Bohdan Maslowski, Jan Seidler (1998)
Archivum Mathematicum
The paper presents a review of some recent results on uniqueness of invariant measures for stochastic differential equations in infinite-dimensional state spaces, with particular attention paid to stochastic partial differential equations. Related results on asymptotic behaviour of solutions like ergodic theorems and convergence of probability laws of solutions in strong and weak topologies are also reviewed.
van Gaans, Onno, van Neerven, Jan (2006)
Electronic Communications in Probability [electronic only]
Giuseppe Da Prato, Arnaud Debussche, Luciano Tubaro (2004)
Annales de l'I.H.P. Probabilités et statistiques
Kim, Kyeong-Hun (2005)
Electronic Journal of Probability [electronic only]
Vitali Liskevich, Michael Röckner, Zeev Sobol, Oleksiy Us (2001)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
Bessaih, Hakima, Millet, Annie (2009)
Electronic Journal of Probability [electronic only]
Márquez-Carreras, David, Sarrà, Mònica (2003)
Electronic Journal of Probability [electronic only]
Éric Gautier (2005)
ESAIM: Probability and Statistics
Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrödinger equations when the noise converges to zero are presented. The noise is a complex additive gaussian noise. It is white in time and colored in space. The solutions may be global or blow-up in finite time, the two cases are distinguished. The results are stated in trajectory spaces endowed with topologies analogue to projective limit topologies. In this setting, the support of the law of the solution is also...
Éric Gautier (2010)
ESAIM: Probability and Statistics
Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrödinger equations when the noise converges to zero are presented. The noise is a complex additive Gaussian noise. It is white in time and colored in space. The solutions may be global or blow-up in finite time, the two cases are distinguished. The results are stated in trajectory spaces endowed with topologies analogue to projective limit topologies. In this setting, the support of the law of the solution is...
Sandra Cerrai, Michael Röckner (2005)
Annales de l'I.H.P. Probabilités et statistiques
Szymon Peszat (1992)
Studia Mathematica
Sufficient and necessary conditions for equivalence of the distributions of the solutions of some linear stochastic equations in Hilbert spaces are given. Some facts in the theory of perturbations of semigroup generators and Zabczyk's results on law equivalence are used.
Lototsky, Sergey V. (2001)
Electronic Journal of Probability [electronic only]
Kloeden, P.E., Shott, S. (2001)
Journal of Applied Mathematics and Stochastic Analysis
I. Siekmann, H. Malchow (2008)
Mathematical Modelling of Natural Phenomena
Relaxation oscillations are limit cycles with two clearly different time scales. In this article the spatio-temporal dynamics of a standard prey-predator system in the parameter region of relaxation oscillation is investigated. Both prey and predator population are distributed irregularly at a relatively high average level between a maximal and a minimal value. However, the slowly developing complex pattern exhibits a feature of “inverse excitability”: Both populations show collapses which occur...
Mytnik, Leonid, Xiong, Jie (2007)
Electronic Journal of Probability [electronic only]
Alain Bensoussan, Jens Frehse (2000)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
Alain Bensoussan, Jens Frehse (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
In this article we consider local solutions for stochastic Navier Stokes equations, based on the approach of Von Wahl, for the deterministic case. We present several approaches of the concept, depending on the smoothness available. When smoothness is available, we can in someway reduce the stochastic equation to a deterministic one with a random parameter. In the general case, we mimic the concept of local solution for stochastic differential equations.
Xiong, Jie (2004)
Electronic Communications in Probability [electronic only]
Igor D. Chueshov, Pierre-A. Vuillermot (1998)
Annales de l'I.H.P. Analyse non linéaire
Raluca M. Balan (2011)
ESAIM: Probability and Statistics
In this article, we consider the stochastic heat equation , with random coefficientsf and gk, driven by a sequence (βk)k of i.i.d. fractional Brownian motions of index H>1/2. Using the Malliavin calculus techniques and a p-th moment maximal inequality for the infinite sum of Skorohod integrals with respect to (βk)k, we prove that the equation has a unique solution (in a Banach space of summability exponent p ≥ 2), and this solution is Hölder continuous in both time and space.