相关论文: Regular dependence on initial data for stochastic …

For semilinear stochastic evolution equations whose coefficients are more general than the classical global Lipschitz, we present results on the strong convergence rates of numerical discretizations. The proof of them provides a new…

We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…

We consider nonlinear parabolic stochastic PDEs on a bounded Lipschitz domain driven by a Gaussian noise that is white in time and colored in space, with Dirichlet or Neumann boundary condition. We establish existence, uniqueness and moment…

We consider a stochastic partial differential equation with a logarithmic nonlinearity with singularities at $1$ and $-1$ and a constraint of conservation of the space average. The equation, driven by a trace-class space-time noise,…

Existence and uniqueness of mild solutions to a class of semilinear stochastic evolution equations with additive noise is proved. The linear part of the drift term is the generator of a compact semigroup of contractions, while the nonlinear…

We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure…

In this paper we analyze a nonlinear abstract evolution equation with an infinite number of time-dependent time delays and a Lipschitz continuous nonlinear term. By using a fixed point argument we prove the existence of a mild solution.…

We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss…

We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…

For a class of non-linear stochastic heat equations driven by $\alpha$-stable white noises for $\alpha\in(1,2)$ with Lipschitz coefficients, we first show the existence and pathwise uniqueness of $L^p$-valued c\`{a}dl\`{a}g solutions to…

In this paper, we investigate abstract time-fractional evolution equations with nonlinear perturbations. We construct solutions of Lipschitz perturbation problems in arbitrary large time interval independent of the Lipschitz constants. We…

In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise…

We consider the Lipschitz continuous dependence of solutions for the Novikov equation with respect to the initial data. In particular, we construct a Finsler type optimal transport metric which renders the solution map Lipschitz continuous…

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…

We consider a $p$-Laplace evolution problem with stochastic forcing on a bounded domain $D\subset\mathbb{R}^d$ with homogeneous Dirichlet boundary conditions for $1<p<\infty$. The additive noise term is given by a stochastic integral in the…

Recently, Hairer et. al (2012) showed that there exist SDEs with infinitely often differentiable and globally bounded coefficient functions whose solutions fail to be locally Lipschitz continuous in the strong L^p-sense with respect to the…

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

This paper provides a first attempt to incorporate the massive discontinuous changes in the spatio-temporal dynamics of epidemics. Namely, we propose an extended class of epidemic models, governed by coupled stochastic semilinear partial…

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of…

In this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the initial time of the time-dependent coefficients of the…