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相关论文: Explosive solutions of parabolic stochastic partia…

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This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations.…

偏微分方程分析 · 数学 2014-10-14 Guangying Lv , Jinqiao Duan

In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…

概率论 · 数学 2014-04-29 Yan Wang

In this paper, we use a unified framework to study Poisson stable (including stationary, periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, almost recurrent in the sense of Bebutov, Levitan almost periodic,…

动力系统 · 数学 2020-02-04 Xin Liu , Zhenxin Liu

In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…

概率论 · 数学 2026-04-29 Raluca M. Balan , Jinxin Wang

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

概率论 · 数学 2013-07-17 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

概率论 · 数学 2019-07-04 David Berger

The blow-up phenomena of stochastic semilinear parabolic equations with additive as well as linear multiplicative L\'evy noises are investigated in this work. By suitably modifying the concavity method in the stochastic context, we…

概率论 · 数学 2024-04-11 Manil T. Mohan , S. Pradeep , S. Sankar , S. Karthikeyan

In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is…

概率论 · 数学 2024-09-20 Raluca M. Balan , Juan J. Jiménez

This paper deals with linear stochastic partial differential equations with variable coefficients driven by L\'{e}vy white noise. We first derive an existence theorem for integral transforms of L\'{e}vy white noise and prove the existence…

概率论 · 数学 2021-02-12 David Berger , Farid Mohamed

In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindrical L\'evy process $L$ is established. The coefficients $F$…

概率论 · 数学 2019-12-17 Tomasz Kosmala , Markus Riedle

We consider a type of stochastic nonlinear beam equation driven by L\'{e}vy noise. By using a suitable Lyapunov function and applying the Khasminskii test we show the nonexplosion of the mild solutions. In addition, under some additional…

概率论 · 数学 2010-11-25 Zdzisław Brzeźniak , Jiahui Zhu

The characterization of the covariance function of the solution process to a stochastic partial differential equation is considered in the parabolic case with multiplicative L\'evy noise of affine type. For the second moment of the mild…

概率论 · 数学 2017-10-10 Kristin Kirchner , Annika Lang , Stig Larsson

One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…

概率论 · 数学 2013-06-04 Andrey Pilipenko

We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven by a multiplicative L\'evy noise $\xi$ with positive jumps and amplitude $\beta>0$, in arbitrary dimension $d\geq 1$. We prove the existence…

概率论 · 数学 2023-07-12 Quentin Berger , Carsten Chong , Hubert Lacoin

In this paper, we first show the well-posedness of the SDEs driven by L\'{e}vy noises under mild conditions. Then, we consider the existence and uniqueness of periodic solutions of the SDEs. To establish the ergodicity and uniqueness of…

概率论 · 数学 2019-06-20 Xiao-Xia Guo , Wei Sun

We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…

概率论 · 数学 2017-01-03 Shijie Shang , Jianliang Zhai , Tusheng Zhang

The aim of this article is to show the global existence of both martingale and pathwise solutions of stochastic equations with a monotone operator, of the Ladyzenskaya-Smagorinsky type, driven by a general Levy noise. The classical approach…

偏微分方程分析 · 数学 2021-04-27 Phuong Nguyen , Krutika Tawri , Roger Temam

In this article we deal with stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasise is on analysing the effect of multiplicative L\'{e}vy noise to such problems and establishing…

偏微分方程分析 · 数学 2016-04-19 Imran H. Biswas , Ananta K. Majee , Guy Vallet

In this article, we consider the following class of stochastic partial differential equations (SPDE): \begin{equation*} \left\{\begin{aligned}\mathrm{d} \mathbf{X}(t)&=\mathrm{A}(t,\mathbf{X}(t))\mathrm{d}…

概率论 · 数学 2022-09-15 Ankit Kumar , Manil T. Mohan

In this paper we give an $L_p$-theory for stochastic parabolic equations with random fractional Laplacian operator. The driving noises are general L\'evy processes.

概率论 · 数学 2011-11-22 Kyeong-Hun Kim , Panki Kim
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