Related papers: Stochastic evolution equations with nonlinear diff…
In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…
Laboratory experiments with bacterial colonies, under well-controlled conditions often lead to evolutionary diversification, where at least two ecotypes emerge from an initially monomorphic population. Empirical evidence suggests that such…
In this paper, we establish an exponential ergodicity for stochastic evolution equations with reflection in an infinite dimensional ball. As an application, we obtain the exponential ergodicity of stochastic Navier-Stokes equations with…
We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…
We consider a large market model of defaultable assets in which the asset price processes are modelled as Heston-type stochastic volatility models with default upon hitting a lower boundary. We assume that both the asset prices and their…
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…
We consider the evolution by crystalline curvature of a planar set in a stratified medium, modeled by a periodic forcing term. We characterize the limit evolution law as the period of the oscillations tends to zero. Even if the model is…
In this paper we study the vanishing inertia and viscosity limit of a second order system set in an Euclidean space, driven by a possibly nonconvex time-dependent potential satisfying very general assumptions. By means of a variational…
In this paper, we investigate the stochastic evolution equations (SEEs) driven by $\log$-Whittle-Mat$\acute{{\mathrm{e}}}$rn (W-M) random diffusion coefficient field and $Q$-Wiener multiplicative force noise. First, the well-posedness of…
In this paper, we combine deterministic splitting methods with a polynomial chaos expansion method for solving stochastic parabolic evolution problems. The stochastic differential equation is reduced to a system of deterministic equations…
We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…
In the context of infinitesimal strain plasticity with hardening, we derive a stochastic homogenization result. We assume that the coefficients of the equation are random functions: elasticity tensor, hardening parameter and flow-rule…
This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…
A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
We analyze the dynamical evolution of systems which obey simple growth laws, like diffusion limited aggregation or dielectric breakdown. We show that, if the developing patterns is sufficiently complex, a scale invariant noise spectrum is…
Over the past century, nonlinear difference and differential equations have been used to understand conditions for species coexistence. However, these models fail to account for random fluctuations due to demographic and environmental…
In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…
A new concept of {\em an evolution system of measures for stochastic flows} is considered. It corresponds to the notion of an invariant measure for random dynamical systems (or cocycles). The existence of evolution systems of measures for…