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相关论文: Positivity of mild solution to stochastic evolutio…

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We provide sufficient conditions on the coefficients of a stochastic evolution equation on a Hilbert space of functions driven by a cylindrical Wiener process ensuring that its mild solution is positive if the initial datum is positive. As…

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

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 the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having linear part of the type $A+\varepsilon G$, on the parameter $\varepsilon$. In particular, we study…

概率论 · 数学 2021-01-01 Sergio Albeverio , Carlo Marinelli , Elisa Mastrogiacomo

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 establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…

偏微分方程分析 · 数学 2015-12-15 Carlo Marinelli

This paper addresses the existence of nonnegative mild solutions for stochastic evolution inclusions through a weak topology approach. Precisely, the study focuses on stochastic evolution inclusions characterized by multivalued…

概率论 · 数学 2025-08-26 Lucia Angelini , Irene Benedetti , Alessandra Cretarola

We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…

概率论 · 数学 2025-02-04 Alexandra Blessing , Tim Seitz , Stefanie Sonner , Bao Quoc Tang

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 investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…

概率论 · 数学 2021-02-10 Christian Kuehn , Alexandra Neamtu , Stefanie Sonner

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 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 determine sufficient conditions on the volatility coefficient of Musiela's stochastic partial differential equation driven by an infinite dimensional L{\'e}vy process so that it admits a unique local mild solution in spaces of functions…

概率论 · 数学 2008-08-22 Carlo Marinelli

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

In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset\mathbb{R}^{d}$ and driven by an…

概率论 · 数学 2009-02-19 Marta Sanz-Solé , Pierre-A. Vuillermot

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

In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…

概率论 · 数学 2022-11-24 C. A. Fonseca-Mora

We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear…

概率论 · 数学 2025-11-21 Stefan Tappe

In this paper we study the stochastic evolution equation (1.1) in martingale-type 2 Banach spaces (with the linear part of the drift being only a generator of a C0-semigroup). We prove the existence and the uniqueness of solutions to this…

数理金融 · 定量金融 2016-08-23 Zdzislaw Brzezniak , Tayfun Kok

We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $\alpha$-stable cylindrical L\'evy process defined on a Hilbert space for $\alpha \in (1,2)$. The coefficients are assumed to map…

概率论 · 数学 2021-08-05 Tomasz Kosmala , Markus Riedle

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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