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)

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
FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems
Regularity theory for nonlinear systems of SPDEs
Superdiffusion of energy in a chain of harmonic oscillators with noise
Infinite delay fractional stochastic integro-differential equations with Poisson jumps of neutral type
Stochastic neural field equations: a rigorous footing
Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients
Martingale and pathwise solutions to the stochastic Zakharov-Kuznetsov equation with multiplicative noise
Exponential mixing for the white-forced damped nonlinear wave equation
Stability of delay evolution equations with stochastic perturbations
Determining white noise forcing from Eulerian observations in the Navier-Stokes equation
Existence of densities for the 3D Navier-Stokes equations driven by Gaussian noise
Large deviations for stochastic generalized porous media equations
Analysis and approximation of stochastic nerve axon equations
Functional central limit theorem for Brownian particles in domains with Robin boundary condition
Solution theory to semilinear hyperbolic stochastic partial differential equations with polynomially bounded coefficients
Conical stochastic maximal \(L^p\)-regularity for \(1\leqslant p<\infty\)
Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
A semi-discrete scheme for the stochastic Landau-Lifshitz equation
Parameter estimation for the stochastically perturbed Navier-Stokes equations
Fractional diffusion limit for a stochastic kinetic equation
On the initial value problem of fractional stochastic evolution equations in Hilbert spaces
Inviscid limit of stochastic damped 2D Navier-Stokes equations
Stability of non-densely defined semilinear stochastic evolution equations with application to the stochastic age-structured model
Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
On inviscid limits for the stochastic Navier-Stokes equations and related models
Approximate controllability of partial fractional neutral stochastic functional integro-differential inclusions with state-dependent delay
Nonlocal Cauchy problem for fractional stochastic evolution equations in Hilbert spaces
On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior
Weak convergence of probability measures of Trotter-Kato approximate solutions of stochastic evolution equations
On the stochastic beam equation driven by a non-Gaussian Lévy process
Numerical analysis for stochastic partial differential delay equations with jumps
Almost automorphic solutions to nonautonomous stochastic functional integrodifferential equations
Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching
Finite-dimensional representations for controlled diffusions with delay
The covariation for Banach space valued processes and applications
Upper semicontinuity of attractors for a non-Newtonian fluid under small random perturbations
Multi-term time-fractional stochastic differential equations with non-Lipschitz coefficients
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

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