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相关论文: Trotter-Kato approximations of semilinear stochast…

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This paper studies a class of impulsive neutral stochastic partial differential equations in real Hilbert spaces. The main goal here is to consider the Trotter-Kato approximations of mild solutions of such equations in the $p$th-mean…

概率论 · 数学 2022-03-15 Ming Liu , Lingfei Dai , Xia Zhang

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 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

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

The paper is devoted to evolution equations of the form $\partial$ $\partial$t u(t) = --(A + B(t))u(t), t $\in$ I = [0, T ], on separable Hilbert spaces where A is a non-negative self-adjoint operator and B($\times$) is family of…

泛函分析 · 数学 2019-01-09 Hagen Neidhardt , Artur Stephan , Valentin Zagrebnov

In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating…

概率论 · 数学 2022-05-12 Yue Wu , Chenggui Yuan

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 treat the convergence of Carleman linearization of nonlinear evolutionary equations through the approximation theory of strongly continuous semigroups, by Carleman embedding the underlying nonlinear semigroups as linear semigroups.…

量子物理 · 物理学 2026-05-06 Sitanshu Gakkhar , Ala Shayeghi , David C. Del Rey Fernández

In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried…

偏微分方程分析 · 数学 2010-02-01 Carlo Marinelli , Michael Röckner

In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…

概率论 · 数学 2021-11-02 Arnulf Jentzen , Primož Pušnik

The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., \& R\"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans.\ Amer.\ Math.\ Soc.] has turned out to be a useful instrument to study…

概率论 · 数学 2021-11-02 Sonja Cox , Arnulf Jentzen , Ryan Kurniawan , Primož Pušnik

In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to…

概率论 · 数学 2014-02-28 Matthijs Pronk , Mark Veraar

We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…

数值分析 · 数学 2022-01-05 Erika Hausenblas , Mihály Kovács

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

We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…

数学物理 · 物理学 2008-05-08 Luc Bouten , Ramon van Handel , Andrew Silberfarb

We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is…

概率论 · 数学 2007-05-23 Adam Jakubowski , Mikhail Kamenskii , Paul Raynaud De Fitte

Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence rate of the Galerkin approximations to the solution of the…

数值分析 · 数学 2021-11-02 Dirk Blömker , Arnulf Jentzen

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…

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

Structured population models are a class of general evolution equations which are widely used in the study of biological systems. Many theoretical methods are available for establishing existence and stability of steady states of general…

偏微分方程分析 · 数学 2016-02-24 Inom Mirzaev , David M. Bortz

Existence and uniqueness of mild solutions to a class of semilinear stochastic evolution equations with additive noise is proved. The linear part of the drift term is the generator of a compact semigroup of contractions, while the nonlinear…

概率论 · 数学 2025-12-23 Carlo Marinelli
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