STOCHASTIC CAHN–HILLIARD PARTIAL DIFFERENTIAL EQUATIONS WITH LÉVY SPACETIME WHITE NOISES

DOI10.1142/S0219493706001736zbMath1098.60058OpenAlexW1972970329MaRDI QIDQ5483393

Li Jun Bo, Yong Jin Wang

Publication date: 14 August 2006

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493706001736

zbMATH Keywords

local solution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (27)

Large deviation for stochastic Cahn-Hilliard partial differential equations ⋮ On a stochastic fractional partial differential equation driven by a Lévy space-time white noise ⋮ High order Anderson parabolic model driven by rough noise in space ⋮ The high-order SPDEs driven by multi-parameter fractional noises ⋮ Higher-order stochastic partial differential equations with branching noises ⋮ Central limit theorem and moderate deviations for a perturbed stochastic Cahn–Hilliard equation ⋮ Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises ⋮ On a jump-type stochastic fractional partial differential equation with fractional noises ⋮ Lyapunov exponent estimates of a class of higher-order stochastic Anderson models ⋮ Stochastic generalized Burgers equations driven by fractional noises ⋮ The Cahn-Hilliard equation with logarithmic potentials ⋮ On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\) ⋮ Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process ⋮ Discontinuous Galerkin method for elliptic stochastic partial differential equations on two and three dimensional spaces ⋮ On a stochastic interacting model with stepping-stone noises ⋮ Large deviation principle for the fourth-order stochastic heat equations with fractional noises ⋮ Stochastic fractional Anderson models with fractional noises ⋮ Stochastic Cahn-Hilliard equations driven by Poisson random measures ⋮ On a stochastic heat equation with first order fractional noises and applications to finance ⋮ STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE ⋮ Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures ⋮ Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients ⋮ On a Class of Stochastic Anderson Models with Fractional Noises ⋮ Moderate deviations for fourth-order stochastic heat equations with fractional noises ⋮ Approximating solutions of neutral stochastic evolution equations with jumps ⋮ Jump type Cahn-Hilliard equations with fractional noises ⋮ The Cahn-Hilliard equation and some of its variants

Cites Work

• Unnamed Item
• Unnamed Item
• Parabolic SPDEs driven by Poisson white noise
• The heat equation with Lévy noise
• On the stochastic Burgers' equation in the real line
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Lévy Processes and Stochastic Calculus
• Stochastic Cahn-Hilliard equation
• Second order PDE's in finite and infinite dimension
• Cahn-Hilliard stochastic equation: Existence of the solution and of its density

This page was built for publication: STOCHASTIC CAHN–HILLIARD PARTIAL DIFFERENTIAL EQUATIONS WITH LÉVY SPACETIME WHITE NOISES