ﻻ يوجد ملخص باللغة العربية
We provide sufficient conditions on the coefficients of a stochastic evolution equation on a Hilbert space of functions driven by a cylindrical Wiener process ensuring that its mild solution is positive if the initial datum is positive. As an application, we discuss the positivity of forward rates in the Heath-Jarrow-Morton model via Musielas stochastic PDE.
We prove a maximum principle for mild solutions to stochastic evolution equations with (locally) Lipschitz coefficients and Wiener noise on weighted $L^2$ spaces. As an application, we provide sufficient conditions for the positivity of forward rates
We consider a large family of integro-differential equations and establish a non-local counterpart of Hopfs lemma, directly expressed in terms of the symbol of the operator. As closely related problems, we also obtain a variety of maximum principles
In this short note, we present a construction for the log-log blow up solutions to focusing mass-critical stochastic nonlinear Schroidnger equations with multiplicative noises. The solution is understood in the sense of controlled rough path as in cite{SZ20}.
This paper extends the theory of regular solutions ($C^1$ in a suitable sense) for a class of semilinear elliptic equations in Hilbert spaces. The notion of regularity is based on the concept of $G$-derivative, which is introduced and discussed. A re
We present a new proof of well-posedness of stochastic evolution equations in variational form, relying solely on a (nonlinear) infinite-dimensional approximation procedure rather than on classical finite-dimensional projection arguments of Galerkin type.