Results 1 to 10 of about 2,197 (78)

The support of singular stochastic partial differential equations

open access: yesForum of Mathematics, Pi, 2022
We obtain a generalisation of the Stroock–Varadhan support theorem for a large class of systems of subcritical singular stochastic partial differential equations driven by a noise that is either white or approximately self-similar.
Martin Hairer, Philipp Schönbauer
doaj   +1 more source

The influence of the noise on the exact solutions of a Kuramoto-Sivashinsky equation

open access: yesOpen Mathematics, 2022
In this article, we take into account the stochastic Kuramoto-Sivashinsky equation forced by multiplicative noise in the Itô sense. To obtain the exact stochastic solutions of the stochastic Kuramoto-Sivashinsky equation, we apply the G′G\frac{{G ...
Albosaily Sahar   +4 more
doaj   +1 more source

Impacts of Brownian motion and fractional derivative on the solutions of the stochastic fractional Davey-Stewartson equations

open access: yesDemonstratio Mathematica, 2023
In this article, the stochastic fractional Davey-Stewartson equations (SFDSEs) that result from multiplicative Brownian motion in the Stratonovich sense are discussed.
Mohammed Wael W.   +2 more
doaj   +1 more source

L∞-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition

open access: yesDemonstratio Mathematica, 2021
In this paper, we introduce a new method to analyze the convergence of the standard finite element method for Hamilton-Jacobi-Bellman equation with noncoercive operators with nonlinear source terms with the mixed boundary conditions.
Miloudi Madjda   +2 more
doaj   +1 more source

Probability on Submetric Spaces

open access: yesAnnales Mathematicae Silesianae, 2023
A submetric space is a topological space with continuous metrics, generating a metric topology weaker than the original one (e.g. a separable Hilbert space with the weak topology).
Jakubowski Adam
doaj   +1 more source

An existence result for two-dimensional parabolic integro-differential equations involving CEV model

open access: yesMoroccan Journal of Pure and Applied Analysis, 2023
In this paper, we present an existence result of weak solutions for some parabolic equations involving the so-called CEV model with jumps.
Jarmouni Brahim, Hjiaj Hassane
doaj   +1 more source

Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process

open access: yesNonautonomous Dynamical Systems, 2020
In this article, we are concerned with the neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process.
Kasinathan Ravikumar   +3 more
doaj   +1 more source

Fluctuations for Some Nonstationary Interacting Particle Systems via Boltzmann–Gibbs Principle

open access: yesForum of Mathematics, Sigma, 2023
Conjecture II.3.6 of Spohn in [47] and Lecture 7 of Jensen–Yau in [35] ask for a general derivation of universal fluctuations of hydrodynamic limits in large-scale stochastic interacting particle systems. However, the past few decades have witnessed only
Kevin Yang
doaj   +1 more source

Weak solutions and optimal controls of stochastic fractional reaction-diffusion systems

open access: yesOpen Mathematics, 2020
The aim of this paper is to investigate a class of nonlinear stochastic reaction-diffusion systems involving fractional Laplacian in a bounded domain. First, the existence and uniqueness of weak solutions are proved by using Galërkin’s method.
Fu Yongqiang, Yan Lixu
doaj   +1 more source

The family of random attractors for nonautonomous stochastic higher-order Kirchhoff equations with variable coefficients

open access: yesOpen Mathematics, 2022
In this paper, the stochastic asymptotic behavior of the nonautonomous stochastic higher-order Kirchhoff equation with variable coefficients is studied.
Lv Penghui, Lin Guoguang, Sun Yuting
doaj   +1 more source

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