相关论文: On discretization schemes for stochastic evolution…
We consider stochastic equations for the class of formal mappings. Existence and uniqueness of solution, as well as evolution property are proved.
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…
This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…
For the Euler scheme of the stochastic linear evolution equations, discrete stochastic maximal $ L^p $-regularity estimate is established, and a sharp error estimate in the norm $ \|\cdot\|_{L^p((0,T)\times\Omega;L^q(\mathcal O))} $, $ p,q…
We propose an abstract stochastic scheme for solving a broad range of monotone operator inclusion problems in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels in monotone operator splitting…
Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…
In this paper, we investigate a class of stochastic impulsive fractional differential evolution equations with infinite delay in Banach space. Firstly sufficient conditions of the existence and uniqueness of the mild solution for this type…
Based on the analysis of a certain class of linear operators on a Banach space, we provide a closed form expression for the solutions of certain linear partial differential equations with non-autonomous input, time delays and stochastic…
This survey is devoted to the asymptotic behavior of solutions of evolution equations generated by maximal monotone operators in Hilbert spaces. The emphasis is in the comparison of the continuous time trajectories to sequences generated by…
Explicit discretizations of stochastic differential equations often encounter instability when the coefficients are not globally Lipschitz. The truncated schemes and tamed schemes have been proposed to handle this difficulty, but truncated…
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…
We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…
Many real-world optimization problems occur in environments that change dynamically or involve stochastic components. Evolutionary algorithms and other bio-inspired algorithms have been widely applied to dynamic and stochastic problems.…
We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework…
Investigating the existence, uniqueness, stability, continuous dependence of data among other properties of solutions of fractional differential equations, has been the object of study by an important range of researchers in the scientific…
We address the issue of binary classification in Banach spaces in presence of uncertainty. We show that a number of results from classical support vector machines theory can be appropriately generalised to their robust counterpart in Banach…
The purpose of this paper is to study stochastic evolution inclusions of the form \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where $\mathcal{A}$ is a multi-valued operator acting on a…
The convergence of various operator splitting procedures, such as the sequential, the Strang and the weighted splitting, is investigated in the presence of a spatial approximation. To this end a variant of Chernoff's product formula is…
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…
Sufficient conditions for the invariance of evolution problems governed by perturbations of (possibly nonlinear) $m$-accretive operators are provided. The conditions for the invariance with respect to sublevel sets of a constraint…