相关论文: The critical variational setting for stochastic ev…
We introduce a stochastic partial differential equation (SPDE) with elliptic operator in divergence form, with measurable and bounded coefficients and driven by space-time white noise. Such SPDEs could be used in mathematical modelling of…
We derive a sufficient set of conditions on the Euclidean boundary theory in dS/CFT for it to predict classical, Lorentzian bulk evolution at large spatial volumes. Our derivation makes use of a canonical transformation to express the bulk…
In this paper, we delve into the study of evolution equations that exhibit white-noise boundary conditions. Our primary focus is to establish a necessary and sufficient condition for the existence of solutions, by utilizing the concept of…
We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=\phi(x), \end{cases} \end{equation*} where $\phi(x)\in…
This paper develops the necessary ingredients for the variational approach of initial boundary-value problems of parabolic partial differential equations on a fixed spatial domain containing evolving subdomains. In particular, we introduce…
In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…
Recent results have revealed a critical way in which lower order terms affect the well-posedness of the characteristic initial value problem for the scalar wave equation. The proper choice of such terms can make the Cauchy problem for…
Spatially extended population dynamics models that incorporate intrinsic noise serve as case studies for the role of fluctuations and correlations in biological systems. Including spatial structure and stochastic noise in predator-prey…
In this paper, we establish the locally diffeomorphic property of the solution to McKean-Vlasov stochastic differential equations defined on the Euclidean space. Our approach is built upon the insightful ideas put forth by Kunita. We…
In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…
We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic…
In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…
Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…
A class of sufficient conditions of local regularity for suitable weak solutions to the nonstationary three-dimensional Navier-Stokes equations are discussed. The corresponding results are formulated in terms of functionals which are…
The main purpose of this paper is to exhibit a simple variational setting for finding fully nontrivial solutions to the weakly coupled elliptic system (1.1). We show that such solutions correspond to critical points of a…
We study stochastic evolution equations describing the dynamics of open quantum systems. First, using resolvent approximations, we obtain a sufficient condition for regularity of solutions to linear stochastic Schroedinger equations driven…
We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…
In this article, we study a weighted particle representation for a class of stochastic partial differential equations with Dirichlet boundary conditions. The locations and weights of the particles satisfy an infinite system of stochastic…
We revisit and improve the analytic study arXiv:1804.03462 of spherically symmetric but dynamical black holes in Einstein's gravity coupled to a real scalar field. We introduce a series expansion in a small parameter $\epsilon$ that…