Well-posedness for a stochastic 2D Euler equation with transport noise

O Lang, D Crisan - Stochastics and Partial Differential Equations: Analysis …, 2023 - Springer
We prove the existence of a unique global strong solution for a stochastic two-dimensional
Euler vorticity equation for incompressible flows with noise of transport type. In particular, we …

Lagrangian averaged stochastic advection by Lie transport for fluids

TD Drivas, DD Holm, JM Leahy - Journal of Statistical Physics, 2020 - Springer
We formulate a class of stochastic partial differential equations based on Kelvin's circulation
theorem for ideal fluids. In these models, the velocity field is randomly transported by white …

[HTML][HTML] The stochastic thin-film equation: existence of nonnegative martingale solutions

B Gess, MV Gnann - Stochastic Processes and their Applications, 2020 - Elsevier
We consider the stochastic thin-film equation with colored Gaussian Stratonovich noise in
one space dimension and establish the existence of nonnegative weak (martingale) …

Pathwise solutions for fully nonlinear first-and second-order partial differential equations with multiplicative rough time dependence

PE Souganidis - Singular random dynamics, 2019 - Springer
The notes are an overview of the theory of pathwise weak solutions of two classes of scalar
fully nonlinear first-and second-order degenerate parabolic partial differential equations with …

Cauchy problem of stochastic kinetic equations

X Zhang, X Zhang - The Annals of Applied Probability, 2024 - projecteuclid.org
In this paper we establish the optimal regularity estimates for the Cauchy problem of
stochastic kinetic equations with random coefficients in anisotropic Besov spaces. As …

Finite difference schemes for stochastic partial differential equations in Sobolev spaces

M Gerencsér, I Gyöngy - Applied Mathematics & Optimization, 2015 - Springer
We discuss L_p L p-estimates for finite difference schemes approximating parabolic,
possibly degenerate, SPDEs, with initial conditions from W^ m_p W pm and free terms taking …

On -solvability of stochastic integro-differential equations

I Gyöngy, S Wu - Stochastics and Partial Differential Equations: Analysis …, 2021 - Springer
On $$L_p$$ -solvability of stochastic integro-differential equations | Stochastics and Partial
Differential Equations: Analysis and Computations Skip to main content SpringerLink Log in …

A solution theory for a general class of SPDEs

A Süß, M Waurick - Stochastics and Partial Differential Equations: Analysis …, 2017 - Springer
In this article we present a way of treating stochastic partial differential equations with
multiplicative noise by rewriting them as stochastically perturbed evolutionary equations in …

Supremum estimates for degenerate, quasilinear stochastic partial differential equations

K Dareiotis, B Gess - Annales de l'Institut Henri Poincaré (B) …, 2019 - projecteuclid.org
We prove a priori estimates in L∞ for a class of quasilinear stochastic partial differential
equations. The estimates are obtained independently of the ellipticity constant ε and thus …

[HTML][HTML] On degenerate linear stochastic evolution equations driven by jump processes

JM Leahy, R Mikulevičius - Stochastic Processes and their Applications, 2015 - Elsevier
We prove the existence and uniqueness of solutions of degenerate linear stochastic
evolution equations driven by jump processes in a Hilbert scale using the variational …