Results 161 to 170 of about 199,250 (207)

INVARIANT FOLIATIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Stochastics and Dynamics, 2008
In this paper, we study the existence of an invariant foliation for a class of stochastic partial differential equations with a multiplicative white noise. This invariant foliation is used to trace the long term behavior of all solutions of these equations.
Lu, Kening, Schmalfuß, Björn
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On Unique Ergodicity in Nonlinear Stochastic Partial Differential Equations

, 2015
We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart possesses a finite
N. Glatt-Holtz, Jonathan C. Mattingly, Geordie Richards   +2 more
semanticscholar   +1 more source

Stochastic Partial Differential Equations

1995
Stochastic partial differential equations can be used in many areas of science to model complex systems that evolve over time. Their analysis is currently an area of much research interest. This book consists of papers given at the ICMS Edinburgh meeting held in 1994 on this topic, and it brings together some of the world's best known authorities on ...
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Tsirel'son's Example for Stochastic Partial Differential Equations

Acta Mathematica Hungarica, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Stochastic Bilinear Partial Differential Equations

1975
We prove existence and uniqueness theorems for a class of partial differential equations with a bilinear stochastic forcing term. We give both white noise and Wiener process [Ito integral] versions and indicate the interrelationships. Another feature is the use of semigroup theory, in contrast to the Lions-Magenes variational theory.
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Difference Methods for Stochastic Partial Differential Equations

ZAMM, 2002
The deterministic theory of finite difference schemes is an important subject in order to approximate the solutions of partial differential equations. This article presents difference methods in order to approximate the solutions of stochastic partial differential equations of Itô-type, in particular hyperbolic equations.
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An introduction to stochastic partial differential equations

, 1986
J. Walsh
semanticscholar   +1 more source

Stochastic Functional (Partial) Differential Equations

2013
In this chapter we investigate Harnack/shift Harnack inequalities and derivative formulas for stochastic functional differential equations. In this case, the strong or mild solution is no longer Markovian. These inequalities and formulas are therefore established for the semigroup associated with the functional (or segment) solutions.
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Semilinear Stochastic Partial Differential Equations

2013
In this chapter we establish Harnack/shift Harnack inequalities and derivative formulas for the semigroup associated with mild solutions of semilinear stochastic differential equations on Hilbert spaces. For simplicity, we consider only single-valued equations with a time-homogeneous linear operator; see Da Prato et al. (J. Funct. Anal.
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Stochastic partial differential equations

1996
Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang   +3 more
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