Results 31 to 40 of about 134 (133)

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

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
doaj   +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 PATCHWORK QUILT SEWN FROM BROWNIAN FABRIC: REGULARITY OF POLYMER WEIGHT PROFILES IN BROWNIAN LAST PASSAGE PERCOLATION

Forum of Mathematics, Pi, 2019
In last passage percolation models lying in the Kardar–Parisi–Zhang (KPZ) universality class, the energy of long energy-maximizing paths may be studied as a function of the paths’ pair of endpoint locations.
ALAN HAMMOND
doaj   +1 more source

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
wiley   +1 more source

BSDE associated with Lévy processes and application to PDIE

, 2003
International Journal of Stochastic Analysis, Volume 16, Issue 1, Page 1-17, 2003.
K. Bahlali, M. Eddahbi, E. Essaky
wiley   +1 more source

Bound and periodic solutions of the Riccati equation in Banach space

International Journal of Stochastic Analysis, Volume 8, Issue 2, Page 195-200, 1995., 1995
An abstract, nonlinear, differential equation in Banach space is considered. Conditions are presented for the existence of bounded solutions of this equation with a bounded right side, and also for the existence of stationary (periodic) solutions of this equation with a stationary (periodic) process in the right side.
A. Ya. Dorogovtsev, T. A. Petrova
wiley   +1 more source

Stochastic phase field $\alpha$-Navier-Stokes vesicle-fluid interaction model.

, 2021
International audienceWe consider a stochastic perturbation of the phase field alpha-Navier-Stokes model with vesicle-fluid interaction. It consists in a system of nonlinear evolution partial differential equations modeling the fluid-structure ...
Goudenège, Ludovic, Manca, Luigi
core   +1 more source

The probabilistic approach to the analysis of the limiting behavior of an integro‐diffebential equation depending on a small parameter, and its application to stochastic processes

International Journal of Stochastic Analysis, Volume 7, Issue 1, Page 25-31, 1994., 1994
Using connection between stochastic differential equation with Poisson measure term and its Kolmogorov′s equation, we investigate the limiting behavior of the Cauchy problem solution of the integro differential equation with coefficients depending on a small parameter. We also study the dependence of the limiting equation on the order of the parameter.
O. V. Borisenko, A. D. Borisenko, I. G. Malyshev   +2 more
wiley   +1 more source

Pseudo S-asymptotically Bloch type periodicity with applications to partial stochastic neutral evolution equations [PDF]

Arab Journal of Mathematical Sciences
PurposeThis paper introduces the concept of (µ, ν)-pseudo S-asymptotically Bloch type (ω, k)- periodic functions, aiming to extend the framework of periodicity in stochastic analysis and to investigate their role in neutral partial stochastic ...
Marwa Missaoui
doaj   +1 more source