STOCHASTIC CAHN–HILLIARD PARTIAL DIFFERENTIAL EQUATIONS WITH LÉVY SPACETIME WHITE NOISES
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Cites work
- scientific article; zbMATH DE number 3778410 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- Cahn-Hilliard stochastic equation: Existence of the solution and of its density
- Existence and uniqueness results for semilinear stochastic partial differential equations
- Lévy Processes and Stochastic Calculus
- On the stochastic Burgers' equation in the real line
- Parabolic SPDEs driven by Poisson white noise
- Second order PDE's in finite and infinite dimension
- Stochastic Cahn-Hilliard equation
- The heat equation with Lévy noise
Cited in
(29)- On a stochastic fractional partial differential equation driven by a Lévy space-time white noise
- Well posedness for the stochastic Cahn-Hilliard equation driven by Lévy space-time white noise.
- On a stochastic heat equation with first order fractional noises and applications to finance
- On a stochastic interacting model with stepping-stone noises
- Central limit theorem and moderate deviations for a perturbed stochastic Cahn-Hilliard equation
- High order Anderson parabolic model driven by rough noise in space
- Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures
- The Cahn-Hilliard equation and some of its variants
- Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
- Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises
- On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\)
- Lyapunov exponent estimates of a class of higher-order stochastic Anderson models
- Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process
- Discontinuous Galerkin method for elliptic stochastic partial differential equations on two and three dimensional spaces
- Approximating solutions of neutral stochastic evolution equations with jumps
- Jump type Cahn-Hilliard equations with fractional noises
- The Cahn-Hilliard equation with logarithmic potentials
- On a jump-type stochastic fractional partial differential equation with fractional noises
- The high-order SPDEs driven by multi-parameter fractional noises
- On a class of Cahn-Hilliard type stochastic interacting systems with stepping-stone noises
- On a Class of Stochastic Anderson Models with Fractional Noises
- Large deviation for stochastic Cahn-Hilliard partial differential equations
- Moderate deviations for fourth-order stochastic heat equations with fractional noises
- Stochastic Cahn-Hilliard equations driven by Poisson random measures
- STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE
- Stochastic generalized Burgers equations driven by fractional noises
- Large deviation principle for the fourth-order stochastic heat equations with fractional noises
- Stochastic fractional Anderson models with fractional noises
- Higher-order stochastic partial differential equations with branching noises
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