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We show the existence and uniqueness of solutions (either local or global for small data) for an equation arising in different aspects of surface growth. Following the work of Koch and Tataru we consider spaces critical with respect to…

偏微分方程分析 · 数学 2010-03-24 Dirk Blomker , Marco Romito

Explicit conditions are presented for the existence, uniqueness and ergodicity of the strong solution to a class of generalized stochastic porous media equations. Our estimate of the convergence rate is sharp according to the known optimal…

概率论 · 数学 2007-05-23 Giuseppe Da Prato , Boris L. Rozovskii , Michael Röckner , Feng-Yu Wang

In this paper, we study the existence and uniqueness of weak solution of a nonlinear poroelasticity model. To better describe the proccess of deformation and diffusion underlying in the original model, we firstly reformulate the nonlinear…

偏微分方程分析 · 数学 2021-12-24 Zhihao Ge , Wenlong He

In this paper we study the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi's iteration. As applications, we show the existence of weak solutions for possibly degenerate stochastic…

偏微分方程分析 · 数学 2021-05-18 Xicheng Zhang

We give a new proof of existence as well as two proofs of uniqueness of the invariant measure of the open-boundary KPZ equation on [0,1], for all possible choices of inhomogeneous Neumann boundary data. Both proofs yield an exponential…

概率论 · 数学 2023-11-13 Shalin Parekh

In this paper we investigate the existence of solutions and their weak-strong uniqueness property for a PDE system modelling damage in viscoelastic materials. In fact, we address two solution concepts, weak and strong solutions. For the…

偏微分方程分析 · 数学 2024-09-04 Robert Lasarzik , Elisabetta Rocca , Riccarda Rossi

We study a backward stochastic differential equation whose terminal condition is an integrable function of a local martingale and generator has bounded growth in $z$. When the local martingale is a strict local martingale, the BSDE admits…

概率论 · 数学 2011-12-13 Hao Xing

In this article the question on uniqueness of weak solution of the incompressible Navier-Stokes Equations in the 3-dimensional case is studied. Here the investigation is carried out with use of another approach. The uniqueness of velocity…

偏微分方程分析 · 数学 2020-09-29 Kamal N. Soltanov

We study the three-dimensional incompressible Euler equations subject to stochastic forcing. We develop a concept of dissipative martingale solutions, where the nonlinear terms are described by generalised Young measures. We construct these…

偏微分方程分析 · 数学 2021-07-28 Dominic Breit , Thamsanqa Castern Moyo

This note studies the 1D stochastic heat equation driven by a one-dimensional Brownian motion. We prove that the associated Markov process satisfies the strong Feller property under mild non-degeneracy conditions. The approach combines…

概率论 · 数学 2026-05-27 Ziyu Liu , Shengquan Xiang

This paper considers the martingale problem for a class of weakly coupled L\'{e}vy type operators. It is shown that under some mild conditions, the martingale problem is well-posed and uniquely determines a strong Markov process…

概率论 · 数学 2017-09-25 Fubao Xi , Chao Zhu

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

概率论 · 数学 2009-02-12 M. Hairer

In this paper we investigate jump-diffusion processes in random environments which are given as the weak solutions to SDE's. We formulate conditions ensuring existence and uniqueness in law of solutions. We investigate Markov property. To…

概率论 · 数学 2013-07-19 Jacek Jakubowski , Mariusz Niewęgłowski

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

We study some jumping SDE and the corresponding Fokker-Planck (or Kolmogorov forward) equation, which is a non-local PDE. We assume only some measurability and growth conditions on the coefficients. We prove that for any weak solution…

概率论 · 数学 2016-11-22 Nicolas Fournier , Liping Xu

We introduce a weak solution concept (called "rough weak solutions") for singular SDEs with additive alpha-stable L\'evy noise (including the Brownian noise case) and prove its equivalence to martingale solutions from Kremp, Perkowski '22…

概率论 · 数学 2023-09-28 Helena Kremp , Nicolas Perkowski

We study the two-dimensional Euler equations, damped by a linear term and driven by an additive noise. The existence of weak solutions has already been studied; pathwise uniqueness is known for solutions that have vorticity in $L^\infty$.…

概率论 · 数学 2020-04-22 Hakima Bessaih , Benedetta Ferrario

We prove limit theorems for cylindrical martingale problems associated to L\'evy generators. Furthermore, we give sufficient and necessary conditions for the Feller property of well-posed problems with continuous coefficients. We discuss…

概率论 · 数学 2019-09-02 David Criens

Based on numerical data and a-posteriori analysis we verify rigorously the uniqueness and smoothness of global solutions to a scalar surface growth model with striking similarities to the 3D Navier--Stokes equations, for certain initial…

偏微分方程分析 · 数学 2016-02-22 Dirk Blömker , Christian Nolde , James C. Robinson

We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…

概率论 · 数学 2024-09-19 Zhihui Liu