相关论文: A Sobolev space theory for the Stochastic Partial …

We study parametric estimation for second order linear parabolic stochastic partial differential equations (SPDEs) in two space dimensions driven by two types of $Q$-Wiener processes based on high frequency spatio-temporal data. First, we…

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

We study the problem of learning the law of linear stochastic partial differential equations (SPDEs) with additive Gaussian forcing from spatiotemporal observations. Most existing deep learning approaches either assume access to the driving…

The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does in general not satisfy an It\^{o} formula like the solution…

We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…

We study the space-time nonlinear fractional stochastic heat equation driven by a space-time white noise, \begin{align*} \partial_t^\beta u(t,x)=-(-\Delta)^{\alpha/2}u(t,x)+I_t^{1-\beta}\Big[\sigma(u(t,x))\dot{W}(t,x)\Big],\ \ t>0, \ x\in…

This paper is concerned with the backward stochastic differential equations whose generator is a weighted fractional Brownian field: $Y_t=\xi+\int_t^T Y_s W (ds,B_s) -\int_t^T Z_sdB_s$, $0\le t\le T$, where $W$ is a $(d+1)$-parameter…

We consider a family of singular surface quasi-geostrophic equations $$ \partial_{t}\theta+u\cdot\nabla\theta=-\nu (-\Delta)^{\gamma/2}\theta+(-\Delta)^{\alpha/2}\xi,\qquad u=\nabla^{\perp}(-\Delta)^{-1/2}\theta, $$ on…

We introduce a definition of the fractional Laplacian $(-\Delta)^{s(\cdot)}$ with spatially variable order $s:\Omega\to [0,1]$ and study the solvability of the associated Poisson problem on a bounded domain $\Omega$. The initial motivation…

Let $\mathcal{X}$ be a real separable Hilbert space. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow\mathcal{X}$ be a (smooth enough) function and let $\{W(t)\}_{t\geq 0}$ be…

In this article, we consider a stochastic partial differential equation (SPDE) driven by a L\'evy white noise, with Lipschitz multiplicative term $\sigma$. We prove that under some conditions, this equation has a unique random field…

In this article, we investigate the semiclassical version of the wave equation for the discrete Schr\"{o}dinger operator, $\mathcal{H}_{\hbar,V}:=-\hbar^{-2}\mathcal{L}_{\hbar}+V$ on the lattice $\hbar\mathbb{Z}^{n},$ where…

We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…

Fractional operators are widely used in mathematical models describing abnormal and nonlocal phenomena. Although there are extensive numerical methods for solving the corresponding model problems, theoretical analysis such as the regularity…

In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\circ \mathrm{d}W_i(s)+\left(V(x)+\mu\Delta…

In this paper, we study the existence of random periodic solutions for semilinear SPDEs on a bounded domain with a smooth boundary. We identify them as the solutions of coupled forward-backward infinite horizon stochastic integral equations…

By taking the Weyl equation with external electro-magnetic potentials as the simplest representative for a system of PDOs, we give a new method of treating non-commutativity of coefficients matrices. More precisely, we construct a Fourier…

Consider a classical elliptic pseudodifferential operator $P$ on ${\Bbb R}^n$ of order $2a$ ($0<a<1)$ with even symbol. For example, $P=A(x,D)^a$ where $A(x,D)$ is a second-order strongly elliptic differential operator; the fractional…

In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…

Let $\Omega\subset\mathbb{C}^m$ be a bounded pseudoconvex domain with smooth boundary. For each $k\in\mathbb{N}$, we give a sufficient condition to estimate the $\bar\partial$-Neumann operator in the Sobolev space $W^k(\Omega)$. The key…