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This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…

Analysis of PDEs · Mathematics 2022-05-03 M. E. Hernández-Hernández , V. N. Kolokoltsov , L. Toniazzi

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…

Analysis of PDEs · Mathematics 2019-09-27 Jonas M. Tölle

We prove existence of strongly continuous evolution systems in L^2 for Schroedinger-type equations with non-Lipschitz coefficients in the principal part. The underlying operator structure is motivated from models of paraxial approximations…

Analysis of PDEs · Mathematics 2008-04-07 Maarten de Hoop , Guenther Hoermann , Michael Oberguggenberger

In this article we study the existence and uniqueness of solutions of stochastic continuity equation with irregular coefficients.

Analysis of PDEs · Mathematics 2017-02-06 David A. C. , Christian Olivera

The paper extends well-posedness results of a previously explored class of time-shift invariant evolutionary problems to the case of non-autonomous media. The Hilbert space setting developed for the time-shift invariant case can be utilized…

Analysis of PDEs · Mathematics 2013-02-07 Rainer Picard , Sascha Trostorff , Marcus Waurick , Maria Wehowski

We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…

Probability · Mathematics 2025-02-04 Alexandra Blessing , Tim Seitz , Stefanie Sonner , Bao Quoc Tang

In this paper, we investigate the existence and uniqueness of weak pullback mean random attractors for abstract stochastic evolution equations with general diffusion terms in Bochner spaces. As applications, the existence and uniqueness of…

Analysis of PDEs · Mathematics 2020-09-17 Anhui Gu

The nonlocal porous medium equation considered in this paper is a degenerate nonlinear evolution equation involving a space pseudo-differential operator of fractional order. This space-fractional equation admits an explicit, nonnegative,…

Probability · Mathematics 2019-02-05 Alessandro De Gregorio

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

In the paper, we consider the no-explosion condition and pathwise uniqueness for SDEs driven by a Poisson random measure with coefficients that are super-linear and non-Lipschitz. We give a comparison theorem in the one-dimensional case…

Probability · Mathematics 2016-05-19 Yuchao Dong

This paper is concerned with existence and uniqueness of M-solutions of backward stochastic Volterra integral equations (BSVIEs for short), which Lipschitz coefficients are allowed to be random, which generalize the results in [15]. Then a…

Probability · Mathematics 2010-01-21 Tianxiao Wang

Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence rate of the Galerkin approximations to the solution of the…

Numerical Analysis · Mathematics 2021-11-02 Dirk Blömker , Arnulf Jentzen

We prove the existence and uniqueness of solutions of degenerate linear stochastic evolution equations driven by jump processes in a Hilbert scale using the variational framework of stochastic evolution equations and the method of vanishing…

Probability · Mathematics 2015-04-27 James-Michael Leahy , Remigijus Mikulevicius

In this paper, we establish the existence of spatially inhomogeneous classical self-similar solutions to a non-Lipschitz semi-linear parabolic Cauchy problem with trivial initial data. Specifically we consider bounded solutions to an…

Analysis of PDEs · Mathematics 2020-01-17 John Christopher Meyer , David John Needham

The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…

Probability · Mathematics 2007-05-23 Anna Karczewska

In this paper we establish local and global existence and uniqueness of solutions for general nonlinear evolution equations with coefficients satisfying some local monotonicity and generalized coercivity conditions. An analogous result is…

Probability · Mathematics 2013-03-26 Wei Liu , Michael Röckner

In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…

Probability · Mathematics 2012-12-07 Bartosz Bandrowski , Anna Karczewska

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…

Probability · Mathematics 2015-02-18 Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

We consider one-dimensional stochastic Volterra equations with jumps for which we establish conditions upon the convolution kernel and coefficients for the strong existence and pathwise uniqueness of a non-negative c\`adl\`ag solution. By…

Probability · Mathematics 2024-07-23 Aurélien Alfonsi , Guillaume Szulda

This contribution is dedicated to the exploration of exponential operator splitting methods for the time integration of evolution equations. It entails the review of previous achievements as well as the depiction of novel results. The…

Numerical Analysis · Mathematics 2024-10-18 Sergio Blanes , Fernando Casas , Cesareo Gonzalez , Mechthild Thalhammer