematics 2015-12-15 Carlo Marinelli

We study stochastic model reduction for evolution equations in infinite dimensional Hilbert spaces, and show the convergence to the reduced equations via abstract results of Wong-Zakai type for stochastic equations driven by a scaled…

Probability · Mathematics 2022-05-13 Sigurd Assing , Franco Flandoli , Umberto Pappalettera

In this paper we analyze a nonlinear abstract evolution equation with an infinite number of time-dependent time delays and a Lipschitz continuous nonlinear term. By using a fixed point argument we prove the existence of a mild solution.…

Analysis of PDEs · Mathematics 2021-03-03 Alessandro Paolucci

In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…

Probability · Mathematics 2015-03-13 Chenggui Yuan , Jianhai Bao

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…

Probability · Mathematics 2008-02-20 Istvan Gyöngy , Annie Millet

We discuss existence, uniqueness, and space-time H\"older regularity for solutions of the parabolic stochastic evolution equation dU(t) = (AU(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), t\in [0,\Tend], U(0) = u_0, where $A$ generates an…

Functional Analysis · Mathematics 2008-04-08 J. M. A. M. van Neerven , M. C. Veraar , L. Weis

This article studies the temporal approximation of hyperbolic semilinear stochastic evolution equations with multiplicative Gaussian noise by Milstein-type schemes. We take the term hyperbolic to mean that the leading operator generates a…

Numerical Analysis · Mathematics 2026-02-03 Felix Kastner , Katharina Klioba

We investigate the abstract Cauchy problem for a quasilinear parabolic equation in a Banach space of the form \( du_t -L_t(u_t)u_t dt = N_t(u_t)dt + F(u_t)\cdot d\mathbf X_t \), where \( \mathbf X\) is a \( \gamma\)-H\"older rough path for…

Probability · Mathematics 2022-07-12 Antoine Hocquet , Alexandra Neamţu

When the evolution familiy is hyperbolic and satisfies the Acquistapace-Terreni conditions, the existence and uniquenness of an almost automorphic mild solution and a weighted pseudo almost automorphic mild solution in distribution of…

Probability · Mathematics 2022-08-15 Moustapha Dieye , Amadou Diop , Mamadou Moustapha Mbaye , Mark A. McKibben

We prove the existence of nonnegative weak solutions to a class of second and fourth order nonautonomous nonlinear evolution equations with an explicitly time-dependent mobility function posed on the whole space $\mathbb{R}^d$, for…

Analysis of PDEs · Mathematics 2016-04-27 Jonathan Zinsl

Nonlinear and nonlinear evolution equations of the form $u_t=\L u \pm|\nabla u|^q$, where $\L$ is a pseudodifferential operator representing the infinitesimal generator of a L\'evy stochastic process, have been derived as models for growing…

Analysis of PDEs · Mathematics 2007-05-23 Grzegorz Karch , Wojbor A. Woyczynski

We present an existence theory for martingale and strong solutions to doubly nonlinear evolution equations in a separable Hilbert space in the form $$d(Au) + Bu\,dt \ni F(u)\,dt + G(u)\,dW$$ where both $A$ and $B$ are maximal monotone…

Analysis of PDEs · Mathematics 2022-07-25 Luca Scarpa , Ulisse Stefanelli

In this paper, a parabolic type Kirchhoff equation and its stationary counterpart are considered. For the evolution problem, the precise decay rates of the weak solution and of the corresponding energy functional are derived. For the…

Analysis of PDEs · Mathematics 2020-06-11 Yuzhu Han

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

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

In this paper, we investigate a class of stochastic impulsive fractional differential evolution equations with infinite delay in Banach space. Firstly sufficient conditions of the existence and uniqueness of the mild solution for this type…

Dynamical Systems · Mathematics 2015-08-10 Zhao Shufen , Song Minghui

The aim of this paper is to prove the existence and qualitative property of random attractors for a stochastic nonlocal delayed reaction-diffusion equation (SNDRDE) on a semi-infinite interval with a Dirichlet boundary condition on the…

Dynamical Systems · Mathematics 2023-02-14 Wenjie Hu , Quanxin Zhu , Tomás Caraballo