We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our approach allows the treatment of equations with mixed type, where classical solution strategies fail to work. The approach extends prior observations in [Suß, A. & Waurick, M. A Solution Theory for a General Class of SPDEs. Stochastics and Partial Differential Equations: Analysis and Computations, 2017, 5, 278-318], where the respective results were obtained for linear autonomous equations and (multiplicative) white noise
In this paper we work with parabolic SPDEs of the form $$ \partial_t u(t,x)=\partial_x^2 u(t,x)+g(...
This thesis is a compilation of two papers. In the first paper we investigate a class of two dimens...
This thesis deals with the mathematical field of stochastic nonlinear partial differential equations...
In this article we present a way of treating stochastic partial differential equations with multipli...
In this work we present some new results concerning stochastic partial differential and integro-dif...
The technique of stochastic solutions, previously used for deterministic equations, is here proposed...
Nonlinear stochastic partial differential equations (SPDEs) are used to model wide variety of pheno...
A stochastic partial differential equation (SPDE) is a partial differential equation containing a ra...
These notes are based on a series of lectures given first at the University of Warwick in spring 200...
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
Considerthe following stochastic partial differential equation, ∂tut(x)=Lut(x)+σ(ut(x))F˙(t,x)t>0and...
International audienceWe establish a general criterion which ensures exponential mixing of parabolic...
We present a series of recent results on the well-posedness of very singular parabolic stochastic pa...
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
In this paper we work with parabolic SPDEs of the form $$ \partial_t u(t,x)=\partial_x^2 u(t,x)+g(...
This thesis is a compilation of two papers. In the first paper we investigate a class of two dimens...
This thesis deals with the mathematical field of stochastic nonlinear partial differential equations...
In this article we present a way of treating stochastic partial differential equations with multipli...
In this work we present some new results concerning stochastic partial differential and integro-dif...
The technique of stochastic solutions, previously used for deterministic equations, is here proposed...
Nonlinear stochastic partial differential equations (SPDEs) are used to model wide variety of pheno...
A stochastic partial differential equation (SPDE) is a partial differential equation containing a ra...
These notes are based on a series of lectures given first at the University of Warwick in spring 200...
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
Considerthe following stochastic partial differential equation, ∂tut(x)=Lut(x)+σ(ut(x))F˙(t,x)t>0and...
International audienceWe establish a general criterion which ensures exponential mixing of parabolic...
We present a series of recent results on the well-posedness of very singular parabolic stochastic pa...
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
In this paper we work with parabolic SPDEs of the form $$ \partial_t u(t,x)=\partial_x^2 u(t,x)+g(...
This thesis is a compilation of two papers. In the first paper we investigate a class of two dimens...
This thesis deals with the mathematical field of stochastic nonlinear partial differential equations...