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In this article we study the differentiability of solutions of parabolic semilinear stochastic evolution equations (SEEs) with respect to their initial values. We prove that if the nonlinear drift coefficients and the nonlinear diffusion…

概率论 · 数学 2021-11-02 Adam Andersson , Arnulf Jentzen , Ryan Kurniawan , Timo Welti

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

泛函分析 · 数学 2022-05-02 Antonio Agresti , Mark Veraar

This paper is devoted to studying stochastic parabolic evolution equations with additive noise in Banach spaces of M-type 2. We construct both strict and mild solutions possessing very strong regularities. First, we consider the linear…

概率论 · 数学 2017-04-14 Ton Viet Ta

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

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 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

In the recent years there has been an increased interest in studying regularity properties of the derivatives of stochastic evolution equations (SEEs) with respect to their initial values. In particular, in the scientific literature it has…

概率论 · 数学 2017-03-28 Mario Hefter , Arnulf Jentzen , Ryan Kurniawan

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 study quasilinear degenerate parabolic-hyperbolic stochastic partial differential equations with general multiplicative noise within the framework of kinetic solutions. Our results are twofold: First, we establish new regularity results…

概率论 · 数学 2017-09-19 Benjamin Gess , Martina Hofmanová

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

The main objective of this work is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near stationary solutions. Such…

概率论 · 数学 2008-09-19 Salah-Eldin A Mohammed , Tusheng Zhang , Huaizhong Zhao

The initial-boundary value problems for linear non-autonomous first order evolution equations are examined. Our assumptions provide a unified treatment which is applicable to many situations, where the domains of the operators may change…

偏微分方程分析 · 数学 2018-06-08 S. G. Pyatkov

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

数值分析 · 数学 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

We analyze the effect of random initial conditions on the local well--posedness of semi--linear PDEs, to investigate to what extent recent ideas on singular stochastic PDEs can prove useful in this framework.

概率论 · 数学 2020-04-29 Dirk Blömker , Giuseppe Cannizzaro , Marco Romito

We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…

概率论 · 数学 2013-08-01 Nikolai Dokuchaev

In this paper we consider an initial boundary value problem for a semilinear parabolic equation with nonlinear nonlocal boundary condition. We prove comparison principle, the existence theorem of a local solution and study the problem of…

偏微分方程分析 · 数学 2014-12-17 Alexander Gladkov , Tatiana Kavitova

In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to…

概率论 · 数学 2014-02-28 Matthijs Pronk , Mark Veraar

We establish the existence of solutions of the Cauchy problem for a higher-order semilinear parabolic equation by introducing a new majorizing kernel. We also study necessary conditions on the initial data for the existence of local-in-time…

偏微分方程分析 · 数学 2019-09-13 Kazuhiro Ishige , Tatsuki Kawakami , Shinya Okabe

In this work we study the existence and uniqueness of ({\omega},c)-periodic solutions for semilinear evolution equations in complex Banach spaces.

偏微分方程分析 · 数学 2019-10-07 Makrina Agaoglou , Michal Feckan , Angeliki P. Panagiotidou

In this thesis we consider so-called linear evolutionary problems, a class of linear partial differential equations covering classical elliptic, parabolic and hyperbolic equations from mathematical physics as well as classes of…

偏微分方程分析 · 数学 2017-07-10 Sascha Trostorff
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