Stochastic partial differential equations: an introduction

DOI10.1007/978-3-319-22354-4zbMATH Open1361.60002OpenAlexW2338895534MaRDI QIDQ495641FDOQ495641

Wei Liu, Michael Röckner

Publication date: 14 September 2015

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-22354-4

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zbMATH Keywords

semigroup approachstochastic partial differential equationvariational approachcylindrical Wiener process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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• The infinitesimal generator of the stochastic Burgers equation
• Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations
• Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*
• Optimal convergence analysis of a fully discrete scheme for the stochastic Stokes-Darcy equations
• Optimal control of stochastic phase-field models related to tumor growth
• Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
• Stochastic rotating waves
• Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
• Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients
• Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise
• Parareal Exponential $\theta$-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping
• Delayed blow-up by transport noise
• The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations
• Asymptotic log-Harnack inequality and applications for stochastic 2D hydrodynamical-type systems with degenerate noise
• The tamed MHD equations
• Analysis and optimal velocity control of a stochastic convective Cahn-Hilliard equation
• Convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations on 2D torus
• Averaging Principle for Stochastic Tidal Dynamics Equations
• The stochastic Cahn–Hilliard equation with degenerate mobility and logarithmic potential
• Random attractors for locally monotone stochastic partial differential equations
• Stochastic Allen-Cahn equation with logarithmic potential
• Small time asymptotics for SPDEs with locally monotone coefficients
• A natural extension of Markov processes and applications to singular SDEs
• Well-posedness of renormalized solutions for a stochastic \(p\)-Laplace equation with \(L^1\)-initial data
• On stochastic porous-medium equations with critical-growth conservative multiplicative noise
• On generators of transition semigroups associated to semilinear stochastic partial differential equations
• Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise
• Nonlinear diffusion equations with nonlinear gradient noise
• Existence-uniqueness and stability of the mild periodic solutions to a class of delayed stochastic partial differential equations and its applications
• On existence and uniqueness properties for solutions of stochastic fixed point equations
• Distribution dependent SDEs driven by fractional Brownian motions
• Well-posedness for a pseudomonotone evolution problem with multiplicative noise
• Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
• Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton
• Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
• Convergent numerical approximation of the stochastic total variation flow
• Large deviations for stochastic porous media equation on general measure spaces
• Averaging principle for a stochastic coupled fast-slow atmosphere-ocean model
• Drift estimation for stochastic reaction-diffusion systems
• The stochastic thin-film equation: existence of nonnegative martingale solutions
• Wong-zakai approximation and support theorem for SPDEs with locally monotone coefficients
• Exponential mixing for stochastic 3D fractional Leray-\(\alpha\) model with degenerate multiplicative noise
• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise
• Large deviation principle for stochastic Burgers type equation with reflection
• Invariance of closed convex cones for stochastic partial differential equations
• Ergodicity of 3D Leray-α model with fractional dissipation and degenerate stochastic forcing
• A weak law of large numbers for realised covariation in a Hilbert space setting
• Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives
• Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise
• Global existence of martingale solutions and large time behavior for a 3D stochastic nonlocal Cahn-Hilliard-Navier-Stokes systems with shear dependent viscosity
• Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications --
• Global solutions for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
• Porous media equations with multiplicative space-time white noise
• On a theorem by A.S. Cherny for semilinear stochastic partial differential equations
• Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations
• The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise
• Wong-Zakai approximation and support theorem for 2D and 3D stochastic convective Brinkman-Forchheimer equations
• Well-posedness of monotone semilinear SPDEs with semimartingale noise
• Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh-Nagumo equations
• Infinite dimensional affine processes
• Deterministic control of stochastic reaction-diffusion equations
• A gradient flow formulation for the stochastic Amari neural field model
• Tumor evolution models of phase-field type with nonlocal effects and angiogenesis
• Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions
• Large deviation principle for a class of SPDE with locally monotone coefficients
• Deterministic and stochastic 2D Navier-Stokes equations with anisotropic viscosity
• Existence and uniqueness of martingale solutions to option pricing equations with noise
• Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
• Large deviations for stochastic 3D Leray-\( \alpha \) model with fractional dissipation
• Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
• Stochastic Partial Differential Equations with Levy Noise
• Title not available (Why is that?)
• Dissipation enhancement by transport noise for stochastic \(p\)-Laplace equations
• Stochastic integrals for SPDEs: a comparison
• Strong solutions to SPDEs with monotone drift in divergence form
• $L^p$ solutions for stochastic evolution equation with nonlinear potential
• Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts
• Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
• Sharp interface limit of stochastic Cahn-Hilliard equation with singular noise
• Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients
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• A variational approach to dissipative SPDEs with singular drift
• On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe
• Stochastic optimal control in infinite dimensions with state constraints
• A posteriori error estimates for non-stationary non-linear convection-diffusion equations
• Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise
• Optimal bilinear control of stochastic nonlinear Schrödinger equations: mass-(sub)critical case
• On the differentiability of solutions of stochastic evolution equations with respect to their initial values
• Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations
• On a rough perturbation of the Navier-Stokes system and its vorticity formulation
• Distribution-dependent stochastic porous media equations
• Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures
• \(\mathbb{L}^p\)-solutions for stochastic Navier-Stokes equations with jump noise
• A diffuse interface model of a two-phase flow with thermal fluctuations
• Mathematical and computational modelling of skin biophysics: a review
• Singular limits for stochastic equations
• Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
• Some recent progress in singular stochastic partial differential equations

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