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This paper establishes results on the existence and uniqueness of solutions to McKean-Vlasov equations, also called mean-field stochastic differential equations, in an infinite-dimensional Hilbert space setting with irregular drift. Here,…

Probability · Mathematics 2019-12-17 Martin Bauer , Thilo Meyer-Brandis

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 results for (mild) solutions to some non-linear parabolic evolution equations with a rough forcing term. Our method of proof relies on a careful exploitation of the interplay between the spatial and time…

Probability · Mathematics 2009-11-03 Thomas Cass , Zhongmin Qian , Jan Tudor

We investigate slowly converging solutions for non-linear evolution equations of elliptic or parabolic type. These equations arise from the study of isolated singularities in geometric variational problems. Slowly converging solutions have…

Analysis of PDEs · Mathematics 2023-04-06 Beomjun Choi , Pei-Ken Hung

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

Analysis of PDEs · Mathematics 2018-09-27 Alessia Ascanelli , Sandro Coriasco , André Süß

In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…

Probability · Mathematics 2025-05-28 Bixiang Wang

We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and…

Probability · Mathematics 2014-04-09 Markus C. Kunze

We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…

Probability · Mathematics 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

Constructing discrete models of stochastic partial differential equations is very delicate. Stochastic centre manifold theory provides novel support for coarse grained, macroscale, spatial discretisations of nonlinear stochastic partial…

Dynamical Systems · Mathematics 2010-03-09 A. J. Roberts

We study the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having linear part of the type $A+\varepsilon G$, on the parameter $\varepsilon$. In particular, we study…

Probability · Mathematics 2021-01-01 Sergio Albeverio , Carlo Marinelli , Elisa Mastrogiacomo

This paper deals with the drift estimation in linear stochastic evolution equations (with emphasis on linear SPDEs) with additive fractional noise (with Hurst index ranging from 0 to 1) via least-squares procedure. Since the least-squares…

Probability · Mathematics 2022-03-11 Pavel Kříž , Jana Šnupárková

The contraction semigroup $S(t)={\rm e}^{t\mathbb{A}}$ generated by the abstract linear dissipative evolution equation $$ \ddot u + A u + f(A) \dot u=0 $$ is analyzed, where $A$ is a strictly positive selfadjoint operator and $f$ is an…

Analysis of PDEs · Mathematics 2018-11-20 Filippo Dell'Oro , Vittorino Pata

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…

Probability · Mathematics 2018-09-28 Zdzisław Brzeźniak , Erika Hausenblas , Paul Razafimandimby

We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded…

Probability · Mathematics 2020-10-20 Florian Bechtold

We study the connection between mild and weak solutions for a class of measure-valued evolution equations on the bounded domain $[0,1]$. Mass moves, driven by a velocity field that is either a function of the spatial variable only,…

Analysis of PDEs · Mathematics 2016-07-26 Joep H. M. Evers

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

This paper deals with the existence and uniqueness of ($\mu$-pseudo) almost periodic mild solution to some evolution equations with Stepanov ($\mu$-pseudo) almost periodic coefficients, in both determinist and stochastic cases. After…

Probability · Mathematics 2017-10-25 Fazia Bedouhene , Nouredine Challali , Omar Mellah , Paul Raynaud de Fitte , Mannal Smaali

In this paper, we introduce some concepts of square-mean S-asymptotically $\omega$-periodic stochastic processes. Using the stochastic analysis method and the Banach contraction mapping principle, we establish the existence and uniqueness…

Dynamical Systems · Mathematics 2016-09-16 Shufen Zhao , Minghui Song

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
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