Stochastic Equations in Infinite Dimensions

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (only showing first 100 items - show all)

Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions
Scaling limits of weakly asymmetric interfaces
\(H^1\)-random attractors and asymptotic smoothing effect of solutions for stochastic Boussinesq equations with fluctuating dynamical boundary conditions
Random attractors for stochastic retarded reaction-diffusion equations on unbounded domains
Transposition method for backward stochastic evolution equations revisited, and its application
Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
On the continuity of pathwise solutions to Langevin equations in infinite dimensions
Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures
Exponential stability of solutions for retarded stochastic differential equations without dissipativity
Non-local conservation law from stochastic particle systems
Stochastic subspace correction in Hilbert space
Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts
Optimal retirement in a general market environment
Sensitivity with respect to the yield curve: duration in a stochastic setting
Schrödinger limit of weakly dissipative stochastic Klein-Gordon-Schrödinger equations and large deviations
Existence of random attractors for 2D-stochastic nonclassical diffusion equations on unbounded domains
Stochastic dynamics for an infinite system of random closed strings: A Gibbsian point of view
Exponential moments for numerical approximations of stochastic partial differential equations
Stationary solutions in thermodynamics of stochastically forced fluids
Approximation of random invariant manifolds for a stochastic Swift-Hohenberg equation
Synchronization in coupled stochastic sine-Gordon wave model
Well-posedness of stochastic primitive equations with multiplicative noise in three dimensions
Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D
Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
Interest rate theory and geometry
On approximate controllability of second-order neutral partial stochastic functional integrodifferential inclusions with infinite delay and impulsive effects
Diffusion limit for the radiative transfer equation perturbed by a Wiener process
Feedback optimal control for stochastic Volterra equations with completely monotone kernels
Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations with vanishing noise correlation
Square-mean almost automorphic solutions to some stochastic evolution equations. I: Autonomous case
The optimal behavior of solutions to fractional impulsive stochastic integro-differential equations and its control problems
Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes
Stochastic dynamics of a neural field lattice model with state dependent nonlinear noise
Homogenization of a stochastic viscous transport equation
Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations
Stochastic PDE model for spatial population growth in random environments
Simulation of SPDEs for excitable media using finite elements
On the Feynman–Kac Formula
Large deviations, dynamics and phase transitions in large stochastic and disordered neural networks
A PDE approach to large deviations in Hilbert spaces
Diffusion-approximation in stochastically forced kinetic equations
Long-time behavior of stochastic reaction-diffusion equation with dynamical boundary condition
On weak-strong uniqueness for stochastic equations of incompressible fluid flow
Existence and stability for stochastic partial differential equations with infinite delay
Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
Convergence theorems for operators sequences on functionals of discrete-time normal martingales
A mild Itô formula for SPDEs
Complete controllability of impulsive stochastic integrodifferential systems in Hilbert space
Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
Convergence of flux-splitting finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic perturbation
On a stochastic version of Prouse model in fluid dynamics
Simulated annealing for stochastic semilinear equations on Hilbert spaces
Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations
Attractors for a random evolution equation with infinite memory: theoretical results
Variational solutions to nonlinear stochastic differential equations in Hilbert spaces
Solution properties of a 3D stochastic Euler fluid equation
Large deviation principles of obstacle problems for quasilinear stochastic PDEs
Stochastic spatiotemporal diffusive predator-prey systems
Random attractor for stochastic Boissonade system with time-dependent deterministic forces and white noises
Non-autonomous stochastic evolution equations in Banach spaces of martingale type 2: strict solutions and maximal regularity
Existence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients
Error estimates of finite element methods for fractional stochastic Navier-Stokes equations
On the Cauchy problem for stochastic parabolic equations in Hölder spaces
Global existence for the stochastic Degasperis-Procesi equation
Stochastic Korteweg-de Vries equation driven by fractional Brownian motion
Data-driven non-Markovian closure models
Dynamics of stochastic fractional Boussinesq equations
Homogenization of the evolution Stokes equation in a perforated domain with a stochastic Fourier boundary condition
Strong averaging principle for slow-fast SPDEs with Poisson random measures
Multidimensional potential Burgers turbulence
Unique ergodicity for fractionally dissipated, stochastically forced 2D Euler equations
Well-posedness of the time-space fractional stochastic Navier-Stokes equations driven by fractional Brownian motion
The existence and decay estimates of the solutions to 3D stochastic Navier-Stokes equations with additive noise in an exterior domain
Stochastic maximum principle for optimal control of SPDEs
Consistent variance curve models
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
Dissipative solutions to the stochastic Euler equations
Approximate controllability of Sobolev type nonlocal fractional stochastic dynamic systems in Hilbert spaces
Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality
Asymptotic stability of second-order neutral stochastic differential equations
Approximate controllability for a semilinear stochastic evolution system with infinite delay in \(L_p\) space
Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property
On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces
Stochastic nonlinear Schrödinger equations with linear multiplicative noise: rescaling approach
Multidimensional stochastic differential equations with distributional drift
Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations
Weak convergence of finite element method for stochastic elastic equation driven by additive noise
Stochastic evolution equations driven by a Liouville fractional Brownian motion
Rough Burgers-like equations with multiplicative noise
Optimal control for stochastic delay evolution equations
Renormalization group approach to SDEs with nonlinear diffusion terms
Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation
Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains
Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise
Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces

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