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Stochastic and Partial Differential Equations. Analysis and Computations

Short Title: Stoch. Partial Differ. Equ., Anal. Comput.
Publisher: Springer US, New York, NY
ISSN: 2194-0401; 2194-041X/e
Online: https://link.springer.com/journal/40072/volumes-and-issues
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 313 Publications (since 2013)
References Indexed: 311 Publications with 9,881 References.
all top 5

Authors

11 Röckner, Michael
8 Gyöngy, István
7 Mikulevicius, Remigijus
7 Nualart, David
5 Brzeźniak, Zdzisław
5 Dalang, Robert C.
5 Debussche, Arnaud
5 Krylov, Nicolaĭ Vladimirovich
5 Lototsky, Sergey V.
5 Millet, Annie
5 Salins, Michael
5 Scarpa, Luca
5 Spiliopoulos, Konstantinos V.
4 Barbu, Viorel
4 Bessaih, Hakima
4 Crisan, Dan O.
4 Flandoli, Franco
4 Huang, Jingyu
4 Khoshnevisan, Davar
4 Nobile, Fabio
4 Oh, Tadahiro
4 Rozovskii, Boris L.
4 Schwab, Christoph
4 Šiška, David
4 Vallet, Guy
3 Chen, Le
3 Cialenco, Igor
3 Da Prato, Giuseppe
3 de Bouard, Anne
3 Fan, Chenjie
3 Gerencsér, Máté
3 Grothaus, Martin
3 Gu, Yu
3 Hausenblas, Erika
3 Lions, Pierre-Louis
3 Mohan, Manil Thankamani
3 Otto, Felix
3 Pardoux, Etienne
3 Prohl, Andreas
3 Souganidis, Panagiotis E.
3 Stefanelli, Ulisse
3 Stuart, Andrew M.
3 Wittbold, Petra
3 Zheng, Guangqu
3 Zimmermann, Aleksandra
2 Agresti, Antonio
2 Alouges, François
2 Bailleul, Ismaël F.
2 Baňas, Ľubomír
2 Barth, Andrea
2 Bauzet, Caroline
2 Bechtold, Florian
2 Beznea, Lucian
2 Cerrai, Sandra
2 Charrier, Julia
2 Chernov, Alexey
2 Chevyrev, Ilya
2 Chong, Carsten
2 Cîmpean, Iulian
2 Dareiotis, Konstantinos Anastasios
2 Davie, Alexander M.
2 Eberle, Andreas
2 Feng, Xiaobing
2 Fonseca-Mora, Christian A.
2 Frangos, Nikos E.
2 Funaki, Tadahisa
2 Galeati, Lucio
2 Gubinelli, Massimiliano
2 Hairer, Martin
2 Hambly, Ben M.
2 Han, Beom-Seok
2 Harang, Fabian Andsem
2 Harbrecht, Helmut
2 Hinojosa-Calleja, Adrián
2 Hofmanová, Martina
2 Hong, Jialin
2 Hornung, Fabian
2 Hu, Yaozhong
2 Iturriaga, Renato
2 Jentzen, Arnulf
2 Jourdain, Benjamin
2 Kalpinelli, Evangelia A.
2 Kim, Hyunjung
2 Kim, Ildoo
2 Kim, Jong Uhn
2 Kim, KyeongHun
2 Kruse, Raphael
2 Kukavica, Igor
2 Kuksin, Sergeĭ B.
2 Lang, Annika
2 Lang, Oana
2 Larsson, Stig
2 Le, Khoa
2 Leahy, James-Michael
2 Lelièvre, Tony
2 Lindner, Felix
2 Nakano, Yumiharu
2 Ortiz-Latorre, Salvador
2 Ottobre, Michela
2 Pappalettera, Umberto
...and 355 more Authors

Publications by Year

Citations contained in zbMATH Open

261 Publications have been cited 2,036 times in 1,520 Documents Cited by Year
Regularization by noise and stochastic Burgers equations. Zbl 1312.35150
Gubinelli, M.; Jara, M.
45
2013
Scalar conservation laws with rough (stochastic) fluxes. Zbl 1333.60140
Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E.
44
2013
KPZ equation, its renormalization and invariant measures. Zbl 1327.60128
Funaki, Tadahisa; Quastel, Jeremy
38
2015
A Pedestrian approach to the invariant Gibbs measures for the 2-\(d\) defocusing nonlinear Schrödinger equations. Zbl 1421.35340
Oh, Tadahiro; Thomann, Laurent
35
2018
A relatively short proof of Itô’s formula for SPDEs and its applications. Zbl 1274.60204
Krylov, N. V.
34
2013
Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case. Zbl 1323.35233
Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E.
