ﻻ يوجد ملخص باللغة العربية
Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path establish wellposedness of such equations, even when the drift and diffusion coefficients are given as generalized functions or distributions. In addition we prove regularity of the averaged field associated to a Levy fractional stable motion, and use this as an example of a perturbation regularizing the multiplicative stochastic heat equation.
We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz requirement on the drift and diffusion coefficients is imposed to ensure exis
We prove pathwise uniqueness for solutions of parabolic stochastic pdes with multiplicative white noise if the coefficient is Holder continuous of index $gamma>3/4$. The method of proof is an infinite-dimensional version of the Yamada-Watanabe argument for ordinary stochastic differential equations.
In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by Levy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale problem of Str
We study the stochastic cubic complex Ginzburg-Landau equation with complex-valued space-time white noise on the three dimensional torus. This nonlinear equation is so singular that it can only be under- stood in a renormalized sense. In the first ha
We establish finite time extinction with probability one for weak solutions of the Cauchy-Dirichlet problem for the 1D stochastic porous medium equation with Stratonovich transport noise and compactly supported smooth initial datum. Heuristically, th