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相关论文: A regularity theory for stochastic generalized Bur…

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We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: $$ du = (a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^{i}|u|^\lambda u_{x^i})dt + \sigma^k(u)dw_t^k,\quad…

概率论 · 数学 2022-05-24 Beom-Seok Han

We present the $L_p$-solvability for stochastic time fractional Burgers' equations driven by multiplicative space-time white noise: $$ \partial_t^\alpha u = a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^i u u_{x^i} +…

概率论 · 数学 2023-02-07 Beom-Seok Han

We present uniqueness and existence in weighted Sobolev spaces of the equation $$ u_t=(au_{xx}+bu_x+cu)+ \xi |u|^{1+\lambda} {\dot{B}}, \quad\,\, t>0, \, x\in (0,1) $$ with initial data $u(0,\cdot)=u_0$ and zero boundary data. Here…

概率论 · 数学 2019-05-29 Beom-seok Han , Kyeong-hun Kim

We study a generalized 1d periodic SPDE of Burgers type: $$ \partial_t u =- A^\theta u + \partial_x u^2 + A^{\theta/2} \xi $$ where $\theta > 1/2$, $-A$ is the 1d Laplacian, $\xi$ is a space-time white noise and the initial condition $u_0$…

概率论 · 数学 2013-04-10 M. Gubinelli , M. Jara

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

概率论 · 数学 2015-10-23 Zdzisław Brzeźniak , Jerzy Zabczyk

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

数值分析 · 数学 2017-06-06 Guang-an Zou , Bo Wang

In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac…

概率论 · 数学 2017-09-21 Peter Lewis , David Nualart

We study the stochastic Burgers equation driven by a multiplicative Rosenblatt noise with Hurst parameter $H \in (1/2,1)$. Using a fixed-point argument in a Malliavin--Sobolev space that controls the solution and its first two Malliavin…

概率论 · 数学 2026-02-17 Atef Lechiheb

We consider the non-linear equation $T^{-1} u+\partial_tu-\partial_x^2\pi(u)=\xi$ driven by space-time white noise $\xi$, which is uniformly parabolic because we assume that $\pi'$ is bounded away from zero and infinity. Under the further…

偏微分方程分析 · 数学 2015-12-21 Felix Otto , Hendrik Weber

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

偏微分方程分析 · 数学 2012-08-21 Raphael Kruse , Stig Larsson

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

概率论 · 数学 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

We study the stochastic Burgers equation driven by an additive Hermite sheet of order $q \ge 1$. The equation is formulated in the mild sense using the heat semigroup, and existence and uniqueness of solutions are established via a…

概率论 · 数学 2026-05-25 Atef Lechiheb

We study stochastic Burgers equation driven by a rough noise $(-\Delta)^{\gamma} dW_t$, where $\Delta$ is the Laplacian in one dimension with Dirichlet boundary conditions, and $\gamma \in [0,1/4)$. We prove exponential estimates for the…

概率论 · 数学 2026-05-28 Francesco C. De Vecchi , Josef Janák , Enrico Priola

In this work, we focus on the global solvability and uniform large deviations for the solutions of stochastic generalized Burgers-Huxley (SGBH) equation perturbed by a small multiplicative white in time and colored in space noise. The SGBH…

概率论 · 数学 2023-02-14 Ankit Kumar , Vivek Kumar , Manil T. Mohan

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

概率论 · 数学 2022-10-25 Stefano Bruno , Benjamin Gess , Hendrik Weber

In this paper, we are concerned with regularity of nonlocal stochastic partial differential equations of parabolic type. By using Companato estimates and Sobolev embedding theorem, we first show the H\"{o}lder continuity (locally in the…

概率论 · 数学 2018-02-13 Guangying Lv , Hongjun Gao , Jinlong Wei , Jiang-Lun Wu

The present work deals with the global solvability as well as absolute continuity of the law of the solution to stochastic generalized Burgers-Huxley (SGBH) equation driven by multiplicative space-time white noise in a bounded interval of…

概率论 · 数学 2023-07-06 Ankit Kumar , Manil T. Mohan

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

概率论 · 数学 2018-12-12 Zhao Dong , Rangrang Zhang

In this article, we study the space-time SPDE $$ \partial_t^\beta u=-(-\Delta)^{\alpha/2} u+I_t^{1-\beta}[b(u)+\sigma(u)\dot{W}],$$ where $u=u(t,x)$ is defined for $(t,x)\in\mathbb{R}_+\times \mathbb{R},$ $\beta\in(0,1), \alpha\in(0,2)$ and…

概率论 · 数学 2025-11-17 Ngartelbaye Guerngar , Erkan Nane

We deal with a class of semilinear SPDEs driven by space-time white noise that includes the one dimensional stochastic Burgers equation. Such equations can have nonlocal and quadratic nonlinearities. We consider the problem of estimation of…

统计理论 · 数学 2025-10-31 Josef Janák , Enrico Priola
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