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相关论文: Well-posedness for a class of dissipative stochast…

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We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated…

偏微分方程分析 · 数学 2018-10-03 Carlo Marinelli , Luca Scarpa

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…

概率论 · 数学 2025-12-23 Carlo Marinelli

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…

概率论 · 数学 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L^p$ spaces on bounded domains of $\mathbb{R}^n$ with a nonlinear drift term given by the superposition operator generated by a…

概率论 · 数学 2024-01-01 Carlo Marinelli

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…

偏微分方程分析 · 数学 2015-12-15 Carlo Marinelli

Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…

概率论 · 数学 2022-04-20 Sima Mehri , Erfan Salavati , Bijan Z. Zangeneh

We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…

概率论 · 数学 2022-01-04 Carlo Marinelli

Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…

概率论 · 数学 2016-12-28 Erfan Salavati , Bijan Z. Zangeneh

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

概率论 · 数学 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh

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…

概率论 · 数学 2010-10-18 Carlo Marinelli , Michael Röckner

We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in…

概率论 · 数学 2019-11-01 Carlo Marinelli , Luca Scarpa

We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations…

偏微分方程分析 · 数学 2009-09-22 Carlo Marinelli , Giacomo Ziglio

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…

概率论 · 数学 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our framework covers…

概率论 · 数学 2009-11-23 Stefano Bonaccorsi , Ciprian Tudor

In this addendum we provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures in the framework of the semigroup approach with…

概率论 · 数学 2024-10-02 Stefan Tappe

We prove absolute continuity of the law of the solution, evaluated at fixed points in time and space, to a parabolic dissipative stochastic PDE on $L^2(G)$, where $G$ is an open bounded domain in $\mathbb{R}^d$ with smooth boundary. The…

概率论 · 数学 2019-05-22 Carlo Marinelli , Lluís Quer-Sardanyons

We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on $L^2(\mathcal{O})$ (evaluated at fixed points in time and space), where $\mathcal{O}$ is an open bounded domain in $\mathbb{R}^d$.…

概率论 · 数学 2012-02-23 Carlo Marinelli , Eulalia Nualart , Lluís Quer-Sardanyons

We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear…

概率论 · 数学 2025-11-21 Stefan Tappe

We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…

偏微分方程分析 · 数学 2012-05-29 Carlo Marinelli , Luca Di Persio , Giacomo Ziglio

We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…

统计理论 · 数学 2019-04-05 Igor Cialenco , Hyun-Jung Kim , Sergey V. Lototsky
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