34
2014
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
31
2020
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE. Zbl 1357.60063
Andersson, Adam; Kruse, Raphael; Larsson, Stig
30
2016
On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242
Galeati, Lucio
30
2020
Model reduction for stochastic systems. Zbl 1331.65017
Benner, Peter; Redmann, Martin
28
2015
Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257
Gu, Yu
27
2020
Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331
Gubinelli, M.; Ugurcan, B.; Zachhuber, I.
26
2020
Optimization of mesh hierarchies in multilevel Monte Carlo samplers. Zbl 1359.65013
Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl
26
2016
Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115
Gyöngy, István; Sabanis, Sotirios; Šiška, David
25
2016
Exponential attractors for random dynamical systems and applications. Zbl 1320.35089
Shirikyan, Armen; Zelik, Sergey
24
2013
Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017
Duerinckx, Mitia; Otto, Felix
24
2020
Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle. Zbl 1431.76025
Brzeźniak, Zdzisław; Hausenblas, Erika; Razafimandimby, Paul André
23
2019
Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation. Zbl 1279.65012
Jourdain, Benjamin; Reygner, Julien
23
2013
Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
22
2017
Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1306.60085
Chen, Le; Dalang, Robert C.
22
2014
A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients. Zbl 1334.60133
Nobile, Fabio; Tesei, Francesco
21
2015
Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures. Zbl 1491.60095
Bringmann, Bjoern
20
2022
Splitting up method for the 2D stochastic Navier-Stokes equations. Zbl 1312.60080
Bessaih, H.; Brzeźniak, Z.; Millet, A.
20
2014
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094
Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai
19
2015
Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320
Bailleul, I.; Debussche, A.; Hofmanová, M.
18
2019
Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Zbl 1371.65008
Graham, I. G.; Scheichl, R.; Ullmann, E.
17
2016
Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066
Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed
17
2017
From additive to transport noise in 2D fluid dynamics. Zbl 1499.60217
Flandoli, Franco; Pappalettera, Umberto
17
2022
Rough linear transport equation with an irregular drift. Zbl 1356.60097
Catellier, Rémi
16
2016
Tightness for a stochastic Allen-Cahn equation. Zbl 1274.60207
Röger, Matthias; Weber, Hendrik
16
2013
More on the long time stability of Feynman-Kac semigroups. Zbl 1493.60088
Ferré, Grégoire; Rousset, Mathias; Stoltz, Gabriel
16
2021
Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion. Zbl 1314.35159
Belaouar, Radoin; de Bouard, Anne; Debussche, Arnaud
16
2015
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098
Chen, Le; Dalang, Robert C.
16
2015
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Zbl 1493.60107
Barbu, Viorel; Röckner, Michael
15
2021
Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE. Zbl 1316.60106
Kruse, Raphael
15
2014
Drift estimation for discretely sampled SPDEs. Zbl 1455.60081
Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung
15
2020
Eikonal equations and pathwise solutions to fully non-linear SPDEs. Zbl 1377.35293
Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E.
15
2017
Stochastic maximal regularity for rough time-dependent problems. Zbl 1431.60062
Portal, Pierre; Veraar, Mark
14
2019
Scalar conservation laws with rough flux and stochastic forcing. Zbl 1351.60080
Hofmanová, Martina
14
2016
Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065
Yamazaki, Kazuo; Mohan, Manil T.
14
2019
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
14
2019
Weak truncation error estimates for elliptic PDEs with lognormal coefficients. Zbl 1273.65166
Charrier, Julia; Debussche, Arnaud
14
2013
On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450
Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao
14
2021
Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413
Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan
14
2018
Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion. Zbl 1327.60127
Foondun, Mohammud; Khoshnevisan, Davar; Mahboubi, Pejman
14
2015
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
13
2019
Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211
Andres, Sebastian; Neukamm, Stefan
13
2019
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\). Zbl 1274.60199
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
13
2013
Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise. Zbl 1358.65007
Bauzet, C.; Charrier, J.; Gallouët, T.
13
2016
On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space. Zbl 1390.45023
Mikulevičius, R.; Phonsom, C.
13
2017
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
13
2017
A note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217
Brzeźniak, Zdzisław; Ferrario, Benedetta
13
2017
Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations. Zbl 1517.60081
Becker, Sebastian; Gess, Benjamin; Jentzen, Arnulf; Kloeden, Peter E.
13
2023
Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Zbl 1387.35029
Fischer, Julian; Otto, Felix
13
2017
A Stefan-type stochastic moving boundary problem. Zbl 1388.60112
Keller-Ressel, Martin; Müller, Marvin S.
