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We consider the Cauchy problem for the defocusing energy-critical stochastic nonlinear wave equations (SNLW) with an additive stochastic forcing on $\mathbb{R}^{d}$ and $\mathbb{T}^{d}$ with $d \geq 3$. By adapting the probabilistic…

偏微分方程分析 · 数学 2024-07-26 Enguerrand Brun , Guopeng Li , Ruoyuan Liu

Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…

概率论 · 数学 2014-04-08 Yunjiao Hu , Guangqiang Lan

We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…

偏微分方程分析 · 数学 2019-01-09 Benjamin Fehrman , Benjamin Gess

We prove well-posedness in $L^2$-based Sobolev spaces $H^s$ at high regularity for a class of nonlinear higher-order dispersive equations generalizing the KdV hierarchy both on the line and on the torus.

偏微分方程分析 · 数学 2015-10-01 Carlos Kenig , Didier Pilod

We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven by a multiplicative L\'evy noise $\xi$ with positive jumps and amplitude $\beta>0$, in arbitrary dimension $d\geq 1$. We prove the existence…

概率论 · 数学 2023-07-12 Quentin Berger , Carsten Chong , Hubert Lacoin

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

偏微分方程分析 · 数学 2023-07-18 José Antonio Carrillo , Pierre Roux , Susanne Solem

In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…

动力系统 · 数学 2014-05-15 Y Xu , B Pei

In this paper, we develop the well-posedness theory and uncover the noise-regularization effect on scattering for the stochastic Zakharov system in dimensions $d \geq 4$ and beyond the energy space. Our focus is particularly directed at the…

偏微分方程分析 · 数学 2026-04-14 Martin Spitz , Deng Zhang , Zhenqi Zhao

We prove well-posedness for doubly nonlinear parabolic stochastic partial differential equations of the form $dX_t-\text{div}\,\gamma(\nabla X_t)\,dt+\beta(X_t)\,dt\ni B(t,X_t)\,dW_t$, where $\gamma$ and $\beta$ are the two nonlinearities,…

偏微分方程分析 · 数学 2017-05-23 Luca Scarpa

In this paper, we establish a moderate deviation principle for an abstract nonlinear equation forced by random noise of L\'evy type. This type of equation covers many hydrodynamical models, including stochastic 2D Navier-Stokes equations,…

概率论 · 数学 2025-02-12 Yue Li , Shijie Shang

We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…

概率论 · 数学 2020-08-17 Qi Zhang , Jinqiao Duan

We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

偏微分方程分析 · 数学 2025-12-16 Agus L. Soenjaya , Thanh Tran

We prove well-posedness in $H^{\sigma}(\mathbb{R})$ for any $\sigma \in [0,\infty)$ of a parametrically forced nonlinear Schr\"odinger equation (PFNLS) in one dimension driven by multiplicative Stratonovich noise which has spatially…

偏微分方程分析 · 数学 2024-03-11 Manuel V. Gnann , Rik W. S. Westdorp , Joris van Winden

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

概率论 · 数学 2012-05-11 Parisa Fatheddin , Jie Xiong

The notion of well-posedness has drawn the attention of many researchers in the field of nonlinear analysis, as it allows to explore problems in which exact solutions are not known and/or computationally hard to compute. Roughly speaking,…

最优化与控制 · 数学 2023-05-04 Soumitra Dey , Aviv Gibali , Simeon Reich

In this work, we investigate the well-posedness of a stochastic heat equation with an arbitrary (but polynomial) nonlinearity in any dimension $d\geq 1$ perturbed by a multiplicative white noise in the Stratonovich form, subject to an…

概率论 · 数学 2026-04-30 Ashish Bawalia , Zdzisław Brzeźniak , Manil T. Mohan

This work concerns about multiscale multivalued McKean-Vlasov stochastic systems. First of all, we use a contractive mapping principle to establish the well-posedness for fully coupled multivalued McKean-Vlasov stochastic systems under…

概率论 · 数学 2025-09-30 Huijie Qiao

The well-posedness is established for McKean-Vlasov SDEs driven by $\alpha$-stable noises ($1<\alpha<2$). In this model, the drift is H\"{o}lder continuous in space variable and Lipschitz continuous in distribution variable with respect to…

概率论 · 数学 2023-06-21 Chang-Song Deng , Xing Huang

We study the focusing $L^2$-critical and supercritical stochastic nonlinear Schr\"odinger equation subject to additive or multiplicative noise. We investigate global or long time behavior of solutions in $H^1$, which would correspond to…

偏微分方程分析 · 数学 2025-11-11 Annie Millet , Svetlana Roudenko

In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergence method plays an important role.

概率论 · 数学 2016-11-01 Yumeng Li , Ran Wang , Nian Yao , Shuguang Zhang