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In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

概率论 · 数学 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

概率论 · 数学 2018-12-12 Zhao Dong , Rangrang Zhang

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

偏微分方程分析 · 数学 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol

This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…

偏微分方程分析 · 数学 2021-12-14 Shiduo Qu , Wenlei Li , Shaoyun Shi

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

数值分析 · 数学 2017-06-06 Guang-an Zou , Bo Wang

In this paper, we study the existence of random periodic solutions for semilinear stochastic partial differential equations with multiplicative linear noise on a bounded open domain ${\cal O}\subset {\mathbb R}^d$ with smooth boundary. We…

概率论 · 数学 2018-03-02 Chunrong Feng , Yue Wu , Huaizhong Zhao

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

概率论 · 数学 2025-07-28 Wei Hong , Shihu Li , Wei Liu

For the nonlinear stochastic partial differential equation which is driven by multiplicative noise of the form \[D_t^\beta u = \left[ { - {{\left( { - \Delta } \right)}^s}u + \zeta \left( u \right)} \right]dt + A\sum\limits_{m \in Z_0^d}…

概率论 · 数学 2022-11-18 Fei Gao , Xinyi Xie , Hui Zhan

By employing a suitable multiplicative It\^o noise with radial structure and with more than linear growth, we show the existence of a unique, global-in-time, strong solution for the stochastic Euler equations in two and three dimensions.…

概率论 · 数学 2025-05-30 Marco Bagnara , Mario Maurelli , Fanhui Xu

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…

偏微分方程分析 · 数学 2025-06-03 Ao Zhang , Yanjie Zhang , Jinqiao Duan

In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also include…

偏微分方程分析 · 数学 2009-11-19 Pascal Azerad , Mohamed Mellouk

In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.

概率论 · 数学 2011-11-07 Arnulf Jentzen , Michael Roeckner

We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial $\alpha$-stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate…

概率论 · 数学 2017-07-18 Yueling Li , Longjie Xie , Yingchao Xie

In this article we present a way of treating stochastic partial differential equations with multiplicative noise by rewriting them as stochastically perturbed evolutionary equations in the sense of \cite{picardbook}, where a general…

概率论 · 数学 2016-11-08 André Süß , Marcus Waurick

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

概率论 · 数学 2021-03-30 Michele Coghi , Benjamin Gess

This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…

偏微分方程分析 · 数学 2013-04-01 Olivier Pinaud

In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…

概率论 · 数学 2024-12-20 Sara Mazzonetto , Diyora Salimova

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

概率论 · 数学 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…

概率论 · 数学 2007-05-23 Lahcen Boulanba , M'hamed Eddahbi , Mohamed Mellouk

In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid…

概率论 · 数学 2016-10-05 Zdzislaw Brzeźniak , Erika Hausenblas , Paul Razafimandimby
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