Time averaging for random nonlinear abstract parabolic equations.
Bruno, G., Pankov, A., Pankova, T. (2000)
Abstract and Applied Analysis
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Displaying similar documents to “Intermittence and nonlinear parabolic stochastic partial differential equations.”
Time averaging for random nonlinear abstract parabolic equations.
SPDEs with coloured noise: Analytic and stochastic approaches
Marco Ferrante, Marta Sanz-Solé (2006)
ESAIM: Probability and Statistics
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We study strictly parabolic stochastic partial differential equations on , ≥ 1, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give sufficient conditions on the correlation of the noise ensuring Hölder continuity for the trajectories of the solution of the equation. For self-adjoint operators with deterministic coefficients, the mild and weak formulation of the equation are...
On a class of forward-backward stochastic differential systems in infinite dimensions.
Guatteri, Giuseppina (2007)
Journal of Applied Mathematics and Stochastic Analysis
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Homogenization of semilinear PDEs with discontinuous averaged coefficients.
Bahlali, Khaled, Elouaflin, A., Pardoux, Etienne (2009)
Electronic Journal of Probability [electronic only]
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Stochastic partial differential equations with Dirichlet white-noise boundary conditions
Elisa Alòs, Stefano Bonaccorsi (2002)
Annales de l'I.H.P. Probabilités et statistiques
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Maximum principle and comparison theorem for quasi-linear stochastic PDE's.
Denis, Laurent, Matoussi, Anis, Stoica, Lucretiu (2009)
Electronic Journal of Probability [electronic only]
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On the discretization in time of parabolic stochastic partial differential equations
Jacques Printems (2001)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
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We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation. In this part, all the coefficients are globally Lipchitz. The case when the nonlinearity is only locally Lipchitz is then treated. For the sake of simplicity, we restrict our attention to the Burgers equation. We are not able in this case to compute a pathwise order of the approximation, we introduce the weaker...
On stochastic differential equations with locally unbounded drift
István Gyöngy, Teresa Martínez (2001)
Czechoslovak Mathematical Journal
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We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift.