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In this paper, we introduce a class of backward stochastic equations (BSEs) that extend classical BSDEs and include many interesting examples of generalized BSDEs as well as semimartingale backward equations. We show that a BSE can be…
We construct stochastic multisymplectic systems by considering a stochastic extension to the variational formulation of multisymplectic partial differential equations proposed in [Hydon, {\it Proc. R. Soc. A}, 461, 1627--1637, 2005]. The…
We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…
We use some tools from nonlinear analysis to study two examples of singular stochastic elliptic PDEs that cannot be solved by the contraction principle or the Schauder fixed point theorem. Let $\xi$ stand for a spatial white noise on a…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
This paper proves a version for stochastic differential equations of the Lie-Scheffers Theorem. This result characterizes the existence of nonlinear superposition rules for the general solution of those equations in terms of the involution…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
In this work, we are concerned with existence of solutions for a nonlinear second-order distributional differential equation, which contains measure differential equations and stochastic differential equations as special cases. The proof is…
In this Note, we present a Calder\'on-type uniqueness theorem on the Cauchy problem of stochastic partial differential equations. To this aim, we introduce the concept of stochastic pseudo-differential operators, and establish their…
The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
In this work, using a new geometrical approach we study to the existence of the fixed-point of mappings that independence of the smoothness, and also of their single-values or multi-values. This work proved the theorems that generalize in…
In this paper we aim to combine tools from variational calculus with modern techniques from quaternionic analysis that involve Dirac type operators and related hypercomplex integral operators. The aim is to develop new methods for showing…
We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…
We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…
One proves the uniqueness of distributional solutions to nonlinear Fokker--Planck equations with monotone diffusion term and derive as a consequence (restricted) uniqueness in law for the corresponding McKean--Vlasov stochastic differential…
We present new criteria on the existence of fixed points that combine some monotonicity assumptions with the classical fixed point index theory. As an illustrative application, we use our theoretical results to prove the existence of…
In [V. M. Abramov, \emph{Bull. Aust. Math. Soc.} \textbf{104} (2021), 108--117] the fixed point equation for an infinite nonnegative Toeplitz matrix has been studied. It was found the conditions for existence of a positive solution and…
We study the existence of monotone traveling wave solutions in a class of nonclassical diffusion equations that include both standard diffusion and a higher-order mixed space-time dispersive term. The reaction term is nonlinear and subject…