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We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded…

概率论 · 数学 2020-10-20 Florian Bechtold

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

概率论 · 数学 2025-08-04 Yi Han

In this paper, we consider the strong convergence order of the exponential integrator for the stochastic heat equation driven by an additive fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. By showing the strong order one…

数值分析 · 数学 2020-07-07 Jialin Hong , Chuying Huang

We consider one-dimensional exclusion processes with long jumps given by a transition probability of the form $p_n(\cdot)=s(\cdot)+\gamma_na(\cdot)$, such that its symmetric part $s(\cdot)$ is irreducible with finite variance and its…

概率论 · 数学 2016-06-22 Patricia Gonçalves , Milton Jara

We prove that the any Markov solution to the 3D stochastic Navier-Stokes equations driven by a mildly degenerate noise (i.e.all but finitely many Fourier modes are forced) is uniquely ergodic. This follows by proving strong Feller…

概率论 · 数学 2009-12-10 Lihu Xu , Marco Romito

We study the stochastic Burgers equation driven by an additive Hermite sheet of order $q \ge 1$. The equation is formulated in the mild sense using the heat semigroup, and existence and uniqueness of solutions are established via a…

概率论 · 数学 2026-05-25 Atef Lechiheb

We proved the existence of an infinite dimensional stochastic system driven by white $\alpha$-stable noises ($1<\alpha \leq 2$), and prove this system is strongly mixing. Our method is by perturbing Ornstein-Uhlenbeck $\alpha$-stable…

概率论 · 数学 2009-11-17 Lihu Xu

We modify the coupling method established in [22, 20] and develop a technique to prove the exponential mixing of a 2D stochastic system forced by degenerate Levy noises. In particular, these Levy noises include $\alpha$-stable noises (0 <…

概率论 · 数学 2015-01-27 Lihu Xu

We derive from a class of microscopic asymmetric interacting particle systems on ${\mathbb Z}$, with long range jump rates of order $|\cdot|^{-(1+\alpha)}$ for $0<\alpha<2$, different continuum fractional SPDEs. More specifically, we show…

概率论 · 数学 2016-01-27 Sunder Sethuraman

Let $d\geq 2$. In this paper, we investigate the following stochastic differential equation (SDE) in ${\mathbb R}^d$ driven by Brownian motion $$ {\rm d} X_t=b(t,X_t){\rm d} t+\sqrt{2}{\rm d} W_t, $$ where $b$ belongs to the space ${\mathbb…

概率论 · 数学 2025-08-05 Zimo Hao , Xicheng Zhang

The present work deals with the global solvability as well as asymptotic analysis of stochastic generalized Burgers-Huxley (SGBH) equation perturbed by space-time white noise in a bounded interval of $\mathbb{R}$. We first prove the…

概率论 · 数学 2021-07-02 Ankit Kumar , Manil T. Mohan

For solutions of (inviscid, forceless, one dimensional) Burgers equation with random initial condition, it is heuristically shown that a stationary Feller-Markov property (with respect to the space variable) at some time is conserved at…

混沌动力学 · 物理学 2009-11-10 Marie-Line Chabanol , Jean Duchon

We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…

概率论 · 数学 2019-05-14 Luu Hoang Duc , Phan Thanh Hong , Nguyen Dinh Cong

We establish upper bounds for the weak and strong error resulting from a perturbation of the noise driving the stochastic Burgers equation, where we assume the noise to be additive and of trace class and the initial value to be sufficiently…

概率论 · 数学 2026-03-20 Sonja Cox , Matas Urbonas

In these notes we give a simple proof of the second-order Boltzmann-Gibbs Principle, which is the main tool in order to prove that the equilibrium fluctuations of the WASEP are given, in the regime of the critical strength asymmetry, by the…

概率论 · 数学 2014-08-05 Patrícia Gonçalves

The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…

统计理论 · 数学 2024-11-07 Arnab Ganguly

The elliptical instability of a rotating stratified fluid is examined in the regime of small Rossby number and order-one Burger number corresponding to rapid rotation and strong stratification. The Floquet problem describing the linear…

流体动力学 · 物理学 2009-02-23 Jonathan M Aspden , Jacques Vanneste

The dynamics of velocity fluctuations, governed by the one-dimensional Burgers equation, driven by a white-in-time random force with the spatial spectrum $\overline{|f(k)|^2}\proptok^{-1}$, is considered. High-resolution numerical…

adap-org · 物理学 2015-06-30 Alexei Chekhlov , Victor Yakhot

For $\alpha \in (1,2)$, we study the following stochastic differential equation driven by a non-degenerate symmetric $\alpha$-stable process in $\mathbb{R}^d$: \begin{align*} {\rm d} X_t=b(t,X_t){\mathord{{\rm d}}}…

概率论 · 数学 2025-08-08 Zimo Hao , Mingyan Wu

In this paper, we prove the strong Feller property for stochastic delay (or functional) differential equations with singular drift. We extend an approach of Maslowski and Seidler to derive the strong Feller property of those equations. The…

概率论 · 数学 2020-09-08 Stefan Bachmann