12
2016
Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Zbl 1386.65036
Cohen, David; Dujardin, Guillaume
12
2017
Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 1493.60100
Nualart, David; Zheng, Guangqu
12
2022
Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130
Marinelli, Carlo; Scarpa, Luca
12
2018
Exponential moments for numerical approximations of stochastic partial differential equations. Zbl 1416.60072
Jentzen, Arnulf; Pušnik, Primož
12
2018
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
12
2014
Finite element approximations of the stochastic mean curvature flow of planar curves of graphs. Zbl 1300.65006
Feng, Xiaobing; Li, Yukun; Prohl, Andreas
12
2014
Euler time discretization of backward doubly SDEs and application to semilinear SPDEs. Zbl 1351.60086
Bachouch, Achref; Ben Lasmar, Mohamed Anis; Matoussi, Anis; Mnif, Mohamed
11
2016
Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062
Herrmann, Lukas; Lang, Annika; Schwab, Christoph
11
2018
Weak universality of dynamical \(\Phi ^4_3\): non-Gaussian noise. Zbl 1400.37101
Shen, Hao; Xu, Weijun
11
2018
Approximation and simulation of infinite-dimensional Lévy processes. Zbl 1402.60054
Barth, Andrea; Stein, Andreas
11
2018
Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise. Zbl 1476.65243
Liu, Zhihui; Qiao, Zhonghua
11
2021
A semi-discrete scheme for the stochastic Landau-Lifshitz equation. Zbl 1332.35348
Alouges, François; de Bouard, Anne; Hocquet, Antoine
11
2014
Self-repelling diffusions via an infinite dimensional approach. Zbl 1337.60185
Benaïm, Michel; Ciotir, Ioana; Gauthier, Carl-Erik
11
2015
Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise. Zbl 1362.65012
Chen, Chuchu; Hong, Jialin; Prohl, Andreas
11
2016
Optimal rate of convergence for stochastic Burgers-type equations. Zbl 1357.60069
Hairer, M.; Matetski, K.
11
2016
Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107
Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy
11
2017
Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087
Delarue, François
10
2019
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
10
2019
KPZ equation with fractional derivatives of white noise. Zbl 1380.35116
Hoshino, Masato
10
2016
Stochastic CGL equations without linear dispersion in any space dimension. Zbl 1287.60093
Kuksin, Sergei; Nersesyan, Vahagn
10
2013
Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method. Zbl 1375.65011
Bierig, Claudio; Chernov, Alexey
10
2016
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions. Zbl 1470.60202
Bou-Rabee, Nawaf; Eberle, Andreas
10
2021
Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri
10
2022
Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise. Zbl 1493.60098
Mohan, Manil T.
10
2022
Recursive formulae in regularity structures. Zbl 1427.35378
Bruned, Y.
10
2018
Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space. Zbl 1435.60043
Fonseca-Mora, C. A.
10
2018
A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation. Zbl 1306.60084
Assing, Sigurd
10
2013
On stochastic finite difference schemes. Zbl 1311.65005
Gyöngy, István
10
2014
On the boundedness of solutions of SPDEs. Zbl 1310.60092
Dareiotis, Konstantinos; Gerencsér, Máté
10
2015
Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise. Zbl 1439.35584
Brzeźniak, Zdzisław; Hornung, Fabian; Manna, Utpal
9
2020
Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094
Cheung, Kelvin; Mosincat, Razvan
9
2019
Path properties of the solution to the stochastic heat equation with Lévy noise. Zbl 1447.60095
Chong, Carsten; Dalang, Robert C.; Humeau, Thomas
9
2019
Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209
Zimmer, Raphael
9
2017
On a \(p(t,x)\)-Laplace evolution equation with a stochastic force. Zbl 1295.35290
Bauzet, C.; Vallet, G.; Wittbold, P.; Zimmermann, A.
8
2013
Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions. Zbl 1286.35257
Schwab, Christoph; Süli, Endre
8
2013
Convergent numerical approximation of the stochastic total variation flow. Zbl 1468.60075
Baňas, Ľubomír; Röckner, Michael; Wilke, André
8
2021
Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384
Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario
8
2018
Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations. Zbl 1368.65010
Le Cavil, Anthony; Oudjane, Nadia; Russo, Francesco
8
2017
Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift. Zbl 1328.35015
Da Prato, Giuseppe; Flandoli, Franco; Röckner, Michael
8
2014
Noisy gradient flow from a random walk in Hilbert space. Zbl 1308.60005
Pillai, Natesh S.; Stuart, Andrew M.; Thiéry, Alexandre H.
8
2014
Classical and generalized solutions of fractional stochastic differential equations. Zbl 1461.60049
Lototsky, S. V.; Rozovsky, B. L.
8
2020
Normal approximation for the net flux through a random conductor. Zbl 1353.35042
Nolen, James
7
2016
Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component. Zbl 1304.60071
Cerrai, Sandra; Da Prato, Giuseppe; Flandoli, Franco
7
2013
Stochastic regularization for transport equations. Zbl 1477.60103
Wei, Jinlong; Duan, Jinqiao; Gao, Hongjun; Lv, Guangying
7
2021
An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\). Zbl 1402.60075
Cioica-Licht, Petru A.; Kim, Kyeong-Hun; Lee, Kijung; Lindner, Felix
7
2018
Stationary stochastic Navier-Stokes on the plane at and above criticality. Zbl 07858454
Cannizzaro, G.; Kiedrowski, J.
