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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Erratum: Moderate Deviations Principle and Central Limit Theorem for Stochastic Cahn-Hilliard Equation in Hölder Norm [PDF]
We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. In this paper, we prove a Central Limit Theorem (CLT) and a Moderate Deviation Principle (MDP) for a perturbed stochastic Cahn-Hilliard equation in ...
R. M., Ratsarasaina +1 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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Raman Spectroscopic and Quantum Chemical Investigation of the Pyridine-Borane Complex and the Effects of Dative Bonding on the Normal Modes of Pyridine. [PDF]
ACS Omega, 2022 Lambert EC, Stratton BW, Hammer NI.
europepmc +1 more source
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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Diffusion approximation for hyperbolic stochastic differential equations
In this paper we show an approximation diffusion theorem for a stochastic integral equation on the plane driven by a two-parameter Wiener process. This result is obtained by means of the martingale problem approach for two-parameter processes.60H15 60G60
Nualart, David, Florit, Carme
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Finite Width For A Random Stationary Interface [PDF]
, 1997 : We study the asymptotic shape of the solution u(t; x) 2 [0; 1] to a one-dimensional heat equation with a multiplicative white noise term. At time zero the solution is an interface, that is u(0; x) is 0 for all large positive x and u(0; x) is 1 for all
R. Tribe, C. Mueller
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A pathwise solution for nonlinear parabolic equations with stochastic perturbations
Open Mathematics, 2003 Iftimie Bogdan, Varsan Constantin
doaj +1 more source
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
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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