Stochastic Equations in Infinite Dimensions
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Publication:3511273
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(only showing first 100 items - show all)- Multi-term time-fractional stochastic differential equations with non-Lipschitz coefficients
- 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
- Feedback stabilization for a class of nonlinear stochastic systems with state- and control-dependent noise
- Error estimates of finite element methods for fractional stochastic Navier-Stokes equations
- Feedback optimal control for stochastic Volterra equations with completely monotone kernels
- Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains
- Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes
- The optimal behavior of solutions to fractional impulsive stochastic integro-differential equations and its control problems
- Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations with vanishing noise correlation
- A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations
- Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions
- Square-mean almost automorphic solutions to some stochastic evolution equations. I: Autonomous case
- Stochastic dynamics of a neural field lattice model with state dependent nonlinear noise
- Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- Homogenization of a stochastic viscous transport equation
- Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise
- 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
- Random-field solutions of linear parabolic stochastic partial differential equations with polynomially bounded variable coefficients
- FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems
- Convergence problem of Ostrovsky equation with rough data and random data
- Exponential stability of jump-diffusion systems with neutral term and impulses
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
- Regularity theory for nonlinear systems of SPDEs
- Analysis of fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise
- Superdiffusion of energy in a chain of harmonic oscillators with noise
- Infinite delay fractional stochastic integro-differential equations with Poisson jumps of neutral type
- Large deviations, dynamics and phase transitions in large stochastic and disordered neural networks
- 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
- On the Feynman–Kac Formula
- Determining white noise forcing from Eulerian observations in the Navier-Stokes equation
- Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients
- Stochastic neural field equations: a rigorous footing
- Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
- Large deviations for stochastic generalized porous media equations
- Functional central limit theorem for Brownian particles in domains with Robin boundary condition
- Existence of densities for the 3D Navier-Stokes equations driven by Gaussian noise
- A PDE approach to large deviations in Hilbert spaces
- Diffusion-approximation in stochastically forced kinetic equations
- Analysis and approximation of stochastic nerve axon equations
- 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
- Smoothness of densities for area-like processes of fractional Brownian motion
- Parameter estimation for the stochastically perturbed Navier-Stokes equations
- Long-time behavior of stochastic reaction-diffusion equation with dynamical boundary condition
- Hyperbolic periodic orbits in nongradient systems and small-noise-induced metastable transitions
- Existence and stability for stochastic partial differential equations with infinite delay
- On weak-strong uniqueness for stochastic equations of incompressible fluid flow
- Controllability of nonlinear stochastic fractional integrodifferential systems in Hilbert spaces
- Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations
- Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications
- 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
- Trotter-Kato approximations of stochastic neutral partial functional differential equations
- Convergence theorems for operators sequences on functionals of discrete-time normal martingales
- Large deviations for the stochastic predator-prey model with nonlinear functional response
- On the initial value problem of fractional stochastic evolution equations in Hilbert spaces
- Fractional diffusion limit for a stochastic kinetic equation
- Convergence rates for the numerical approximation of the 2D stochastic Navier-Stokes equations
- Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
- 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
- \(\mathbb{L}^p\)-solutions of deterministic and stochastic convective Brinkman-Forchheimer equations
- Moderate deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity
- On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior
- Low-dimensional partial integro-differential equations for high-dimensional Asian options
- 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
- Stochastic PDEs, regularity structures, and interacting particle systems
- On 2D Eulerian limits à la Kuksin
- Weak convergence of probability measures of Trotter-Kato approximate solutions of stochastic evolution equations
- Complete controllability of impulsive stochastic integrodifferential systems in Hilbert space
- A mild Itô formula for SPDEs
- Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
- Some results on backward stochastic differential equations of fractional order
- Invariant measures for nonlinear conservation laws driven by stochastic forcing
- Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise
- Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
- The well-posedness of stochastic Kawahara equation: fixed point argument and Fourier restriction method
- Burgers turbulence in 1D: a case model for Kolmogorov's theory
- Simulated annealing for stochastic semilinear equations on Hilbert spaces
- Finite-dimensional representations for controlled diffusions with delay
- Supercritical Poincaré-Andronov-Hopf bifurcation in a mean-field quantum laser equation
- On a stochastic version of Prouse model in fluid dynamics
- Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations
- Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps
- Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
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