5
2024
Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises. Zbl 1540.60145
Hu, Yaozhong; Wang, Xiong
2
2024
Well-posedness for a stochastic Camassa-Holm type equation with higher order nonlinearities. Zbl 1540.60146
Miao, Yingting; Rohde, Christian; Tang, Hao
2
2024
Stochastic evolution equations with Lévy noise in the dual of a nuclear space. Zbl 1540.60085
Fonseca-Mora, C. A.
1
2024
Degenerate Kolmogorov equations and ergodicity for the stochastic Allen-Cahn equation with logarithmic potential. Zbl 1540.35215
Scarpa, Luca; Zanella, Margherita
1
2024
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach. Zbl 07858456
Cialenco, Igor; Kim, Hyun-Jung; Pasemann, Gregor
1
2024
A maximal \(L_p\)-regularity theory to initial value problems with time measurable nonlocal operators generated by additive processes. Zbl 1541.35579
Choi, Jae-Hwan; Kim, Ildoo
1
2024
Invariant measures and global well-posedness for a fractional Schrödinger equation with Moser-Trudinger type nonlinearity. Zbl 1539.35204
Casteras, Jean-Baptiste; Monsaingeon, Léonard
1
2024
Moderate deviations for fully coupled multiscale weakly interacting particle systems. Zbl 07880267
Bezemek, Z. W.; Spiliopoulos, K.
1
2024
Asymptotic stability of evolution systems of probability measures of stochastic discrete modified Swift-Hohenberg equations. Zbl 07880268
Wang, Fengling; Caraballo, Tomás; Li, Yangrong; Wang, Renhai
1
2024
LDP and CLT for SPDEs with transport noise. Zbl 1540.60043
Galeati, Lucio; Luo, Dejun
1
2024
Non-uniqueness in law of three-dimensional Navier-Stokes equations diffused via a fractional Laplacian with power less than one half. Zbl 1541.35354
Yamazaki, Kazuo
1
2024
Multilevel Monte Carlo FEM for elliptic PDEs with Besov random tree priors. Zbl 07914045
Schwab, Christoph; Stein, Andreas
1
2024
Norm inflation for a non-linear heat equation with Gaussian initial conditions. Zbl 07914048
Chevyrev, Ilya
1
2024
An \(L_q(L_p)\)-theory for space-time non-local equations generated by Lévy processes with low intensity of small jumps. Zbl 07914042
Kang, Jaehoon; Park, Daehan
1
2024
Delayed blow-up and enhanced diffusion by transport noise for systems of reaction-diffusion equations. Zbl 07914052
Agresti, Antonio
1
2024
Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations. Zbl 1517.60081
Becker, Sebastian; Gess, Benjamin; Jentzen, Arnulf; Kloeden, Peter E.
13
2023
Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein’s method. Zbl 1535.60112
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
5
2023
Well-posedness for a stochastic 2D Euler equation with transport noise. Zbl 1520.60033
Lang, Oana; Crisan, Dan
5
2023
The stochastic Fisher-KPP equation with seed bank and on/off branching coalescing Brownian motion. Zbl 1518.60085
Blath, Jochen; Hammer, Matthias; Nie, Florian
5
2023
\(L^2\)-theory for transition semigroups associated to dissipative systems. Zbl 07742933
Bignamini, D. A.
5
2023
Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1518.60037
Gasteratos, Ioannis; Salins, Michael; Spiliopoulos, Konstantinos
4
2023
Regularisation by regular noise. Zbl 1530.60054
Gerencsér, Máté
4
2023
Two dimensional nonlinear Schrödinger equation with spatial white noise potential and fourth order nonlinearity. Zbl 1522.35478
Tzvetkov, N.; Visciglia, N.
4
2023
Quasi-invariance of Gaussian measures for the periodic Benjamin-Ono-BBM equation. Zbl 1518.35704
Genovese, Giuseppe; Lucà, Renato; Tzvetkov, Nikolay
3
2023
Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics. Zbl 1534.60081
Chen, Le; Eisenberg, Nicholas
3
2023
Doubly nonlinear stochastic evolution equations. II. Zbl 1518.35708
Scarpa, Luca; Stefanelli, Ulisse
2
2023
Subordinated Gaussian random fields in elliptic partial differential equations. Zbl 1518.60059
Merkle, Robin; Barth, Andrea
2
2023
Optimal decay of the parabolic semigroup in stochastic homogenization for correlated coefficient fields. Zbl 1523.35025
Clozeau, Nicolas
2
2023
A numerical method for a nonlocal diffusion equation with additive noise. Zbl 1527.65006
Medvedev, Georgi S.; Simpson, Gideon
2
2023
Numerical approximation of nonlinear SPDE’s. Zbl 1537.60082
Ondreját, Martin; Prohl, Andreas; Walkington, Noel J.
