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相关论文: H\"older-continuity for the nonlinear stochastic h…

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We investigate the H\"older continuity of solutions to stochastic partial differential equations of the form $\frac{\partial u}{\partial t}=\mathcal{L}u+\sigma(u)\dot{F}$, subject to a suitable initial condition. The noise term $\dot{F}$ is…

概率论 · 数学 2025-11-03 Sudheesh Surendranath

We consider the stochastic wave and heat equations with affine multiplicative Gaussian noise which is white in time and behaves in space like the fractional Brownian motion with index $H \in (\frac14,\frac12)$. The existence and uniqueness…

概率论 · 数学 2016-02-01 Raluca M. Balan , Maria Jolis , Lluís Quer-Sardanyons

This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…

概率论 · 数学 2012-10-08 Le Chen , Robert C. Dalang

Sharp Besov regularities in time and space variables are investigated for $\left(u(t,x),\; t\in [0,T],\; x\in \mathbb{R}\right)$, the mild solution to the stochastic heat equation driven by space-time white noise. Existence, H\"{o}lder…

概率论 · 数学 2021-10-11 Brahim Boufoussi , Yassine Nachit

In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…

概率论 · 数学 2019-02-08 Le Chen , Jingyu Huang

We consider a family of nonlinear stochastic heat equations of the form $\partial_t u=\mathcal{L}u + \sigma(u)\dot{W}$, where $\dot{W}$ denotes space-time white noise, $\mathcal{L}$ the generator of a symmetric L\'evy process on $\R$, and…

概率论 · 数学 2011-10-19 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…

概率论 · 数学 2013-09-02 Yaozhong Hu , Jingyu Huang , David Nualart

In this paper, we consider semilinear stochastic fractional heat equation $\frac{\partial}{\partial t}u_{\beta,t}(x)=\triangle^{\alpha/2}u_{\beta,t}(x)+\sigma(u_{\beta,t}(x))\eta_{\beta}$. The Gaussian noise $\eta_{\beta}$ is assumed to be…

概率论 · 数学 2016-08-30 Kexue Li

In this paper, we consider the one-dimensional stochastic heat equation driven by a space time white noise. In two different scenarios: {\it (i)} initial condition $u_0=1$ and general nonlinear coefficient $\sigma$ and {\it (ii)}: initial…

概率论 · 数学 2021-08-24 Sefika Kuzgun , David Nualart

This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…

概率论 · 数学 2014-02-12 Yaozhong Hu , Jingyu Huang , David Nualart , Samy Tindel

We consider the non-linear equation $T^{-1} u+\partial_tu-\partial_x^2\pi(u)=\xi$ driven by space-time white noise $\xi$, which is uniformly parabolic because we assume that $\pi'$ is bounded away from zero and infinity. Under the further…

偏微分方程分析 · 数学 2015-12-21 Felix Otto , Hendrik Weber

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

概率论 · 数学 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

In this paper, we use local fraction derivative to show the H\"older continuity of the solution to the following nonlinear time-fractional slow and fast diffusion equation:…

概率论 · 数学 2021-05-04 Le Chen , Guannan Hu

In this paper, we study a nonlinear one spatial dimensional stochastic heat equations driven by Gaussian noise: $\frac{\partial u }{\partial t}=\frac{\partial^2 u }{\partial x^2}+\sigma(u )\dot{W} $, where $\dot{W} $ is white in time and…

概率论 · 数学 2021-01-05 Yaozhong Hu , Xiong Wang

In this paper, we are concerned with regularity of nonlocal stochastic partial differential equations of parabolic type. By using Companato estimates and Sobolev embedding theorem, we first show the H\"{o}lder continuity (locally in the…

概率论 · 数学 2018-02-13 Guangying Lv , Hongjun Gao , Jinlong Wei , Jiang-Lun Wu

In this article, we consider the stochastic wave and heat equations on $\mathbb{R}$ with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index…

概率论 · 数学 2014-07-16 Raluca Balan , Maria Jolis , Lluis Quer-Sardanyons

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

We consider a nonlinear stochastic heat equation on $[0,T]\times [-L,L]$, driven by a space-time white noise $W$, with a given initial condition $u_0: \mathbb{R} \to \mathbb{R}$ and three different types of (vanishing) boundary conditions:…

概率论 · 数学 2025-09-03 David Candil , Robert C. Dalang , Marta Sanz Solé

We introduce the uniqueness, existence, $L_p$-regularity, and maximal H\"older regularity of the solution to semilinear stochastic partial differential equation driven by a multiplicative space-time white noise: $$ u_t = au_{xx} + bu_{x} +…

概率论 · 数学 2022-05-24 Beom-Seok Han

We present uniqueness and existence in weighted Sobolev spaces of the equation $$ u_t=(au_{xx}+bu_x+cu)+ \xi |u|^{1+\lambda} {\dot{B}}, \quad\,\, t>0, \, x\in (0,1) $$ with initial data $u(0,\cdot)=u_0$ and zero boundary data. Here…

概率论 · 数学 2019-05-29 Beom-seok Han , Kyeong-hun Kim
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