Related papers: On a class of stochastic semilinear PDE's
We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear…
By a new approximate method, dimensional free Harnack inequalities are established for a class of semilinear stochastic differential equations in Hilbert space with multiplicative noise. These inequalities are applied to study the strong…
For any subcritical index of regularity $s>3/2$, we prove the almost global well posedness for the 2-dimensional semilinear wave equation with the cubic nonlinearity in the derivatives, when the initial data are small in the Sobolev space…
We introduce and study some backward Kolmogorov equations associated to stochastic filtering problems. Measure-valued processed arise naturally in the context of stochastic filtering and one can formulate two stochastic differential…
We show that any semi-direct sum $L$ of Lie algebras with Levi factor $S$ must be perfect if the representation associated with it does not possess a copy of the trivial representation. As a consequence, all invariant functions of $L$ must…
In this note we consider problems related to parabolic partial differential equations in geodesic metric measure spaces, that are equipped with a doubling measure and a Poincar\'e inequality. We prove a location and scale invariant Harnack…
We consider a Volterra convolution equation in $\mathbb{R}^d$ perturbed with an additive fractional Brownian motion of Riemann-Liouville type with Hurst parameter $H\in (0,1)$. We show that its solution solves a stochastic partial…
Building upon a recent work by two of the authours and J. Seidler on bw-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier-Stokes (with multiplicative…
By using quasi-Banach techniques as key ingredient we prove Poincar\'e- and Sobolev- type inequalities for $m$-subharmonic functions with finite $(p,m)$-energy. A consequence of the Sobolev type inequality is a partial confirmation of B\l…
We study the following backward stochastic differential equation on finite time horizon driven by an integer-valued random measure $\mu$ on $\mathbb R_+\times E$, where $E$ is a Lusin space, with compensator $\nu(dt,dx)=dA_t\,\phi_t(dx)$:…
We establish a Lipschitz stability inequality for the problem of determining the nonlinear term in a quasilinear elliptic equation by boundary measurements. We give a proof based on a linearization procedure together with special solutions…
Elliptic and parabolic integro-differential model problems are considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in L_{p}-spaces of functions whose regularity is defined by a scalable,…
This work aims to investigate the existence of ergodic invariant measures and its uniqueness, associated with obstacle problems governed by a T-monotone operator defined on Sobolev spaces and driven by a multiplicative noise in a bounded…
Consider the linear stochastic evolution equation dU(t) = AU(t) + dW_H(t), t\ge 0, where A generates a C_0-semigroup on a Banach space E and W_H is a cylindrical Brownian motion in a continuously embedded Hilbert subspace H of E. Under the…
We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…
In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…
We study optimal control problems that are governed by semilinear elliptic partial differential equations that involve non-Lipschitzian nonlinearities. It is shown that, for a certain class of such PDEs, the solution map is Fr\'{e}chet…
Let $A,C,P:D(A)\subset X\to X$ be linear operators on a Banach space $X$ such that $-A$ generates a strongly continuous semigroup on $X$, and $F:X\to X$ be a globally Lipschitz function. We study the well-posedness of semilinear equations…
Starting from the nonlinear ODE $z'' + f(t)\,z + g(t)\, z^{m}=0$ with $m>1$, we show that after a suitable normal-form reduction of any Hill equation one may, without loss of generality, fix the linear part as $f(t)\equiv \omega^{2}$ (with…
We prove Sobolev-Poincar\'e and Poincar\'e inequalities in variable Lebesgue spaces $L^{p(\cdot)}(\Omega)$, with $\Omega\subset{\mathbb R}^n$ a bounded John domain, with weaker regularity assumptions on the exponent $p(\cdot)$ that have…