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This paper is devoted to studying stochastic parabolic evolution equations with additive noise in Banach spaces of M-type 2. We construct both strict and mild solutions possessing very strong regularities. First, we consider the linear…

概率论 · 数学 2017-04-14 Ton Viet Ta

This paper devotes to studying abstract stochastic evolution equations in M-type 2 Banach spaces. First, we handle nonlinear evolution equations with multiplicative noise. The existence and uniqueness of local and global mild solutions…

概率论 · 数学 2014-10-03 Ta Viet Ton , Atsushi Yagi

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…

概率论 · 数学 2009-01-20 Istvan Gyöngy , Annie Millet

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…

概率论 · 数学 2008-02-20 Istvan Gyöngy , Annie Millet

In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial values, and additive or multiplicative Gaussian noise on…

数值分析 · 数学 2024-05-13 Katharina Klioba , Mark Veraar

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

数值分析 · 数学 2020-05-21 Zhihui Liu , Zhonghua Qiao

We study an infinite system of ordinary differential equations that models the evolution of coagulating and fragmenting clusters, which we assume to be composed of identical units. Under very mild assumptions on the coefficients we prove…

泛函分析 · 数学 2026-02-19 Lyndsay Kerr , Matthias Langer

For semilinear stochastic evolution equations whose coefficients are more general than the classical global Lipschitz, we present results on the strong convergence rates of numerical discretizations. The proof of them provides a new…

数值分析 · 数学 2019-06-11 Jialin Hong , Chuying Huang , Zhihui Liu

Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.

概率论 · 数学 2016-08-16 Istvan Gyöngy , Annie Millet

We prove a new linearization principle for the nonlinear stability of solutions to semilinear evolution equations of parabolic type. We assume that the set of equilibria forms a finite dimensional manifold of normally stable and normally…

偏微分方程分析 · 数学 2025-06-27 Francesco Cellarosi , Anirban Dutta , Giusy Mazzone

In this paper, we study the existence of solution for stochastic evolution equations with almost sectorial operators and possibly a non dense domain. Such problems cover several types of evolution equations, we are interested here in…

偏微分方程分析 · 数学 2023-07-25 Arnaud Ducrot , Fatima Zahra Lahbiri

We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and…

概率论 · 数学 2014-04-09 Markus C. Kunze

We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…

偏微分方程分析 · 数学 2012-05-29 Carlo Marinelli , Luca Di Persio , Giacomo Ziglio

We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…

概率论 · 数学 2022-01-04 Carlo Marinelli

We study the Cauchy problem for an abstract quasilinear stochastic parabolic evolution equation on a Banach space driven by a cylindrical Brownian motion. We prove existence and uniqueness of a local strong solution up to a maximal stopping…

泛函分析 · 数学 2017-01-18 Luca Hornung

We study a class of stochastic evolution equations in a Banach space $E$ driven by cylindrical Wiener process. Three different concept of solutions: generalised strong, weak and mild are defined and the conditions under which they are…

泛函分析 · 数学 2014-02-27 Mariusz Górajski

We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded…

概率论 · 数学 2020-10-20 Florian Bechtold

This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…

概率论 · 数学 2016-11-15 Ton Viet Ta

This paper considers a general framework for the study of the existence of quasi-variational and variational solutions to a class of nonlinear evolution systems in convex sets of Banach spaces describing constraints on a linear combination…

偏微分方程分析 · 数学 2018-09-07 Fernando Miranda , José Francisco Rodrigues , Lisa Santos

We investigate the abstract Cauchy problem for a quasilinear parabolic equation in a Banach space of the form \( du_t -L_t(u_t)u_t dt = N_t(u_t)dt + F(u_t)\cdot d\mathbf X_t \), where \( \mathbf X\) is a \( \gamma\)-H\"older rough path for…

概率论 · 数学 2022-07-12 Antoine Hocquet , Alexandra Neamţu
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