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A free stochastic partial differential equation [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2010 We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming also R^\omega\
Y. Dabrowski
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Deterministic, stochastic, and mean-field PDE models in neuroscience [PDF]
Frontiers in Computational NeuroscienceLarge neuronal networks demonstrate complex dynamics across multiple scales, ranging from single-neuron excitability and spike-train variability to mesoscopic rhythms and whole-brain activity.
Coşkun Çetin +5 more
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Approximations of stochastic partial differential equations [PDF]
The Annals of Applied Probability, 2016 In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic Burgers equations are discussed.
Di Nunno, Giulia, Zhang, Tusheng
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Some recent progress in singular stochastic partial differential equations [PDF]
Bulletin of the American Mathematical Society, 2019 . Stochastic partial differential equations are ubiquitous in mathematical modeling. Yet, many such equations are too singular to admit classical treatment.
Ivan Corwin, Hao Shen
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Stochastic partial differential equation driven by stable noise
Probability Theory and Related Fields, 2002 Leonid Mytnik, Mytnik Leonid
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Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
Nonlinear Analysis, 2021 The Kuramoto–Sivashinsky equation is a nonlinear parabolic partial differential equation, which describes the instability and turbulence of waves in chemical reactions and laminar flames. The aim of this work is to prove the large deviation principle for
Gregory Amali Paul Rose +2 more
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On Some Results of the Nonuniqueness of Solutions Obtained by the Feynman–Kac Formula
Mathematics, 2023 The Feynman–Kac formula establishes a link between parabolic partial differential equations and stochastic processes in the context of the Schrödinger equation in quantum mechanics.
Byoung Seon Choi, Moo Young Choi
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Complexity, 2023 In this article, we consider the Nash equilibrium of stochastic differential game where the state process is governed by a controlled stochastic partial differential equation and the information available to the controllers is possibly less than the ...
Gaofeng Zong
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The Wick-type explicit solutions of the nonlinear stochastic Wick-type fractional Gardner equation
Results in Physics, 2021 In this article, we consider the nonlinear stochastic Wick-type fractional Gardner equation and the generalized fractional Gardner equation with coefficient variables.
Jin Hyuk Choi, Hyunsoo Kim
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