Exact and Fast Numerical Algorithms for the Stochastic Wave Equation [PDF]
, 2003 On the basis of integral representations we propose fast numerical methods to solve the Cauchy problem for the stochastic wave equation without boundaries and with the Dirichlet boundary conditions.
Andreas Martin +6 more
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Harnack Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion [PDF]
, 2013 For stochastic differential equation driven by fractional Brownian motion with Hurst parameter $H>1/2$, Harnack type inequalities are established by constructing a coupling with unbounded time-dependent drift.
Fan, Xi-Liang
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Large Deviations for a Class of Semilinear Stochastic Partial Differential Equations [PDF]
, 2016 We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise.
Foondun, Mohammud, Setayeshgar, Leila
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Anticipating Stochastic 2D Navier-Stokes Equations [PDF]
, 2011 In this article, we consider the two-dimensional stochastic Navier-Stokes equation (SNSE) on a smooth bounded domain, driven by affine-linear multiplicative white noise and with random initial conditions and Dirichlet boundary conditions.
Mohammed, Salah, Zhang, Tusheng
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A Random Change of Variables and Applications to the Stochastic Porous Medium Equation with Multiplicative Time Noise [PDF]
, 2007 A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation.
Lototsky, S. V.
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Heat equation with a general stochastic measure on nested fractals
, 2012 A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is less than 4/3 ...
Radchenko, Vadym, Zähle, Martina
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A note on maximal estimates for stochastic convolutions [PDF]
, 2010 In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces ...
A. Friedman +32 more
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An almost sure energy inequality for Markov solutions to the 3D Navier-Stokes equations
, 2009 We prove existence of weak martingale solutions satisfying an almost sure version of the energy inequality and which constitute a (almost sure) Markov process.Comment: Submitted for the proceedings of the conference "Stochastic partial differential ...
Romito, Marco
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Strong disorder implies strong localization for directed polymers in a random environment [PDF]
, 2006 In this note we show that in any dimension $d$, the strong disorder property implies the strong localization property. This is established for a continuous time model of directed polymers in a random environment : the parabolic Anderson Model.Comment ...
Carmona, Philippe, Hu, Yueyun
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On a stochastic partial differential equation with non-local diffusion
, 2005 In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one.
C. Bardos +16 more
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