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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 establish a unique continuation property for stochastic heat equations evolving in a bounded domain $G$. Our result shows that the value of the solution can be determined uniquely by means of its value on an arbitrary open subdomain of…

偏微分方程分析 · 数学 2014-05-06 Qi Lu , Zhongqi Yin

We study the one-dimensional stochastic heat equation with unbounded, nonlinear,Lipschitz coefficients with Dirichlet boundary conditions. Using Malliavin calculus, we construct a piecewise approximation of the solution u and establish…

偏微分方程分析 · 数学 2025-02-27 D. Farazakis , G. Karali , A. Stavrianidi

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…

概率论 · 数学 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

We study the nonlinear fractional stochastic heat equation in the spatial domain $\mathbb{R}$ driven by space-time white noise. The initial condition is taken to be a measure on $\mathbb{R}$, such as the Dirac delta function, but this…

概率论 · 数学 2014-09-16 Le Chen , Robert C. Dalang

We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…

偏微分方程分析 · 数学 2011-07-01 Tongkeun Chang , Kijung Lee , Minsuk Yang

Departing from the weak solution, we prove the uniqueness, smoothing estimates and the global dynamics for the non cutoff spatially homogeneous Boltzmann equation with moderate soft potentials. Our results show that the behavior of the…

偏微分方程分析 · 数学 2022-04-05 Ling-Bing He , Jie Ji

We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…

概率论 · 数学 2013-10-14 G. Da Prato , F. Flandoli , E. Priola , M. Röckner

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

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

概率论 · 数学 2016-11-08 Oleg Butkovsky , Leonid Mytnik

Under a mild Lipschitz condition we prove a theorem on the existence and uniqueness of global solutions to delay fractional differential equations. Then, we establish a result on the exponential boundedness for these solutions.

经典分析与常微分方程 · 数学 2018-08-24 N. D. Cong , H. T. Tuan

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 consider a class of stochastic heat equations driven by truncated $\alpha$-stable white noises for $1<\alpha<2$ with noise coefficients that are continuous but not necessarily Lipschitz and satisfy globally linear growth conditions. We…

概率论 · 数学 2024-04-02 Yongjin Wang , Chengxin Yan , Xiaowen Zhou

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 consider a Stratonovich heat equation in $(0,1)$ with a nonlinear multiplicative noise driven by a trace-class Wiener process. First, the equation is shown to have a unique mild solution. Secondly, convolutional rough paths techniques…

概率论 · 数学 2013-01-22 Aurélien Deya , Maria Jolis , Lluís Quer-Sardanyons

In the first part of this work, we establish the existence and uniqueness of a local mild solution to the deterministic convective Brinkman-Forchheimer (CBF) equations defined on the whole space, by using properties of the heat semigroup…

概率论 · 数学 2021-02-03 Manil T. Mohan

In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid…

概率论 · 数学 2016-10-05 Zdzislaw Brzeźniak , Erika Hausenblas , Paul Razafimandimby

We prove the global existence and the uniqueness of the $L^p\cap H_0^1-$valued ($2\leq p < \infty$) strong solutions of a nonlinear heat equation with constraints over bounded domains in any dimension $d\geq 1$. Along with the…

偏微分方程分析 · 数学 2025-07-02 Ashish Bawalia , Zdzisław Brzeźniak , Manil T. Mohan

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

概率论 · 数学 2023-06-13 Le Chen , Panqiu Xia

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…

概率论 · 数学 2011-10-24 Said Karim Bounebache , Lorenzo Zambotti