相关论文: Existence and uniqueness for the mild solution of …

We extend some methods developed by Albeverio, Brze\'{z}niak and Wu and we show how to apply them in order to prove existence of global strong solutions of stochastic differential equations with jumps, under a local one-sided Lipschitz…

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the…

We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for…

For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space.…

We study the nonlinear stochastic heat equation in the spatial domain $\mathbb {R}$, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on $\mathbb {R}$,…

In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone…

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stochastic differential equations, where the noise coeffcicient might be non-Lipschitz, and the drift is locally Dini continuous in the…

In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…

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…

Using a rough path formulation, we investigate existence, uniqueness and regularity for the stochastic Landau-Lifshitz-Gilbert equation with Stratonovich noise on the one dimensional torus. As a main result we show the continuity of the…

We establish existence, uniqueness and higher order weighted $L_p$-Sobolev regularity for the stochastic heat equation with zero Dirichlet boundary condition on angular domains and on polygonal domains in $\mathbb{R}^2$. We use a system of…

We prove that conservation of probability for the free heat semigroup on a Riemannian manifold $M$ (namely stochastic completeness), hence a linear property, is equivalent to uniqueness of positive, bounded solutions to nonlinear evolution…

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…

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper…

We address local- and global-in-time well-posedness of the Cauchy problem for nonlinear heat equations without imposing growth rate restrictions on the nonlinearity a priori. Our results constitute a non-trivial expansion of the classical…

We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…

We study the stochastic Nonlinear Schr\"{o}dinger system with multiplicative white noise in energy space $H^1$. Based on deterministic and stochastic Strichartz estimates, we prove the local well-posedness and uniqueness of mild solution.…

We consider the mixed Dirichlet-conormal problem for the heat equation on cylindrical domains with a bounded and Lipschitz base $\Omega\subset \mathbb{R}^d$ and a time-dependent separation $\Lambda$. Under certain mild regularity…