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相关论文: On well-posedness of semilinear stochastic evoluti…

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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 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

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 mild and generalized solutions for a class of stochastic semilinear evolution equations driven by additive Wiener and Poisson noise. The non-linear drift term is supposed to be the evaluation operator…

偏微分方程分析 · 数学 2011-10-19 Carlo Marinelli

We study the existence and uniqueness of Lp-bounded mild solutions for a class ofsemilinear stochastic evolutions equations driven by a real L\'evy processes withoutGaussian component not square integrable for instance the stable process…

概率论 · 数学 2024-01-23 Solym M. Manou-Abi

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

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

In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…

偏微分方程分析 · 数学 2019-02-25 Jialin Hong , Zhihui Liu

We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an $L^p$ setting. We obtain existence and uniqueness of mild and weak solutions. The boundary…

概率论 · 数学 2010-01-14 Roland Schnaubelt , Mark Veraar

We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and…

概率论 · 数学 2014-04-09 Markus C. Kunze

This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…

概率论 · 数学 2016-11-15 Ton Viet Ta

We prove a maximum principle for mild solutions to stochastic evolution equations with (locally) Lipschitz coefficients and Wiener noise on weighted $L^2$ spaces. As an application, we provide sufficient conditions for the positivity of…

偏微分方程分析 · 数学 2020-01-01 Carlo Marinelli

We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…

概率论 · 数学 2024-03-19 Kerstin Schmitz , Aleksandra Zimmermann

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

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

In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried…

偏微分方程分析 · 数学 2010-02-01 Carlo Marinelli , Michael Röckner

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 a class of stochastic evolution equations in a Banach space $E$ driven by cylindrical Wiener process. Three different concept of solutions: generalised strong, weak and mild are defined and the conditions under which they are…

泛函分析 · 数学 2014-02-27 Mariusz Górajski

We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…

概率论 · 数学 2026-05-14 Gergely Bodó , Sonja Cox , Adam Jakubowski , Markus Riedle
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