2
2023
Backward and forward filtering under the weak Hörmander condition. Zbl 1517.60044
Pascucci, Andrea; Pesce, Antonello
1
2023
Analysis of Chorin-type projection methods for the stochastic Stokes equations with general multiplicative noise. Zbl 1515.65289
Feng, Xiaobing; Vo, Liet
1
2023
Stochastic resonance in stochastic PDEs. Zbl 1517.60072
Berglund, Nils; Nader, Rita
1
2023
Local times for systems of non-linear stochastic heat equations. Zbl 1517.60073
Boufoussi, Brahim; Nachit, Yassine
1
2023
Correction to: “Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs”. Zbl 1515.60245
Barbu, Viorel; Röckner, Michael
1
2023
Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing. Zbl 1516.35308
Lototsky, S. V.; Mikulevicius, R.; Rozovsky, B. L.
1
2023
Paracontrolled calculus for quasilinear singular PDEs. Zbl 1519.60056
Bailleul, I.; Mouzard, A.
1
2023
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations. Zbl 1528.60068
Röckner, Michael; Xie, Longjie; Yang, Li
1
2023
Exact targeting of Gibbs distributions using velocity-jump processes. Zbl 1520.60040
Monmarché, Pierre; Rousset, Mathias; Zitt, Pierre-André
1
2023
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise. Zbl 1533.60117
Fahim, K.; Hausenblas, E.; Kovács, M.
1
2023
The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise. Zbl 1527.60043
Barrera, Gerardo; Högele, Michael A.; Pardo, Juan Carlos
1
2023
Feynman-Kac formula for perturbations of order \(\leq 1\), and noncommutative geometry. Zbl 1527.58009
Boldt, Sebastian; Güneysu, Batu
1
2023
Wellposedness and regularity estimates for stochastic Cahn-Hilliard equation with unbounded noise diffusion. Zbl 1527.60045
Cui, Jianbo; Hong, Jialin
1
2023
A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case. Zbl 1537.60086
von Hallern, Claudine; Rößler, Andreas
1
2023
Correction to: “Convergent numerical approximation of the stochastic total variation flow”. Zbl 1524.60140
Baňas, Ĺubomír; Röckner, Michael; Wilke, André
1
2023
Correction to: “Doubly nonlinear stochastic evolution equations. II.”. Zbl 1524.35792
Scarpa, Luca; Stefanelli, Ulisse
1
2023
Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures. Zbl 1491.60095
Bringmann, Bjoern
20
2022
From additive to transport noise in 2D fluid dynamics. Zbl 1499.60217
Flandoli, Franco; Pappalettera, Umberto
17
2022
Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 1493.60100
Nualart, David; Zheng, Guangqu
12
2022
Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri
10
2022
Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise. Zbl 1493.60098
Mohan, Manil T.
10
2022
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians. Zbl 1495.35104
Penent, Guillaume; Privault, Nicolas
5
2022
Three-dimensional stochastic cubic nonlinear wave equation with almost space-time white noise. Zbl 1502.35207
Oh, Tadahiro; Wang, Yuzhao; Zine, Younes
5
2022
A note on log-log blow up solutions for stochastic nonlinear Schrödinger equations. Zbl 1501.35370
Fan, Chenjie; Su, Yiming; Zhang, Deng
5
2022
Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM. Zbl 07613009
Harbrecht, Helmut; Schmidlin, Marc
5
2022
Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations with vanishing noise correlation. Zbl 1499.60214
Cerrai, S.; Paskal, N.
5
2022
Uniqueness of martingale solutions for the stochastic nonlinear Schrödinger equation on 3d compact manifolds. Zbl 1499.60213
Brzeźniak, Zdzisław; Hornung, Fabian; Weis, Lutz
4
2022
Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions. Zbl 1502.65004
Glatt-Holtz, Nathan E.; Mondaini, Cecilia F.
4
2022
The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. II. Zbl 1486.60103
Lelièvre, Tony; Le Peutrec, Dorian; Nectoux, Boris
3
2022
The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications. Zbl 1501.60031
Balan, Raluca M.; Nualart, David; Quer-Sardanyons, Lluís; Zheng, Guangqu
3
2022
Global well-posedness and long-time behavior of the fractional NLS. Zbl 1501.35447
Sy, Mouhamadou; Yu, Xueying
3
2022
Lewy-Stampacchia’s inequality for a stochastic T-monotone obstacle problem. Zbl 1486.35041
Tahraoui, Yassine; Vallet, Guy
2
2022
Global existence for the stochastic Navier-Stokes equations with small \(L^p\) data. Zbl 1487.60124
Kukavica, Igor; Xu, Fanhui; Ziane, Mohammed
2
2022
Statistical null-controllability of stochastic nonlinear parabolic equations. Zbl 1486.60078
Hernández-Santamaría, Víctor; Le Balc’h, Kévin; Peralta, Liliana
2
2022
An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs. Zbl 1491.60097
Grothaus, Martin; Müller, Jan; Nonnenmacher, Andreas
2
2022
Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications. Zbl 1493.60104
Xie, Bin
2
2022
The stochastic tamed MHD equations: existence, uniqueness and invariant measures. Zbl 1494.76119
Schenke, Andre
2
2022
Existence of strong solutions for Itô’s stochastic equations via approximations: revisited. Zbl 1499.60187
Gyöngy, I.; Krylov, N. V.
