STOCHASTIC CAHN–HILLIARD PARTIAL DIFFERENTIAL EQUATIONS WITH LÉVY SPACETIME WHITE NOISES

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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Title not available (Why is that?)
Existence and uniqueness results for semilinear stochastic partial differential equations
Lévy Processes and Stochastic Calculus
The heat equation with Lévy noise
Stochastic Cahn-Hilliard equation
Cahn-Hilliard stochastic equation: Existence of the solution and of its density
Second order PDE's in finite and infinite dimension
Parabolic SPDEs driven by Poisson white noise
On the stochastic Burgers' equation in the real line

Cited In (27)

STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE
Central limit theorem and moderate deviations for a perturbed stochastic Cahn–Hilliard equation
The Cahn-Hilliard equation with logarithmic potentials
On a stochastic heat equation with first order fractional noises and applications to finance
Jump type Cahn-Hilliard equations with fractional noises
On a jump-type stochastic fractional partial differential equation with fractional noises
On a Class of Stochastic Anderson Models with Fractional Noises
On a stochastic interacting model with stepping-stone noises
Lyapunov exponent estimates of a class of higher-order stochastic Anderson models
The high-order SPDEs driven by multi-parameter fractional noises
Stochastic generalized Burgers equations driven by fractional noises
Stochastic Cahn-Hilliard equations driven by Poisson random measures
The Cahn-Hilliard equation and some of its variants
Discontinuous Galerkin method for elliptic stochastic partial differential equations on two and three dimensional spaces
Approximating solutions of neutral stochastic evolution equations with jumps
On a stochastic fractional partial differential equation driven by a Lévy space-time white noise
Large deviation for stochastic Cahn-Hilliard partial differential equations
Higher-order stochastic partial differential equations with branching noises
On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\)
Large deviation principle for the fourth-order stochastic heat equations with fractional noises
Stochastic fractional Anderson models with fractional noises
Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises
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
Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
Moderate deviations for fourth-order stochastic heat equations with fractional noises
Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process

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