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This paper devotes to studying abstract stochastic evolution equations in M-type 2 Banach spaces. First, we handle nonlinear evolution equations with multiplicative noise. The existence and uniqueness of local and global mild solutions…

Probability · Mathematics 2014-10-03 Ta Viet Ton , Atsushi Yagi

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…

Analysis of PDEs · Mathematics 2015-12-15 Carlo Marinelli

This paper addresses the existence of nonnegative mild solutions for stochastic evolution inclusions through a weak topology approach. Precisely, the study focuses on stochastic evolution inclusions characterized by multivalued…

Probability · Mathematics 2025-08-26 Lucia Angelini , Irene Benedetti , Alessandra Cretarola

We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear…

Probability · Mathematics 2025-11-21 Stefan Tappe

In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a L\'evy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying…

Probability · Mathematics 2012-07-09 Jorge A. León , David Márquez-Carreras , Josep Vives

We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…

Probability · Mathematics 2013-10-14 G. Da Prato , F. Flandoli , E. Priola , M. Röckner

We demonstrate the large deviation principle in the small noise limit for the mild solution of stochastic evolution equations with monotone nonlinearity. A recently developed method, weak convergent method, has been employed in studying the…

Probability · Mathematics 2013-09-10 Hassan Dadashi

We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…

Probability · Mathematics 2021-02-10 Christian Kuehn , Alexandra Neamtu , Stefanie Sonner

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

Probability · Mathematics 2015-01-13 Feng-Yu Wang

This paper provides a first attempt to incorporate the massive discontinuous changes in the spatio-temporal dynamics of epidemics. Namely, we propose an extended class of epidemic models, governed by coupled stochastic semilinear partial…

Probability · Mathematics 2023-12-06 Mohamed Mehdaoui

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L^p$ spaces on bounded domains of $\mathbb{R}^n$ with a nonlinear drift term given by the superposition operator generated by a…

Probability · Mathematics 2024-01-01 Carlo Marinelli

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

We study an infinite-dimensional Ornstein-Uhlenbeck process $(X_t)$ in a given Hilbert space $H$. This is driven by a cylindrical symmetric L\'evy process without a Gaussian component and taking values in a Hilbert space $U$ which usually…

Analysis of PDEs · Mathematics 2009-08-05 Enrico Priola , Jerzy Zabczyk

We extend the taming techniques for explicit Euler approximations of stochastic differential equations (SDEs) driven by L\'evy noise with super-linearly growing drift coefficients. Strong convergence results are presented for the case of…

Probability · Mathematics 2015-01-23 Konstantinos Dareiotis , Chaman Kumar , Sotirios Sabanis

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol

Semilinear, $N-$dimensional stochastic differential equations (SDEs) driven by additive L\'evy noise are investigated. Specifically, given $\alpha\in\left(\frac{1}{2},1\right)$, the interest is on SDEs driven by $2\alpha-$stable,…

Probability · Mathematics 2022-10-07 Alessandro Bondi

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

Probability · Mathematics 2015-10-23 Zdzisław Brzeźniak , Jerzy Zabczyk

We prove a maximum principle for mild solutions to stochastic evolution equations with (locally) Lipschitz coefficients and Wiener noise on weighted $L^2$ spaces. As an application, we provide sufficient conditions for the positivity of…

Analysis of PDEs · Mathematics 2020-01-01 Carlo Marinelli

We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of L\'evy type. By making use of Galerkin approximation we can prove that the system has a global…

Probability · Mathematics 2014-05-15 Erika Hausenblas , Paul Andre Razafimandimby

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