Stochastic partial differential equations: an introduction

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

Authors: 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)

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

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• Deterministic control of stochastic reaction-diffusion equations
• 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
• Strong solutions to SPDEs with monotone drift in divergence form
• 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
• 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
• Exponential mixing for stochastic 3D fractional Leray-\(\alpha\) model with degenerate multiplicative noise
• Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients
• 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
• The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
• 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
• 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
• Entropy solutions for stochastic porous media equations
• A note on doubly nonlinear SPDEs with singular drift in divergence form
• Nonlinear SPDE driven by Lévy noise: well-posedness, optimal control and invariant measure
• Large deviation principle for pseudo-monotone evolutionary equation
• Probabilistic limiting behavior of stochastic inertial manifolds for a class of SPDEs
• Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
• Peng's Maximum Principle for Stochastic Partial Differential Equations
• Global Strong Well-Posedness of the Stochastic Bidomain Equations with FitzHugh–Nagumo Transport
• Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients
• Proportional stochastic generalized Lotka-Volterra model with an application to learning microbial community structures
• Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
• Wong-Zakai approximation and support theorem for 2D and 3D stochastic convective Brinkman-Forchheimer equations
• Title not available (Why is that?)
• Well-posedness of monotone semilinear SPDEs with semimartingale noise
• Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh-Nagumo equations
• Local well-posedness for 2D stochastic tropical climate model
• Stochastic discontinuous Galerkin methods (SDGM) based on fluctuation-dissipation balance
• Rough nonlocal diffusions
• Distribution-dependent stochastic differential delay equations in finite and infinite dimensions
• On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations
• \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs
• An Extended Variational Theory for Nonlinear Evolution Equations via Modular Spaces
• An order approach to SPDEs with antimonotone terms
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• Well-posedness for nonlinear SPDEs with strongly continuous perturbation
• Asymptotic behavior of the forecast-assimilation process with unstable dynamics
• Brownian motion, martingales and Itô formula in Clifford analysis
• Well-posedness of stochastic partial differential equations with fully local monotone coefficients
• An addendum to: ``Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients
• Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients
• Reaction-diffusion equations with transport noise and critical superlinear diffusion: global well-posedness of weakly dissipative systems
• Existence and uniqueness of maximal solutions to SPDEs with applications to viscous fluid equations
• Well-posedness of a random coefficient damage mechanics model
• Obstacle problem for a stochastic conservation law and Lewy Stampacchia inequality
• Conservative stochastic two-dimensional Cahn-Hilliard equation
• Optimal convergence rate in the quantum Zeno effect for open quantum systems in infinite dimensions
• The stochastic Klausmeier system and a stochastic Schauder-Tychonoff type theorem
• Asymptotic log-Harnack inequality and ergodicity for 3D Leray-\(\alpha\) model with degenerate type noise
• Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem
• A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
• The perfection of local semi-flows and local random dynamical systems with applications to SDEs
• McKean-Vlasov SDE and SPDE with locally monotone coefficients

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