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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…

Probability · Mathematics 2017-03-28 Patrick Cheridito , Kihun Nam

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…

Dynamical Systems · Mathematics 2025-11-19 Ruiao Hu , Linyu Peng

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…

Analysis of PDEs · Mathematics 2018-10-03 Carlo Marinelli , Luca Scarpa

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…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

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…

Analysis of PDEs · Mathematics 2022-10-18 I. Bailleul , H. Eulry , T. Robert

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…

Probability · Mathematics 2021-10-05 Gunther Leobacher , Michaela Szölgyenyi , Stefan Thonhauser

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…

Probability · Mathematics 2008-03-06 Joan-Andreu Lázaro-Camí , Juan-Pablo Ortega

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…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

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…

Classical Analysis and ODEs · Mathematics 2018-10-03 Wei Liu , Guoju Ye , Dafang Zhao , Delfim F. M. Torres

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…

Probability · Mathematics 2010-11-30 Xu Liu , Xu Zhang

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…

Dynamical Systems · Mathematics 2023-10-20 Wenjie Hu , Tomás Caraballo

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…

Probability · Mathematics 2018-06-18 Kai Du , Jiakun Liu , Fu Zhang

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…

Analysis of PDEs · Mathematics 2022-03-22 Kamal N. Soltanov

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…

Analysis of PDEs · Mathematics 2023-07-03 Paula Cerejeiras , Uwe Kaehler , Rolf Soeren Krausshar

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…

Probability · Mathematics 2018-11-06 Deng Zhang

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…

Probability · Mathematics 2013-03-12 Nicolas Champagnat , Pierre-Emmanuel Jabin

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…

Probability · Mathematics 2021-04-19 Viorel Barbu , Michael Röckner

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…

Classical Analysis and ODEs · Mathematics 2014-12-12 Alberto Cabada , José Ángel Cid , Gennaro Infante

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…

Classical Analysis and ODEs · Mathematics 2022-11-10 Vyacheslav M. Abramov

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…

Analysis of PDEs · Mathematics 2025-10-28 William Barker , Le Xuan Dong , Vu Trong Luong , Nguyen Duong Toan