Results 31 to 40 of about 2,292 (89)
PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES
Forum of Mathematics, Pi, 2015 We introduce an approach to study certain singular partial differential equations (PDEs) which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths.
MASSIMILIANO GUBINELLI +2 more
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Periodic in distribution solution for a telegraph equation
International Journal of Stochastic Analysis, Volume 12, Issue 2, Page 121-131, 1999., 1998 In this paper we study an abstract stochastic equation of second order and stochastic boundary problem for the telegraph equation in a strip. We prove the existence of solutions, which are d‐periodic (periodic in distribution) random processes.
A. Ya. Dorogovtsev
wiley +1 more source
A non‐nonstandard proof of Reimers′ existence result for heat SPDEs
International Journal of Stochastic Analysis, Volume 11, Issue 1, Page 29-41, 1998., 1997 In 1989, Reimers gave a nonstandard proof of the existence of a solution to heat SPDEs, driven by space‐time white noise, when the diffusion coefficient is continuous and satisfies a linear growth condition. Using the martingale problem approach, we give a non‐nonstandard proof of this fact, and with the aid of Girsanov′s theorem for continuous ...
Hassan Allouba
wiley +1 more source
Stability of stationary and periodic solutions equations in Banach space
International Journal of Stochastic Analysis, Volume 10, Issue 3, Page 249-255, 1997., 1997 Linear difference and differential equations with operator coefficients and random stationary (periodic) input are considered. Conditions are presented for the mean stability of stationary (periodic) solutions under small perturbation of the coefficients.
A. Ya. Dorogovtsev
wiley +1 more source
A CLASS OF GROWTH MODELS RESCALING TO KPZ
Forum of Mathematics, Pi, 2018 We consider a large class of $1+1$-dimensional continuous interface growth models and we show that, in both the weakly asymmetric and the intermediate disorder regimes, these models converge to Hopf–Cole solutions to the KPZ equation.
MARTIN HAIRER, JEREMY QUASTEL
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On a Stochastic Partial Differential Equation with a Noisy Term [PDF]
, 2004 2000 Mathematics Subject Classification: 60H15, 60H40We review results obtained in [13] and [14] on a one-dimensional Burgers-type stochastic differential equation involving fractional power of the Laplacian in its linear part, perturbed by a white noise
Kolkovska, Ekaterina T.
core
A comparison theorem for backward SPDEs with jumps
, 2014 In this paper we obtain a comparison theorem for backward stochastic partial differential equation (SPDEs) with jumps. We apply it to introduce space-dependent convex risk measures as a model for risk in large systems of interacting ...
Sulem, Agnès +2 more
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Weak infinitesimal generator for a stochastic partial differential equation with time delay
International Journal of Stochastic Analysis, Volume 8, Issue 2, Page 115-138, 1995., 1995 In this paper, we consider the Markov solution process for a stochastic parabolic differential equation with time delay. Under the Lipschitz condition and boundedness on the drift and diffusion coefficient, properties of the weak infinitesimal generator of the associated Markov operators are established.
Mou-Hsiung Chang
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HIGH ORDER PARACONTROLLED CALCULUS
Forum of Mathematics, Sigma, 2019 We develop in this work a general version of paracontrolled calculus that allows to treat analytically within this paradigm a whole class of singular partial differential equations with the same efficiency as regularity structures.
ISMAËL BAILLEUL, FRÉDÉRIC BERNICOT
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Sub- and Super-solutions of a Nonlinear PDE, and Application to a Semilinear SPDE [PDF]
, 2013 2010 Mathematics Subject Classification: 35R60, 60H15, 74H35.We obtain upper and lower bounds for the explosion time of a semi-linear heat equation on a bounded $d$-dimensional domain, perturbed by white noise. The bounds we get are expressed in terms of
Kolkovska, E. T., López-Mimbela, J. A.
core