Stochastic Equations in Infinite Dimensions
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Publication:3511273
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- Global existence for the stochastic Degasperis-Procesi equation
- Stochastic Korteweg-de Vries equation driven by fractional Brownian motion
- Existence, uniqueness, and energy of modified stochastic sine-Gordon equation with multiplicative noise on one-dimensional domain
- Finite-time singularity of the stochastic harmonic map flow
- Scaling limits of weakly asymmetric interfaces
- On the Cauchy problem for stochastic parabolic equations in Hölder spaces
- Data-driven non-Markovian closure models
- \(H^1\)-random attractors and asymptotic smoothing effect of solutions for stochastic Boussinesq equations with fluctuating dynamical boundary conditions
- A simplified Milstein scheme for SPDEs with multiplicative noise
- The small time asymptotics of SPDEs with reflection
- A stochastic weakly damped, forced KdV-BO equation
- Stochastic nonlinear thermoelastic system coupled sine-Gordon equation driven by jump noise
- Robust exponential stabilization of stochastic delay interval recurrent neural networks with distributed parameters and Markovian jumping by using periodically intermittent control
- 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
- Random attractors for stochastic retarded reaction-diffusion equations on unbounded domains
- Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
- Transposition method for backward stochastic evolution equations revisited, and its application
- Large deviations for invariant measures of the white-forced 2D Navier-Stokes equation
- Struwe-like solutions for the stochastic harmonic map flow
- Existence, uniqueness and regularity for the stochastic Ericksen-Leslie equation
- 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
- Fast flow asymptotics for stochastic incompressible viscous fluids in \(\mathbb {R}^2\) and SPDEs on graphs
- Essential \(m\)-dissipativity of Kolmogorov operators for the \(2D\)-stochastic shear thickening fluids
- Existence of optimal mild solutions for multi-valued impulsive stochastic partial functional integrodifferential equations
- The existence and decay estimates of the solutions to 3D stochastic Navier-Stokes equations with additive noise in an exterior domain
- On the continuity of pathwise solutions to Langevin equations in infinite dimensions
- The multipoint initial-final value condition for the Hoff equations on geometrical graph in spaces of \(\mathbf{K}\)-``noises
- Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures
- Singular integrals of subordinators with applications to structural properties of SPDEs
- 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
- Online multiscale model reduction for nonlinear stochastic PDEs with multiplicative noise
- 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
- Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review
- Existence, uniqueness, and energy of approximate Fourier solutions of modified stochastic sine-Gordon equation with power-law nonlinearity in 1D
- Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts
- Controllability of nonlinear higher-order fractional damped stochastic systems involving multiple delays
- Optimal retirement in a general market environment
- 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
- Schrödinger limit of weakly dissipative stochastic Klein-Gordon-Schrödinger equations and large deviations
- Sensitivity with respect to the yield curve: duration in a stochastic setting
- A Primer on Noise-Induced Transitions in Applied Dynamical Systems
- \(5 / 6\)-superdiffusion of energy for coupled charged harmonic oscillators in a magnetic field
- Asymptotic stability of second-order neutral stochastic differential equations
- Asymptotic stability of neutral impulsive stochastic partial differential equation of Sobolev type with Poisson jumps
- Approximate controllability for a semilinear stochastic evolution system with infinite delay in \(L_p\) space
- Approximate Controllability of Nonlocal Impulsive Stochastic Differential Equations with Delay
- Rare events in the stochastic Camassa-Holm equation
- A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
- 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
- Existence of random attractors for 2D-stochastic nonclassical diffusion equations on unbounded domains
- Moderate deviations for a stochastic wave equation in dimension three
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
- Ergodicity of stochastic Burgers system with dissipative term
- Uniformly random attractor for the three-dimensional stochastic nonautonomous Camassa-Holm equations
- Globally exponential stability of a partial stochastic differential equation with pseudo almost periodic coefficients and infinite delay
- Stochastic nonlinear Schrödinger equations with linear multiplicative noise: rescaling approach
- Stochastic dynamics for an infinite system of random closed strings: A Gibbsian point of view
- A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations
- Identification of a time-dependent control parameter for a stochastic diffusion equation
- Approximate controllability for a class of non-instantaneous impulsive stochastic fractional differential equation driven by fractional Brownian motion
- Asymptotic log-Harnack inequality and applications for stochastic 2D hydrodynamical-type systems with degenerate noise
- SPDEs with colored Gaussian noise: a survey
- Time optimal control of a Clarke subdifferential type stochastic evolution inclusion in Hilbert spaces
- Gauss-Markov processes on Hilbert spaces
- Exponential moments for numerical approximations of stochastic partial differential equations
- Stationary solutions in thermodynamics of stochastically forced fluids
- Multidimensional stochastic differential equations with distributional drift
- 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
- Weak convergence of finite element method for stochastic elastic equation driven by additive noise
- Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations
- Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise
- On the existence and uniqueness of solution to a stochastic 2D Allen-Cahn-Navier-Stokes model
- Stochastic evolution equations driven by a Liouville fractional Brownian motion
- Rough Burgers-like equations with multiplicative noise
- Interest rate theory and geometry
- Optimal control for stochastic delay evolution equations
- Renormalization group approach to SDEs with nonlinear diffusion terms
- Parameter estimation for stochastic wave equation based on observation window
- Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation
- Yield curve smoothing and residual variance of fixed income positions
- 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
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