Results 31 to 40 of about 144 (141)
Nonlinear Fokker-Planck equations with time-dependent coefficients [PDF]
, 2022 An operatorial based approach is used here to prove the existence and uniqueness of a strong solution $u$ to the time-varying nonlinear Fokker--Planck equation $u_t(t,x)-\Delta(a(t,x,u(t,x))u(t,x))+{\rm div}(b(t,x,u(t,x))u(t,x))=0$ in $(0,\infty)\times
Barbu, Viorelc +2 more
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Open Mathematics, 2020 This article deals with the exact controllability for a class of fractional stochastic evolution equations with nonlocal initial conditions in a Hilbert space under the assumption that the semigroup generated by the linear part is noncompact.
Ding Yonghong, Li Yongxiang
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Gradient estimates for the fundamental solution of Lévy type operator
Advances in Nonlinear Analysis, 2020 We prove a gradient estimate and the Hölder continuity of the gradient for the fundamental solution of a class of α-stable type operators with α ∈ (0, 1), which improve known results in the literature where the condition α > 1/2 is commonly assumed.
Liu Wei, Song Renming, Xie Longjie
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International Journal of Stochastic Analysis, Volume 2004, Issue 2, Page 109-122, 2004., 2004 This paper is concerned with the study of the rate of convergence of the distribution of the maximum likelihood estimator of a parameter appearing linearly in the drift coefficients of two types of stochastic partial differential equations (SPDEs).
M. N. Mishra, B. L. S. Prakasa Rao
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On a stochastic Burgers equation with Dirichlet boundary conditions
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 43, Page 2735-2746, 2003., 2003 We consider the one‐dimensional Burgers equation perturbed by a white noise term with Dirichlet boundary conditions and a non‐Lipschitz coefficient. We obtain existence of a weak solution proving tightness for a sequence of polygonal approximations for the equation and solving a martingale problem for the weak limit.
Ekaterina T. Kolkovska
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Stochastic flows with interaction and measure‐valued processes
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 63, Page 3963-3977, 2003., 2003 We consider the new class of the Markov measure‐valued stochastic processes with constant mass. We give the construction of such processes with the family of the probabilities which describe the motion of single particles. We also consider examples related to stochastic flows with the interactions and the local times for such processes.
Andrey A. Dorogovtsev
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Parameter estimations for linear parabolic fractional SPDEs with jumps [PDF]
, 2019 We give an unbiased and consistent estimator for the drift coefficient of a linear parabolic stochastic partial differential equation driven by a multiplicative cylindrical fractional Brownian motion with Hurst index 1/2 < h < 1 and a cylindrical ...
LISEI, Hannelore +2 more
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A Haussmann‐Clark‐Ocone formula for functionals of diffusion processes with Lipschitz coefficients
International Journal of Stochastic Analysis, Volume 15, Issue 4, Page 357-370, 2002., 2002 We establish a martingale representation formula for functionals of diffusion processes with Lipschitz coefficients, as stochastic integrals with respect to the Brownian motion.
Khaled Bahlali +2 more
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Ergodicity of stochastically forced large scale geophysical flows
International Journal of Mathematics and Mathematical Sciences, Volume 28, Issue 6, Page 313-320, 2001., 2001 We investigate the ergodicity of 2D large scale quasigeostrophic flows under random wind forcing. We show that the quasigeostrophic flows are ergodic under suitable conditions on the random forcing and on the fluid domain, and under no restrictions on viscosity, Ekman constant or Coriolis parameter.
Jinqiao Duan, Beniamin Goldys
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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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