相关论文: Martingale solutions for the compressible MHD syst…

We study multiplicative SDEs perturbed by an additive fractional Brownian motion on another probability space. Provided the Hurst parameter is chosen in a specified regime, we establish existence of probabilistically weak solutions to the…

In this paper we prove the existence of weak martingale solutions to the stochastic Navier-Stokes Equations driven by pure jump L\'evy processes. Our proof consists of two parts. In the first one, mostly classical, we recall a priori…

This article is devoted to the Relativistic Vlasov-Maxwell system in space dimension three. We prove the local smooth solvability for weak topologies (and its long time version for small data). This result is derived from a representation…

The stochastic thin-film equation with mobility exponent $n\in [\frac{8}{3},3)$ on the one-dimensional torus with multiplicative Stratonovich noise is considered. We show that martingale solutions exist for non-negative initial values. This…

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

We investigate the compressible magnetohydrodynamic equations subject to large external potential forces with discontinuous initial data in a three-dimensional bounded domain under Navier-slip boundary conditions. We show the global…

In the framework of a mixed finite element method, a structure-preserving formulation for incompressible magnetohydrodynamic (MHD) equations with general boundary conditions is proposed. A leapfrog-type temporal scheme fully decouples the…

In the present work, we investigate stochastic third grade fluids equations in a $d$-dimensional setting, for $d = 2, 3$. More precisely, on a bounded and simply connected domain $\mathcal{D}$ of $\mathbb{R}^d$, $d = 2,3$, with a…

We introduce an efficient computational framework for solving a class of multi-marginal martingale optimal transport problems, which includes many robust pricing problems of large financial interest. Such problems are typically…

This paper studies the global well-posedness of the incompressible magnetohydrodynamic (MHD) system with a velocity damping term. We establish the global existence and uniqueness of smooth solutions when the initial data is close to an…

In this article, we investigate the global existence of martingale suitable weak solutions to stochastic Ericksen-Leslie equations with additive noise in a 3D torus. The notion of suitable weak solutions has been introduced to address…

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal…

Stochastic solutions are obtained for the Maxwell-Vlasov equation in the approximation where magnetic field fluctuations are neglected and the electrostatic potential is used to compute the electric field. This is a reasonable approximation…

We establish the existence and uniqueness of both local martingale and local pathwise solutions of an abstract nonlinear stochastic evolution system. The primary application of this abstract framework is to infer the local existence of…

Numerical methods for solving the ideal magnetohydrodynamic (MHD) equations in more than one space dimension must either confront the challenge of controlling errors in the discrete divergence of the magnetic field, or else be faced with…

In this paper, we provide some results on Skorokhod embedding with local time and its applications to the robust hedging problem in finance. First we investigate the robust hedging of options depending on the local time by using the…

We focus on a class of BSDEs driven by a cadlag martingale and corresponding Markov type BSDE which arise when the randomness of the driver appears through a Markov process. To those BSDEs we associate a deterministic problem which, when…

We prove existence of weak solutions (in the probabilistic sense) for a general class of stochastic semilinear wave equations on bounded domains of $R^d$ driven by a possibly discontinuous square integrable martingale.

We define multiple stochastic integrals with respect to c\`{a}dl\`{a}g martingales and prove moment bounds and chaos expansions, which allow to work with them in a way similar to Wiener stochastic integrals. In combination with the…