AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white noise are investigated in this paper. These equations are interpreted as stochastic integral equations of the jump type involving evolution kernels. Existence and uniqueness of the solution is established
We consider a well posed SPDE$\colon dZ=(AZ+b(Z)) dt+dW(t),\,Z_0=x, $ on a separable Hilbert spa...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
AbstractHölder estimates are given for the solutions of parabolic stochastic partial differential eq...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
AbstractThe resolution of the stochastic generalized Boussinesq equation driven by a white noise is ...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
AbstractThe existence and uniqueness of solutions of the Cauchy problem to a stochastic parabolic in...
Stochastic differential equations with multiplicative noise need a mathematical prescription due to ...
AbstractIn this work we study limit theorems for the Hopf–Cole solution of the Burgers equation when...
In this paper we consider fractional higher-order stochastic differential equations of the form X(t...
AbstractConsider the following general type of perturbed stochastic partial differential equations: ...
A stochastic representation for the solutions of the Poisson-Vlasov equation is obtained. The repres...
summary:In the paper the convergence of a mixed Runge--Kutta method of the first and second orders t...
summary:The Cauchy problem for a stochastic partial differential equation with a spatial correlated ...
We consider the problem of determining the noise coefficients of the Hamiltonian associated with a F...
We consider a well posed SPDE$\colon dZ=(AZ+b(Z)) dt+dW(t),\,Z_0=x, $ on a separable Hilbert spa...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
AbstractHölder estimates are given for the solutions of parabolic stochastic partial differential eq...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
AbstractThe resolution of the stochastic generalized Boussinesq equation driven by a white noise is ...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
AbstractThe existence and uniqueness of solutions of the Cauchy problem to a stochastic parabolic in...
Stochastic differential equations with multiplicative noise need a mathematical prescription due to ...
AbstractIn this work we study limit theorems for the Hopf–Cole solution of the Burgers equation when...
In this paper we consider fractional higher-order stochastic differential equations of the form X(t...
AbstractConsider the following general type of perturbed stochastic partial differential equations: ...
A stochastic representation for the solutions of the Poisson-Vlasov equation is obtained. The repres...
summary:In the paper the convergence of a mixed Runge--Kutta method of the first and second orders t...
summary:The Cauchy problem for a stochastic partial differential equation with a spatial correlated ...
We consider the problem of determining the noise coefficients of the Hamiltonian associated with a F...
We consider a well posed SPDE$\colon dZ=(AZ+b(Z)) dt+dW(t),\,Z_0=x, $ on a separable Hilbert spa...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
AbstractHölder estimates are given for the solutions of parabolic stochastic partial differential eq...