2
2022
Total variation distance between a jump-equation and its Gaussian approximation. Zbl 1499.60144
Bally, Vlad; Qin, Yifeng
2
2022
Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model. Zbl 1501.60035
Gaudreau Lamarre, Pierre Yves
2
2022
Mixing for the primitive equations under bounded non-degenerate noise. Zbl 1484.35314
Boulvard, Pierre-Marie
1
2022
Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation. Zbl 1495.35221
Wang, Wensheng
1
2022
A linear stochastic biharmonic heat equation: hitting probabilities. Zbl 1499.60219
Hinojosa-Calleja, Adrián; Sanz-Solé, Marta
1
2022
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations. Zbl 1504.65004
Crisan, Dan; Lobbe, Alexander; Ortiz-Latorre, Salvador
1
2022
Existence of martingale solutions for stochastic flocking models with local alignment. Zbl 1499.92160
Debussche, Arnaud; Rosello, Angelo
1
2022
Invariant measures for multidimensional fractional stochastic volatility models. Zbl 1504.60113
Gerencsér, Balázs; Rásonyi, Miklós
1
2022
Positive recurrence of a solution of an SDE with variable switching intensities. Zbl 1499.60204
Veretennikov, Alexander
1
2022
Conditional propagation of chaos in a spatial stochastic epidemic model with common noise. Zbl 1499.92147
Vuong, Yen V.; Hauray, Maxime; Pardoux, Étienne
1
2022
The strong trace property and the Neumann problem for stochastic conservation laws. Zbl 1525.35266
Frid, Hermano; Li, Yachun; Marroquin, Daniel; Nariyoshi, João F. C.; Zeng, Zirong
1
2022
Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations. Zbl 1503.65008
Bessaih, Hakima; Millet, Annie
1
2022
More on the long time stability of Feynman-Kac semigroups. Zbl 1493.60088
Ferré, Grégoire; Rousset, Mathias; Stoltz, Gabriel
16
2021
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Zbl 1493.60107
Barbu, Viorel; Röckner, Michael
15
2021
On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450
Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao
14
2021
Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise. Zbl 1476.65243
Liu, Zhihui; Qiao, Zhonghua
11
2021
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions. Zbl 1470.60202
Bou-Rabee, Nawaf; Eberle, Andreas
10
2021
Convergent numerical approximation of the stochastic total variation flow. Zbl 1468.60075
Baňas, Ľubomír; Röckner, Michael; Wilke, André
8
2021
Stochastic regularization for transport equations. Zbl 1477.60103
Wei, Jinlong; Duan, Jinqiao; Gao, Hongjun; Lv, Guangying
7
2021
Behavior of solutions to the 1D focusing stochastic nonlinear Schrödinger equation with spatially correlated noise. Zbl 1481.35419
Millet, Annie; Rodriguez, Alex D.; Roudenko, Svetlana; Yang, Kai
7
2021
2D-defocusing nonlinear Schrödinger equation with random data on irrational tori. Zbl 1479.35269
Fan, Chenjie; Ou, Yumeng; Staffilani, Gigliola; Wang, Hong
6
2021
Stochastic analysis with modelled distributions. Zbl 1470.35448
Liu, Chong; Prömel, David J.; Teichmann, Josef
6
2021
Stochastic homogenization of the Landau-Lifshitz-Gilbert equation. Zbl 1481.35030
Alouges, François; de Bouard, Anne; Merlet, Benoît; Nicolas, Léa
6
2021
On \(L_p\)-solvability of stochastic integro-differential equations. Zbl 1470.45020
Gyöngy, István; Wu, Sizhou
5
2021
On Cherny’s results in infinite dimensions: a theorem dual to Yamada-Watanabe. Zbl 1477.60100
Rehmeier, Marco
4
2021
Anisotropic Gaussian random fields: criteria for hitting probabilities and applications. Zbl 1478.60154
Hinojosa-Calleja, Adrián; Sanz-Solé, Marta
4
2021
Decay of the stochastic linear Schrödinger equation in \(d\geq3\) with small multiplicative noise. Zbl 1476.35216
Fan, Chenjie; Xu, Weijun
3
2021
Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval. Zbl 1480.35414
Kazashi, Yoshihito; Nobile, Fabio
3
2021
Existence and uniqueness for the mild solution of the stochastic heat equation with non-Lipschitz drift on an unbounded spatial domain. Zbl 1479.60137
Salins, M.
3
2021
Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space. Zbl 1470.35453
Yastrzhembskiy, Timur
2
2021
An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields. Zbl 1480.35413
Harang, Fabian A.
2
2021
...and 161 more Documents
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Cited by 1,571 Authors

28 Flandoli, Franco
26 Gess, Benjamin
23 Oh, Tadahiro
22 Redmann, Martin
19 Brzeźniak, Zdzisław
19 Gubinelli, Massimiliano
19 Nualart, David
19 Röckner, Michael
18 Luo, Dejun
17 Gu, Yu
17 Hairer, Martin
15 Hong, Jialin
15 Mohan, Manil Thankamani
14 Hofmanová, Martina
14 Jentzen, Arnulf
14 Kim, KyeongHun
14 Nobile, Fabio
14 Scarpa, Luca
12 Chen, Le
12 Gerencsér, Máté
12 Lang, Annika
12 Tzvetkov, Nikolay
11 Bruned, Yvain
11 Gloria, Antoine
11 Khoshnevisan, Davar
11 Otto, Felix
11 Perkowski, Nicolas
11 Schwab, Christoph
11 Tachim Medjo, Theodore
11 Tempone, Raúl F.
11 Wang, Xiaojie
10 Agresti, Antonio
10 Balan, Raluca M.
10 Barbu, Viorel
10 Bréhier, Charles-Edouard
10 Dareiotis, Konstantinos Anastasios
10 Hu, Yaozhong
10 Souganidis, Panagiotis E.
10 Veraar, Mark C.
9 Cui, Jianbo
9 Duerinckx, Mitia
9 Fonseca-Mora, Christian A.
9 Gyöngy, István
9 Hambly, Ben M.
9 Russo, Francesco
9 Scheichl, Robert
9 Tudor, Ciprian A.
9 Zhou, Shengfan
9 Zhu, RongChan
8 Barth, Andrea
8 Bessaih, Hakima
8 Dalang, Robert C.
8 Eberle, Andreas
8 Fehrman, Benjamin J.
8 Funaki, Tadahisa
8 Hocquet, Antoine
8 Jara, Milton D.
8 Kim, Ildoo
8 Li, Yukun
8 Pu, Fei
8 Razafimandimby, Paul André
8 Yamazaki, Kazuo
8 Zhang, Deng
7 Bella, Peter
7 Bou-Rabee, Nawaf M.
7 Cao, Yanzhao
7 Caraballo Garrido, Tomás
7 Cialenco, Igor
7 Corwin, Ivan Z.
7 Crisan, Dan O.
7 Debussche, Arnaud
7 Feng, Xiaobing
7 Galeati, Lucio
7 Gonçalves, Patrícia C.
7 Harbrecht, Helmut
7 Hoshino, Masato
7 Larsson, Stig
7 Liu, Zhihui
7 Mikulevicius, Remigijus
7 Song, Jian
7 Stannat, Wilhelm
7 Vallet, Guy
7 Wang, Yuzhao
7 Weber, Hendrik
7 Xu, Weijun
7 Zheng, Guangqu
6 Bailleul, Ismaël F.
6 Cannizzaro, Giuseppe
6 Cerrai, Sandra
6 Chaudhary, Abhishek
6 Chong, Carsten
6 Delarue, François
6 Ferrario, Benedetta
6 Haji-Ali, Abdul-Lateef
6 Hausenblas, Erika
6 Kim, Hyunjung
6 Koley, Ujjwal
6 Kuznetsov, Dmitriĭ Feliksovich
6 Li, Ruinan
6 Lions, Pierre-Louis
...and 1,471 more Authors
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Cited in 254 Journals

111 Stochastic and Partial Differential Equations. Analysis and Computations
61 Stochastic Processes and their Applications
51 Journal of Differential Equations
51 Electronic Journal of Probability
41 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
35 The Annals of Applied Probability
33 The Annals of Probability
30 Probability Theory and Related Fields
30 SIAM Journal on Mathematical Analysis
30 SIAM/ASA Journal on Uncertainty Quantification
28 Stochastics and Dynamics
25 Communications in Mathematical Physics
23 Journal of Functional Analysis
22 Journal of Theoretical Probability
21 SIAM Journal on Numerical Analysis
20 Journal of Mathematical Analysis and Applications
20 Transactions of the American Mathematical Society
18 Archive for Rational Mechanics and Analysis
18 Applied Mathematics and Optimization
18 Journal of Evolution Equations
17 Discrete and Continuous Dynamical Systems. Series B
16 Journal of Statistical Physics
16 Journal of Scientific Computing
15 Numerische Mathematik
15 Potential Analysis
15 SIAM Journal on Scientific Computing
15 Electronic Communications in Probability
15 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
14 Stochastic Analysis and Applications
13 Journal of Computational Physics
13 Statistics & Probability Letters
13 Communications in Partial Differential Equations
13 Journal de Mathématiques Pures et Appliquées. Neuvième Série
13 Bernoulli
13 Journal of Mathematical Fluid Mechanics
12 Stochastics
11 Nonlinearity
11 Inventiones Mathematicae
11 Journal of Nonlinear Science
11 ALEA. Latin American Journal of Probability and Mathematical Statistics
10 BIT
9 Journal of Mathematical Physics
9 Mathematics of Computation
9 Journal of Computational and Applied Mathematics
9 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
9 SIAM Journal on Control and Optimization
9 Discrete and Continuous Dynamical Systems
