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We show a stochastic version of the Schauder-Tychonoff fixed point theorem which yields a solution of the martingale problem for a class of systems of nonlinear reaction-diffusion equations driven by a cylindrical Wiener process and a…

概率论 · 数学 2025-12-16 Erika Hausenblas , Michael A. Högele , Fahim Kistosil

One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our…

概率论 · 数学 2026-02-23 Erika Hausenblas , Ankit Kumar , Jonas M. Tölle

In this paper, we study the stochastic degenerate Keller-Segel system perturbed by linear multiplicative noise in a bounded domain $\mathcal{O}$. We establish the global existence of martingale solutions for this model with any nonnegative…

偏微分方程分析 · 数学 2025-02-28 Jinhuan Wang , Qian Li , Hui Huang

The existence of global nonnegative martingale solutions to cross-diffusion systems of Shigesada-Kawasaki-Teramoto type with multiplicative noise is proven. The model describes the stochastic segregation dynamics of an arbitrary number of…

概率论 · 数学 2025-02-04 Marcel Braukhoff , Florian Huber , Ansgar Jüngel

The existence of global nonnegative martingale solutions to a stochastic cross-diffusion system for an arbitrary but finite number of interacting population species is shown. The random influence of the environment is modeled by a…

概率论 · 数学 2020-03-20 Gaurav Dhariwal , Ansgar Jüngel , Nicola Zamponi

The existence of global nonnegative martingale solutions to a cross-diffusion system of Shigesada-Kawasaki-Teramoto type with multiplicative noise is proven. The model describes the segregation dynamics of populations with an arbitrary…

概率论 · 数学 2020-12-24 Gaurav Dhariwal , Florian Huber , Ansgar Jüngel

We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schr\"{o}dinger equation with nonlinear multiplicative jump noise in the Marcus…

概率论 · 数学 2021-04-20 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

In this paper, we study the classical Keller - Segel system on a two-dimensional domain perturbed by a pair of Wiener processes, where the leading diffusion term is replaced by a porous media term. Since the randomness is intrinsic, the…

偏微分方程分析 · 数学 2022-09-27 Erika Hausenblas , Debopriya Mukherjee , Ali Zakaria

A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…

概率论 · 数学 2021-11-05 Soveny Solís , Vicente Vergara

Under suitable assumptions of regularity and non-degeneracy on the covariance of the driving additive noise, any Markov solution to the stochastic Navier-Stokes equations has an associated generator of the diffusion and is the unique…

概率论 · 数学 2009-02-10 Marco Romito

We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

偏微分方程分析 · 数学 2025-12-16 Agus L. Soenjaya , Thanh Tran

The purpose of this paper is to establish the well-posedness of martingale (probabilistic weak) solutions to stochastic degenerate aggregation--diffusion equations arising in biological and public health contexts. The studied equation is of…

概率论 · 数学 2025-10-07 Mostafa Bendahmane , Mohamed Mehdaoui , Mouhcine Tilioua

We construct a martingale solution of the stochastic nonlinear Schr\"odinger equation with a multiplicative noise of jump type in the Marcus canonical form. The problem is formulated in a general framework that covers the subcritical…

概率论 · 数学 2018-09-27 Zdzisław Brzeźniak , Fabian Hornung , Utpal Manna

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

Stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains driven by a multiplicative Gaussian noise are considered. The noise term depends on the unknown velocity and its spatial derivatives. The existence of a martingale…

概率论 · 数学 2017-01-03 Zdzisław Brzeźniak , Elżbieta Motyl

We consider the stochastic thin-film equation with colored Gaussian Stratonovich noise in one space dimension and establish the existence of nonnegative weak (martingale) solutions. The construction is based on a Trotter-Kato-type…

概率论 · 数学 2022-08-02 Benjamin Gess , Manuel V. Gnann

In this note we study the 2d stochastic quasi-geostrophic equation in $\mathbb{T}^2$ for general parameter $\alpha\in (0,1)$ and multiplicative noise. We prove the existence of martingale solutions and pathwise uniqueness under some…

概率论 · 数学 2018-06-18 Michael Röckner , Rongchan Zhu , Xiangchan Zhu

We establish the existence of martingale solutions to a class of stochastic conservation equations. The underlying models correspond to random perturbations of kinetic models for collective motion such as the Cucker-Smale and Motsch-Tadmor…

概率论 · 数学 2020-07-06 Arnaud Debussche , Angelo Rosello

We prove pathwise uniqueness and strong existence of solutions for stochastic reaction-diffusion systems with locally Lipschitz continuous reaction term of polynomial growth and H\"older continuous multiplicative noise. Under additional…

概率论 · 数学 2012-09-24 Markus C. Kunze

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

概率论 · 数学 2023-07-10 Zdzisław Brzeźniak , Benedetta Ferrario , Margherita Zanella
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