Stochastic partial differential equations
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PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Processes in random environments (60K37) Financial applications of other theories (91G80) Population dynamics (general) (92D25)
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- Exponential stabilization for 1-D linear Itô-type state-dependent stochastic parabolic PDE systems via static output feedback
- Analysis of a stratified Kraichnan flow
- An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems
- Some properties of space-time fractional stochastic partial differential equations with Lévy noise
- Global existence and finite time blow-up for a stochastic non-local reaction-diffusion equation
- Finite-time blow-up of a non-local stochastic parabolic problem
- Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients
- Nonlinear anisotropic degenerate parabolic-hyperbolic equations with stochastic forcing
- Renormalization of stochastic continuity equations on Riemannian manifolds
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- RVE problem: mathematical aspects and related stochastic mechanics
- Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
- Explosive solutions of parabolic stochastic partial differential equations with Lévy noise
- Collective stochastic dynamics of the Cucker-Smale ensemble under uncertain communication
- On the stochastic Magnus expansion and its application to SPDEs
- A stochastic age-structured HIV/AIDS model based on parameters estimation and its numerical calculation
- A nonlocal sample dependence SDE-PDE system modeling proton dynamics in a tumor
- The impact of multiplicative noise in SPDEs close to bifurcation via amplitude equations
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- Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients
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- Optimal error estimates of a discontinuous Galerkin method for stochastic Allen-Cahn equation driven by multiplicative noise
- Optimal error estimates of the stochastic parabolic optimal control problem with integral state constraint
- Strong convergence of linear implicit virtual element methods for the nonlinear stochastic parabolic equation with multiplicative noise
- Optimal order space-time discretization methods for the nonlinear stochastic elastic wave equations with multiplicative noise
- Finite-dimensional observer-based boundary control for a one-dimensional stochastic heat equation
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