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We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…

Probability · Mathematics 2025-10-22 Martin Hairer , Wenhao Zhao

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

Probability · Mathematics 2023-03-23 Raluca M. Balan

We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric L\'evy white noise. We identify conditions for existence for these two kinds of solutions,…

Probability · Mathematics 2018-09-27 Robert C. Dalang , Thomas Humeau

We consider a d-dimensional stochastic differential equation with additive noise and a drift coefficient which is assumed only to be a bounded Borel function. We show that, for almost all choices of the driving Brownian path, the equation…

Probability · Mathematics 2007-09-27 A. M. Davie

In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…

Probability · Mathematics 2026-04-29 Raluca M. Balan , Jinxin Wang

We consider stationary solutions of the three dimensional Navier--Stokes equations (NS3D) with periodic boundary conditions and driven by an external force which might have a deterministic and a random part. The random part of the force is…

Analysis of PDEs · Mathematics 2007-05-23 Cyril Odasso

This paper is concerned with the following space-time fractional stochastic nonlinear partial differential equation \begin{equation*} \left(\partial_t^{\beta}+\frac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u=I_{t}^{\gamma}\Big[…

Probability · Mathematics 2025-06-17 Yuhui Guo , Jiang-Lun Wu

We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…

Probability · Mathematics 2014-03-19 Eyal Neuman

In this paper, we aim to develop a new weak formulation that ensures well-posedness for a broad range of stochastic partial differential equations with pseudo-differential operators whose symbols depend only on time and spatial frequencies.…

Probability · Mathematics 2024-09-10 Jae-Hwan Choi , Ildoo Kim

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…

Probability · Mathematics 2025-01-28 Jiaohui Xu , Tomás Caraballo , José Valero

Stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains driven by a multiplicative Gaussian noise are considered. The noise term depends on the unknown velocity and its spatial derivatives. The existence of a martingale…

Probability · Mathematics 2017-01-03 Zdzisław Brzeźniak , Elżbieta Motyl

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…

Numerical Analysis · Mathematics 2015-05-27 Marc D. Ryser , Nilima Nigam , Paul F. Tupper

We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in \cite{FHSX}, which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a…

Probability · Mathematics 2021-06-03 Tadahisa Funaki , Bin Xie

We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with double characteristics in two spatial dimensions. The coefficients of our partial differential operator depend polynomially on the space…

Probability · Mathematics 2021-06-29 Enrico Bernardi , Alberto Lanconelli

These notes present an alternative approach to the asymptotic stability of stochastic partial differential equations driven by multiplicative noise, applicable to a wide range of dissipative systems. The method builds on general criteria…

Probability · Mathematics 2025-03-13 Ziyu Liu

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

Probability · Mathematics 2017-06-14 Leonid Mytnik , Eyal Neuman

We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…

Probability · Mathematics 2021-07-22 Cheuk Yin Lee , Yimin Xiao

In light of recent work on particles fluctuating in linear viscoelastic fluids, we study a linear stochastic partial-integro-differential equation with memory that is driven by a stationary noise on a bounded, smooth domain. Using the…

Probability · Mathematics 2021-11-02 Scott A. McKinley , Hung D. Nguyen

We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…

Probability · Mathematics 2015-03-06 Lorick Huang , Stephane Menozzi
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