Related papers: Function-valued stochastic convolutions arising in…
The theory of stochastic processes impacts both physical and social sciences. At the molecular scale, stochastic dynamics is ubiquitous because of thermal fluctuations. The Fokker-Plank-Smoluchowski equation models the time evolution of the…
In this article, we consider the stochastic wave and heat equations on $\mathbb{R}$ with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index…
We consider a class of semilinear stochastic evolution equations driven by an additive cylindrical stable noise.We investigate structural properties of the solutions like Markov, irreducibility, stochastic continuity, Feller and strong…
We study the existence of solutions to the fractional semilinear heat equation with a singular inhomogeneous term. For this aim, we establish decay estimates of the fractional heat semigroup in several uniformly local Zygumnd spaces.…
In this paper we develop a stochastic integration theory for processes with values in a quasi-Banach space. The integrator is a cylindrical Brownian motion. The main results give sufficient conditions for stochastic integrability. They are…
We introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are neither…
This paper focuses on the time-changed Q-Wiener process, a Hilbert space-valued sub-diffusion. It is a martingale with respect to an appropriate filtration, hence a stochastic integral with respect to it is definable. For the resulting…
Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic…
We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the mild solution in Walsh sense is established. We mainly study…
We study time-fractional stochastic Navier-Stokes equations on a bounded domain of $\R^2$ (the restriction to dimension two is essential for the bilinear estimates via Sobolev embeddings) driven by a Hermite process $Z_H^k$ of order $k\ge1$…
Finite difference method and finite element method are popular methods for solving groundwater flow equations. This paper presents a new method that uses gradually varied functions to solve such equation. In this paper, we have established…
In this article, we introduce a L\'evy analogue of the spatially homogeneous Gaussian noise of Dalang (1999), and we construct a stochastic integral with respect to this noise. The spatial covariance of the noise is given by a tempered…
We study stochastic heat equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we first investigate the corresponding heat kernels. Then, we prove existence and uniqueness of mild solutions to…
We consider stochastic reaction-diffusion equations with colored noise and prove Schauder type estimates, which will depend on the color of the noise, for the stationary and evolution problems associated with the corresponding transition…
By expanding the Dirac delta function in terms of the eigenfunctions of the corresponding Sturm-Liouville problem, we construct some new (oscillating) integral transforms. These transforms are then used to solve various finance, physics,…
We study the behavior of the shifted convolution sum involving fourth power of the Fourier coefficients of holomorphic cusp forms with a weight function to be the $k$-full kernel function for any fixed integer $k\geq2$.
A Voigt profile function emerges in several physical investigations (e.g. atmospheric radiative transfer, astrophysical spectroscopy, plasma waves and acoustics) and it turns out to be the convolution of the Gaussian and the Lorentzian…
In this paper, we introduce the notions of semi-Bloch periodic functions and semi-anti-periodic functions. Stepanov semi-Bloch periodic functions and Stepanov semi-anti-periodic functions are considered, as well. We analyze the invariance…
Functions satisfying the functional equation \begin{align*} \sum_{r=0}^{n-1} (-1)^r f(x+ry, ny) = f(x,y), \quad \text{for any positive odd integer $n$}, \end{align*} are named the alternating invariant functions. Examples of such functions…
We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…