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We investigate the Markov property and the continuity with respect to the initial conditions (strong Feller property) for the solutions to the Navier-Stokes equations forced by an additive noise. First, we prove, by means of an abstract…

概率论 · 数学 2007-05-23 F. Flandoli , M. Romito

The existence of global martingale weak solution for the 2D and 3D stochastic Cahn-Hilliard-Navier-Stokes equations driven by multiplicative noise in a smooth bounded domain is established. In particular, the system is supplied with the…

概率论 · 数学 2022-12-12 Hongjun Gao , Zhaoyang Qiu , Huaqiao Wang

We analyze the Markov property of solutions to the compressible Navier--Stokes system perturbed by a general multiplicative stochastic forcing. We show the existence of an almost sure Markov selection to the associated martingale problem.…

概率论 · 数学 2018-09-20 Dominic Breit , Eduard Feireisl , Martina Hofmanova

We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and singular kernels. Our approach relies on weak convergence…

概率论 · 数学 2021-12-22 Eduardo Abi Jaber , Christa Cuchiero , Martin Larsson , Sergio Pulido

The paper analyses a model in surface growth, where uniqueness of weak solutions seems to be out of reach. We provide the existence of a weak martingale solution satisfying energy inequalities and having the Markov property. Furthermore,…

概率论 · 数学 2007-05-23 D. Blömker , F. Flandoli , M. Romito

We define various higher-order Markov properties for stochastic processes $(X(t))_{t\in \mathbb{T}}$, indexed by an interval $\mathbb{T} \subseteq \mathbb{R}$ and taking values in a real and separable Hilbert space $U$. We furthermore…

概率论 · 数学 2026-01-06 Kristin Kirchner , Joshua Willems

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…

概率论 · 数学 2023-11-07 David Criens , Lars Niemann

In this article, we investigate the global existence of martingale suitable weak solutions to stochastic Ericksen-Leslie equations with additive noise in a 3D torus. The notion of suitable weak solutions has been introduced to address…

偏微分方程分析 · 数学 2025-10-16 Hengrong Du , Chuntian Wang

Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. H\"older continuity of the associated Markov semigroups are discussed in some…

概率论 · 数学 2014-08-01 Shao-Qin Zhang

We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…

偏微分方程分析 · 数学 2022-03-01 Thamsanqa Castern Moyo

In this paper, we construct martingale suitable weak solutions for $3$-dimensional incompressible stochastic Navier-Stokes equations with generally non-linear noise. In deterministic setting, as widely known, ``suitable weak solutions'' are…

概率论 · 数学 2025-05-09 Weiquan Chen , Zhao Dong

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 investigates the stochastic tamed 3D Navier-Stokes equations with locally weak monotonicity coefficients in the whole space as well as in the three-dimensional torus, which play a crucial role in turbulent flows analysis. A…

概率论 · 数学 2025-02-20 Shuaishuai Lu , Xue Yang , Yong Li

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

概率论 · 数学 2022-09-14 Seiichiro Kusuoka

Motivated by applications to proving regularity of solutions to degenerate parabolic equations arising in population genetics, we study existence, uniqueness and the strong Markov property of weak solutions to a class of degenerate…

概率论 · 数学 2014-06-04 Camelia A. Pop

In this paper we prove the existence of weak martingale solutions to the stochastic Navier-Stokes Equations driven by pure jump L\'evy processes. Our proof consists of two parts. In the first one, mostly classical, we recall a priori…

The main purpose of this paper is to show that Markov solutions to the 3D Navier--Stokes equations driven by Gaussian noise have the strong Feller property up to the critical topology given by the domain of the Stokes operator to the power…

概率论 · 数学 2010-03-25 Marco Romito

This paper is concerned with the existence of invariant measure for 3D stochastic primitive equations driven by linear multiplicative noise under non-periodic boundary conditions. The common method is to apply Sobolev imbedding theorem to…

概率论 · 数学 2018-01-30 Rangrang Zhang , Guoli Zhou

We are concerned with the question of well-posedness of stochastic three dimensional incompressible Euler equations. In particular, we introduce a novel class of dissipative solutions and show that (i) existence; (ii) weak--strong…

概率论 · 数学 2020-09-23 Martina Hofmanová , Rongchan Zhu , Xiangchan Zhu

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

概率论 · 数学 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh
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