Solution theory of fractional SDEs in complete subcritical regimes
Forum of Mathematics, SigmaWe consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense.
Lucio Galeati, Máté Gerencsér
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Early warning signs for SPDEs with continuous spectrum
European Journal of Applied MathematicsIn this work, we study early warning signs for stochastic partial differential equations (SPDEs), where the linearisation around a steady state is characterised by continuous spectrum. The studied warning sign takes the form of qualitative changes in the
Paolo Bernuzzi +2 more
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Global solutions of aggregation equations and other flows with random diffusion. [PDF]
Probab Theory Relat Fields, 2023 Rosenzweig M, Staffilani G.
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Stochastic differential equation modelling of cancer cell migration and tissue invasion. [PDF]
J Math Biol, 2023 Katsaounis D +2 more
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Well-posedness for a stochastic 2D Euler equation with transport noise. [PDF]
Stoch Partial Differ Equ, 2023 Lang O, Crisan D.
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Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM. [PDF]
Stoch Partial Differ Equ, 2022 Harbrecht H, Schmidlin M.
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Invariant Measures for the Stochastic One-Dimensional Compressible Navier-Stokes Equations. [PDF]
Appl Math Optim, 2021 Coti Zelati M, Glatt-Holtz N, Trivisa K.
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Analysis and Optimal Velocity Control of a Stochastic Convective Cahn-Hilliard Equation. [PDF]
J Nonlinear Sci, 2021 Scarpa L.
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An order approach to SPDEs with antimonotone terms. [PDF]
Stoch Partial Differ Equ, 2020 Scarpa L, Stefanelli U.
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Stochastic Navier-Stokes Equations on a Thin Spherical Domain. [PDF]
Appl Math Optim, 2021 Brzeźniak Z, Dhariwal G, Le Gia QT.
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