Related papers: Stability and genericity for SPDEs driven by spati…

In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…

We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic…

This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

This paper studies path stabilities of the solution to stochastic differential equations (SDE) driven by time-changed L\'evy noise. The conditions for the solution of time-changed SDE to be path stable and exponentially path stable are…

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…

We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to study stochastic heat equation (SHE) driven by Gaussian…

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…

This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

We consider the family of stochastic partial differential equations indexed by a parameter $\eps\in(0,1]$, \begin{equation*} Lu^{\eps}(t,x) = \eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*} $(t,x)\in(0,T]\times\Rd$ with…

In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form $\partial_t u = L_x u + b(t,u)+\sigma(t,u)\dot{W}$, driven by a Gaussian noise $\dot{W}$, white in time and…

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

We study the existence, uniqueness and approximation of solutions of stochastic differential equations with constraints driven by processes with bounded p-variation. Our main tool are new estimates showing Lipschitz continuity of the…

We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in…

We consider a general class of SPDEs in $\mathbb{R}^d$ driven by a Gaussian spatially homogeneous noise which is white in time. We provide sufficient conditions on the coefficients and the spectral measure associated to the noise ensuring…

In this article, we study stochastic partial differential equations with two reflecting walls, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of…

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…