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相关论文: Existence of nonnegative mild solutions of stochas…

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We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is…

概率论 · 数学 2007-05-23 Adam Jakubowski , Mikhail Kamenskii , Paul Raynaud De Fitte

In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried…

偏微分方程分析 · 数学 2010-02-01 Carlo Marinelli , Michael Röckner

In this paper, we investigate the existence of mild solutions to Hilfer fractional equation of semi-linear evolution with non-instantaneous impulses, using the concepts of equicontinuous $C_{0}$-semigroup and Kuratowski measure of…

经典分析与常微分方程 · 数学 2018-12-07 J. Vanterler da C. Sousa

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

Motivated by the work of T.E. Govindan in [5,8,9], this paper is concerned with a more general semilinear stochastic evolution equation. The difference between the equations considered in this paper and the previous one is that it makes…

概率论 · 数学 2021-03-08 Xia Zhang , Lingfei Dai , Ming Liu

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

We study the existence and uniqueness of Lp-bounded mild solutions for a class ofsemilinear stochastic evolutions equations driven by a real L\'evy processes withoutGaussian component not square integrable for instance the stable process…

概率论 · 数学 2024-01-23 Solym M. Manou-Abi

We study the connection between mild and weak solutions for a class of measure-valued evolution equations on the bounded domain $[0,1]$. Mass moves, driven by a velocity field that is either a function of the spatial variable only,…

偏微分方程分析 · 数学 2016-07-26 Joep H. M. Evers

The aim of this paper is to prove existence of weak solutions of hyperbolic-parabolic evolution inclusions defined on Lipschitz domains with mixed boundary conditions describing, for instance, damage processes and elasticity with inertia…

偏微分方程分析 · 数学 2016-09-16 Christian Heinemann , Christiane Kraus

We prove a maximum principle for mild solutions to stochastic evolution equations with (locally) Lipschitz coefficients and Wiener noise on weighted $L^2$ spaces. As an application, we provide sufficient conditions for the positivity of…

偏微分方程分析 · 数学 2020-01-01 Carlo Marinelli

We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…

概率论 · 数学 2025-02-04 Alexandra Blessing , Tim Seitz , Stefanie Sonner , Bao Quoc Tang

In this paper we study the longtime dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. As a preparation for this purpose we have to show the existence and uniqueness of a cocycle…

动力系统 · 数学 2013-02-12 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss

We provide sufficient conditions on the coefficients of a stochastic evolution equation on a Hilbert space of functions driven by a cylindrical Wiener process ensuring that its mild solution is positive if the initial datum is positive. As…

偏微分方程分析 · 数学 2020-01-01 Carlo Marinelli , Luca Scarpa

We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…

概率论 · 数学 2026-05-14 Gergely Bodó , Sonja Cox , Adam Jakubowski , Markus Riedle

In this paper, we investigate a semilinear stochastic parabolic equation with a linear rough term $du_{t}=\left[L_{t}u_{t}+f\left(t, u_{t}\right)\right]dt+\left(G_{t}u_{t}+g_{t}\right)d\mathbf{X}_{t}+h\left(t, u_{t}\right)dW_{t}$, where…

概率论 · 数学 2024-01-31 Jiahao Liang , Shanjian Tang

We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and singular kernels. Our approach relies on weak convergence…

概率论 · 数学 2021-12-22 Eduardo Abi Jaber , Christa Cuchiero , Martin Larsson , Sergio Pulido

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

Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…

概率论 · 数学 2018-10-05 Christian Kuehn , Alexandra Neamtu

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L^p$ spaces on bounded domains of $\mathbb{R}^n$ with a nonlinear drift term given by the superposition operator generated by a…

概率论 · 数学 2024-01-01 Carlo Marinelli

Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…

概率论 · 数学 2016-12-28 Erfan Salavati , Bijan Z. Zangeneh
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