Related papers: Function-valued stochastic convolutions arising in…
The evolution Stokes equation in a perforated domain subject to Fourier boundary condition on the boundaries of the holes is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and…
Much progress has recently been made in understanding and quantifying vertical mixing induced by double-diffusive instabilities such as fingering convection (usually called thermohaline convection) and oscillatory double-diffusive…
This article proposes a method for forming invariant stochastic differential systems, namely dynamic systems with trajectories belonging to a given smooth manifold. The It\^o or Stratonovich stochastic differential equations with the Wiener…
The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…
We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…
In this paper we will develop linear and nonlinear filtering methods for a large class of nonlinear wave equations that arise in applications such as quantum dynamics and laser generation and propagation in a unified framework. We consider…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
The paper is concerned with a mixed stochastic delay differential equation involving both a Wiener process and a $\gamma$-H\"older continuous process with $\gamma>1/2$ (e.g. a fractional Brownian motion with Hurst parameter greater than…
By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong Feller property and heat kernel…
We prove existence and uniqueness of mild and generalized solutions for a class of stochastic semilinear evolution equations driven by additive Wiener and Poisson noise. The non-linear drift term is supposed to be the evaluation operator…
In this paper, we investigate stochastic partial differential equations driven by multi-parameter anisotropic fractional Levy noises, including the stochastic Poisson equation, the linear heat equation, and the quasi-linear heat equation.…
Guided by molecular dynamics simulations, we generalize the Navier-Stokes-Fourier constitutive equations and the continuum motion equations to include both transverse and longitudinal temperatures. To do so we partition the contributions of…
We introduce variational methods for finding approximate eigenfunctions and eigenvalues of quantum Hamiltonians by constructing a set of orthogonal wave functions which approximately solve the eigenvalue equation.
We study initial value problem for a system consisting of an integer order and distributed-order fractional differential equation describing forced oscillations of a body attached to a free end of a light viscoelastic rod. Explicit form of…
We construct valuations on the space of finite-valued convex functions using integration of differential forms over the differential cycle associated to a convex function. We describe the kernel of this procedure and show that the…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
The existence of a homogeneous decomposition for continuous and epi-translation invariant valuations on super-coercive functions is established. Continuous and epi-translation invariant valuations that are epi-homogeneous of degree $n$ are…
We study the existence and uniqueness of solutions to stochastic differential equations with Volterra processes driven by L\'evy noise. For this purpose, we study in detail smoothness properties of these processes. Special attention is…
The paper deals with some properties of set-valued functions having a bounded Riesz p-variation. Set-valued integrals of a Young type for such multifunctions are introduced. Selection results and properties of such setvalued integrals are…