相关论文: Existence and convergence results for infinite dim…
From the mathematical side, nonlinear Schr\"odinger equations are usually investigated via variational methods, that cease to work in higher dimensions. This thesis tries to overcome this problem by focusing on spherically symmetric…
In this work, we prove the existence and uniqueness of $\mu$-pseudo almost automorphic solutions for some class of semilinear nonautonomous evolution equations of the form: $ u'(t)=A(t)u(t)+f(t,u(t)),\; t\in\mathbb{R} $ where $ (A(t))_{t\in…
We prove that distribution dependent (also called McKean--Vlasov) stochastic delay equations of the form \begin{equation*} \mathrm{d}X(t)= b(t,X_t,\mathcal{L}_{X_t})\mathrm{d}t+ \sigma(t,X_t,\mathcal{L}_{X_t})\mathrm{d}W(t) \end{equation*}…
We consider NLS on $\T^2$ with multiplicative spatial white noise and nonlinearity between cubic and quartic. We prove global existence, uniqueness and convergence almost surely of solutions to a family of properly regularized and…
We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…
In this paper we discuss backward stochastic differential equations with Markov chain noise, having continuous drivers. We obtain the existence of a solution which is possibly not unique. Moreover, we show there is a minimal solution for…
In this paper we show the strong existence and the pathwise uniqueness of an infinite-dimensional Stochastic Differential Equation (SDE) corresponding to the bulk limit of Dyson's Brownian Motion (DBM), for all $\beta\geq 1$. Our…
We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\"odinger equations driven by additive It\^o noise. The class of nonlinearities of interest includes nonlocal…
This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…
This work investigates radial solutions for nonlinear fractional Schr\"odinger equations driven by multiplicative noise. Leveraging radial deterministic and stochastic Strichartz estimates, we establish local well-posedness in the…
In this paper, we study the existence of random periodic solutions for nonlinear stochastic differential equations with additive white noise. We extend the input-to-state characteristic operator of the system to the non-autonomous…
In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…
In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the…
Consider an It\^{o} process $X$ satisfying the stochastic differential equation $dX=a(X)\,dt+b(X)\,dW$ where $a,b$ are smooth and $W$ is a multidimensional Brownian motion. Suppose that $W_n$ has smooth sample paths and that $W_n$ converges…
In this paper, we study the existence of solutions of stochastic incompressible non-Newtonian fluid models in $\mathbb{R}$. For the existence of solutions, we assume that the extra stress tensor $S$ is represented by $S({\mathbb A}) =…
We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…
In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…
This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…
We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…
We study the existence of fully nontrivial solutions to the system $$-\Delta u_i+ \lambda_iu_i = \sum\limits_{j=1}^\ell \beta_{ij}|u_j|^p|u_i|^{p-2}u_i\ \hbox{in}\ \Omega, \qquad i=1,\ldots,\ell,$$ in a bounded or unbounded domain $\Omega$…