[图书][B] Stochastic partial differential equations: an introduction

W Liu, M Röckner - 2015 - Springer
This book provides an introduction to the theory of stochastic partial differential equations
(SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability …

High mode transport noise improves vorticity blow-up control in 3D Navier–Stokes equations

F Flandoli, D Luo - Probability Theory and Related Fields, 2021 - Springer
The paper is concerned with the problem of regularization by noise of 3D Navier–Stokes
equations. As opposed to several attempts made with additive noise which remained …

Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients

D Trevisan - 2016 - projecteuclid.org
We investigate well-posedness for martingale solutions of stochastic differential equations,
under low regularity assumptions on their coefficients, widely extending the results first …

Noise prevents singularities in linear transport equations

E Fedrizzi, F Flandoli - Journal of Functional Analysis, 2013 - Elsevier
A stochastic linear transport equation with multiplicative noise is considered and the
question of no-blow-up is investigated. The drift is assumed only integrable to a certain …

Large and moderate deviation principles for McKean-Vlasov SDEs with jumps

W Liu, Y Song, J Zhai, T Zhang - Potential Analysis, 2023 - Springer
In this paper, we consider McKean-Vlasov stochastic differential equations (MVSDEs) driven
by Lévy noise. By identifying the right equations satisfied by the solutions of the MVSDEs …

Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation

SEA Mohammed, TK Nilssen, FN Proske - 2015 - projecteuclid.org
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms
R^d∋x\quad⟼\quads,t(x)∈R^d,\qquads,t∈R for a stochastic differential equation (SDE) of …

Large deviations and transitions between equilibria for stochastic Landau–Lifshitz–Gilbert equation

Z Brzeźniak, B Goldys, T Jegaraj - Archive for Rational Mechanics and …, 2017 - Springer
We study a stochastic Landau–Lifshitz equation on a bounded interval and with finite
dimensional noise. We first show that there exists a pathwise unique solution to this …

The infinitesimal generator of the stochastic Burgers equation

M Gubinelli, N Perkowski - Probability Theory and Related Fields, 2020 - Springer
We develop a martingale approach for a class of singular stochastic PDEs of Burgers type
(including fractional and multi-component Burgers equations) by constructing a domain for …

Stochastic Navier-Stokes equations and related models

LA Bianchi, F Flandoli - Milan Journal of Mathematics, 2020 - Springer
Stochastic Navier-Stokes Equations and Related Models Page 1 Stochastic Navier-Stokes
Equations and Related Models Luigi Amedeo Bianchi and Franco Flandoli In honour of …

A fully discrete approximation of the one-dimensional stochastic heat equation

R Anton, D Cohen… - IMA Journal of Numerical …, 2020 - academic.oup.com
A fully discrete approximation of the one-dimensional stochastic heat equation driven by
multiplicative space–time white noise is presented. The standard finite difference …