Strong uniqueness for SDEs in Hilbert spaces with non-regular drift
, 2020 We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose non-linear drift parts are sums of the subdifferential of a convex function and a bounded part. This generalizes a
G Da Prato +3 more
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Approximate Solvability of Forward-Backward Stochastic Differential Equations
, 2007 . The solvability of forward-backward stochastic differential equations (FBSDE, for short) has been studied extensively in recent years. To guarantee the existence and uniqueness of adapted solutions, many different conditions, some are quite restrictive,
Jin Ma, Jiongmin Yong
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Measure Attractors For Stochastic Navier-Stokes Equations
, 1998 : We show existence of measure attractors for 2-D stochastic Navier-Stokes equations with general multiplicative noise. Keywords: Stochastic Navier--Stokes equations, measure attractors AMS subject classification: Primary: 35Q30, 60H15, 60G60; Secondary:
Marek Capinski, Nigel J. Cutland
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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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A Functional Limit Theorem for Waves Reflected by a Random Medium
, 1996 We introduce a class of distribution-valued stochastic processes that arise in the study of pulse reflection from random media and we analyze their asymptotic properties when they are scaled in a natural way.
George Papanicolaou, Sophie Weinryb
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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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On The Unique Solvability Of Some Nonlinear Stochastic PDEs
, 1998 : The Cauchy problem for 1-dimensional nonlinear stochastic partial differential equations is studied. The uniqueness and existence of solutions in H 2 p (T )-space are proved. 1991 Mathematics Subject Classification. 60H15, 35R60.
Hyek Yoo
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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.
europepmc +1 more source
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.
europepmc +1 more source
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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