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 …
Euler vorticity equation for incompressible flows with noise of transport type. In particular, we …
Lagrangian averaged stochastic advection by Lie transport for fluids
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 …
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
We consider the stochastic thin-film equation with colored Gaussian Stratonovich noise in
one space dimension and establish the existence of nonnegative weak (martingale) …
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 …
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 …
stochastic kinetic equations with random coefficients in anisotropic Besov spaces. As …
Finite difference schemes for stochastic partial differential equations in Sobolev spaces
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 …
possibly degenerate, SPDEs, with initial conditions from W^ m_p W pm and free terms taking …
On -solvability of stochastic integro-differential equations
On $$L_p$$ -solvability of stochastic integro-differential equations | Stochastics and Partial
Differential Equations: Analysis and Computations Skip to main content SpringerLink Log in …
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 …
multiplicative noise by rewriting them as stochastically perturbed evolutionary equations in …
Supremum estimates for degenerate, quasilinear stochastic partial differential equations
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 …
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 …
evolution equations driven by jump processes in a Hilbert scale using the variational …