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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

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

Probability · Mathematics 2025-10-24 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

We show how the approach of Yosida approximation of the derivative serves to obtain new results for evolution systems. Using this method we obtain multivalued time dependent perturbation results. Additionally, translation invariant…

Dynamical Systems · Mathematics 2013-12-11 Josef Kreulich

Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…

Probability · Mathematics 2022-04-20 Sima Mehri , Erfan Salavati , Bijan Z. Zangeneh

In this paper, we deal with a class of multivalued backward doubly stochastic differential equations with time delayed coefficients. Based on a slight extension of the existence and uniqueness of solutions for backward doubly stochastic…

Probability · Mathematics 2013-08-15 Wen Lu , Yong Ren , Lanying Hu

We investigate the existence of strong solutions to a general class of doubly multivalued and nonlinear evolution equations of second order. The multivalued operators are generated by the subdifferential of nonsmooth potentials that live in…

Analysis of PDEs · Mathematics 2024-10-14 Aras Bacho

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

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

Probability · Mathematics 2016-06-21 Michael Rockner , Ionut Munteanu

It is shown how the linear method of the Yosida-approximation of the derivative applies to solve possibly nonlinear abstract functional differential equations in both, the finite and infinite delay case. A generalization of the integral…

Dynamical Systems · Mathematics 2017-06-22 Josef Kreulich

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…

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

Doubly nonlinear stochastic evolution equations are considered. Upon assuming the additive noise to be rough enough, we prove the existence of probabilistically weak solutions of Friedrichs type and study their uniqueness in law. This…

Probability · Mathematics 2025-07-24 Carlo Orrieri , Luca Scarpa , Ulisse Stefanelli

We analyze a general theory for coexistence and extinction of ecological communities that are influenced by stochastic temporal environmental fluctuations. The results apply to discrete time (stochastic difference equations), continuous…

Populations and Evolution · Quantitative Biology 2021-05-19 Alexandru Hening , Dang H. Nguyen , Peter Chesson

We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss…

Probability · Mathematics 2013-12-05 Benjamin Gess , Jonas M. Tölle

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

Let $L$ be a positive definite self-adjoint operator on the $L^2$-space associated to a $\si$-finite measure space. Let $H$ be the dual space of the domain of $L^{1/2}$ w.r.t. $L^2(\mu)$. By using an It\^o type inequality for the $H$-norm…

Probability · Mathematics 2014-02-26 Michael Rockner , Feng-Yu Wang

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes…

Populations and Evolution · Quantitative Biology 2012-05-08 A. Dobrinevski , E. Frey

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…

Probability · Mathematics 2010-03-17 Hassan Dadashi-Arani , Bijan Z. Zangeneh

We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…

Numerical Analysis · Mathematics 2013-07-17 M. Kovács , S. Larsson , F. Lindgren

The existence and uniqueness are proved for the global positive solution to the system of stochastic differential equations describing a two-species mutualism model disturbed by the white noise, the centered and non-centered Poisson noises.…

Probability · Mathematics 2020-03-30 Olga Borysenko , Oleksandr Borysenko
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