9 Multiscale Modeling & Simulation
9 Oberwolfach Reports
8 Computers & Mathematics with Applications
8 Computer Methods in Applied Mechanics and Engineering
8 NoDEA. Nonlinear Differential Equations and Applications
8 Infinite Dimensional Analysis, Quantum Probability and Related Topics
8 Journal of the European Mathematical Society (JEMS)
7 Communications on Pure and Applied Mathematics
7 Theory of Probability and Mathematical Statistics
7 Acta Mathematica Scientia. Series B. (English Edition)
7 Discrete and Continuous Dynamical Systems. Series S
6 Applied Numerical Mathematics
6 Differentsial’nye Uravneniya i Protsessy Upravleniya
6 Foundations of Computational Mathematics
6 Communications on Pure and Applied Analysis
6 Forum of Mathematics, Sigma
5 Applied Mathematics and Computation
5 Physica D
5 Journal of Complexity
5 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
5 Communications in Computational Physics
5 Statistics and Computing
5 Journal of Computational Dynamics
4 Mathematical Methods in the Applied Sciences
4 Acta Applicandae Mathematicae
4 Numerical Algorithms
4 Journal of Dynamics and Differential Equations
4 Numerical Linear Algebra with Applications
4 Advances in Computational Mathematics
4 Statistical Inference for Stochastic Processes
4 Acta Mathematica Sinica. English Series
4 Networks and Heterogeneous Media
4 SIAM Journal on Financial Mathematics
4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
4 AIMS Mathematics
3 Journal of Mathematical Biology
3 Advances in Mathematics
3 Indiana University Mathematics Journal
3 Journal of the Mathematical Society of Japan
3 Mathematics and Computers in Simulation
3 Memoirs of the American Mathematical Society
3 Revista Matemática Iberoamericana
3 Journal of the American Mathematical Society
3 Asymptotic Analysis
3 MCSS. Mathematics of Control, Signals, and Systems
3 Linear Algebra and its Applications
3 SIAM Review
3 Finance and Stochastics
3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Computational Methods in Applied Mathematics
3 Journal of Hyperbolic Differential Equations
3 Analysis & PDE
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Cited in 48 Fields

1,181 Probability theory and stochastic processes (60-XX)
892 Partial differential equations (35-XX)
379 Numerical analysis (65-XX)
172 Fluid mechanics (76-XX)
108 Statistical mechanics, structure of matter (82-XX)
107 Dynamical systems and ergodic theory (37-XX)
64 Systems theory; control (93-XX)
59 Statistics (62-XX)
58 Operator theory (47-XX)
43 Calculus of variations and optimal control; optimization (49-XX)
40 Quantum theory (81-XX)
37 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
35 Functional analysis (46-XX)
30 Ordinary differential equations (34-XX)
29 Global analysis, analysis on manifolds (58-XX)
29 Biology and other natural sciences (92-XX)
25 Geophysics (86-XX)
19 Real functions (26-XX)
18 Integral equations (45-XX)
17 Linear and multilinear algebra; matrix theory (15-XX)
17 Measure and integration (28-XX)
17 Mechanics of deformable solids (74-XX)
15 Harmonic analysis on Euclidean spaces (42-XX)
13 Approximations and expansions (41-XX)
13 Classical thermodynamics, heat transfer (80-XX)
12 Optics, electromagnetic theory (78-XX)
10 Computer science (68-XX)
9 General and overarching topics; collections (00-XX)
7 Associative rings and algebras (16-XX)
6 Special functions (33-XX)
6 Differential geometry (53-XX)
5 Functions of a complex variable (30-XX)
5 Mechanics of particles and systems (70-XX)
4 Difference and functional equations (39-XX)
4 Relativity and gravitational theory (83-XX)
4 Information and communication theory, circuits (94-XX)
3 Combinatorics (05-XX)
2 Potential theory (31-XX)
2 Integral transforms, operational calculus (44-XX)
2 Astronomy and astrophysics (85-XX)
2 Operations research, mathematical programming (90-XX)
1 History and biography (01-XX)
1 Algebraic geometry (14-XX)
1 Category theory; homological algebra (18-XX)
1 Group theory and generalizations (20-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Geometry (51-XX)
1 Convex and discrete geometry (52-XX)

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