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相关论文: On Stochastic Evolution Equations with non-Lipschi…

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In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent…

概率论 · 数学 2019-07-08 Zhun Gou , Ming-hui Wang , Nan-jing Huang

In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with time-irregular coefficients. In the finite-dimensional case, we…

数值分析 · 数学 2022-05-10 Monika Eisenmann , Mihály Kovács , Raphael Kruse , Stig Larsson

This paper addresses the existence of nonnegative mild solutions for stochastic evolution inclusions through a weak topology approach. Precisely, the study focuses on stochastic evolution inclusions characterized by multivalued…

概率论 · 数学 2025-08-26 Lucia Angelini , Irene Benedetti , Alessandra Cretarola

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

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 the Cauchy problem for $p$-adic nonlinear evolutionary pseudo-differential equations for complex-valued functions of a real positive time variable and p-adic spatial variables. Among the equations under consideration there is the…

偏微分方程分析 · 数学 2019-09-17 Alexandra V. Antoniouk , Andrei Yu. Khrennikov , Anatoly N. Kochubei

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

In this paper we study the unique solvability of backward stochastic Volterra integral equations (BSVIEs in short), in terms of both the M-solutions introduced in [17] and the adapted solutions in [6], [12] or [14]. A general existence and…

概率论 · 数学 2010-01-21 Tianxiao Wang , Yufeng Shi

We study nonlinear stochastic partial differential equations with Wick-analytic type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fisher--KPP equations, stochastic Allen--Cahn,…

概率论 · 数学 2024-05-09 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

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

In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties for stochastic convolutions are studied. Our main result provide sufficient…

概率论 · 数学 2008-10-19 Anna Karczewska , Carlos Lizama

We review some results on the logarithmic convexity for evolution equations, a well-known method in inverse and ill-posed problems. We start with the classical case of self-adjoint operators. Then, we analyze the case of analytic…

偏微分方程分析 · 数学 2025-06-26 S. E. Chorfi

In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties of stochastic convolutions are given. The paper provides a sufficient condition…

概率论 · 数学 2011-11-09 Anna Karczewska , Carlos Lizama

We give a overview of stochastic models of evolution that have found applications in genetics, ecology and linguistics for an audience of nonspecialists, especially statistical physicists. In particular, we focus mostly on neutral models in…

统计力学 · 物理学 2009-11-13 R. A. Blythe , A. J. McKane

We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear…

概率论 · 数学 2008-01-14 Jiagang Ren , Xicheng Zhang

In this paper we develop a method to solve evolution equations on Gelfand triples with time-fractional derivative based on monotonicity techniques. Applications include deterministic and stochastic quasi-linear partial differential…

偏微分方程分析 · 数学 2018-05-31 Wei Liu , Michael Röckner , José Luís da Silva

In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T],…

概率论 · 数学 2009-09-14 Mark Veraar

We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…

概率论 · 数学 2017-08-02 Ying Hu , Shanjian Tang

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

In this paper, under Acquistpace-Terreni conditions, we make extensive use of interpolation spaces and exponential dichotomy techniques to obtain the existence of weighted pseudo almost periodic solutions to some classes of nonautonomous…

偏微分方程分析 · 数学 2013-03-12 Toka Diagana