[图书][B] Stochastic equations in infinite dimensions

G Da Prato, J Zabczyk - 2014 - books.google.com
Now in its second edition, this book gives a systematic and self-contained presentation of
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …

[图书][B] Numerical methods for stochastic partial differential equations with white noise

Z Zhang, GE Karniadakis - 2017 - Springer
In his forward-looking paper [374] at the conference “Mathematics Towards the Third
Millennium,” our esteemed colleague at Brown University Prof. David Mumford argued that …

Degenerate parabolic stochastic partial differential equations: Quasilinear case

A Debussche, M Hofmanová, J Vovelle - 2016 - projecteuclid.org
In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic
stochastic partial differential equation driven by a cylindrical Wiener process. In particular …

[HTML][HTML] Degenerate parabolic stochastic partial differential equations

M Hofmanová - Stochastic Processes and their Applications, 2013 - Elsevier
We study the Cauchy problem for a scalar semilinear degenerate parabolic partial
differential equation with stochastic forcing. In particular, we are concerned with the well …

The Cauchy problem for conservation laws with a multiplicative stochastic perturbation

C Bauzet, G Vallet, P Wittbold - Journal of Hyperbolic Differential …, 2012 - World Scientific
We study the Cauchy problem for multi-dimensional nonlinear conservation laws with
multiplicative stochastic perturbation. Using the concept of measure-valued solutions and …

On nonlinear stochastic balance laws

GQ Chen, Q Ding, KH Karlsen - Archive for Rational Mechanics and …, 2012 - Springer
We are concerned with multidimensional stochastic balance laws. We identify a class of
nonlinear balance laws for which uniform spatial BV bound for vanishing viscosity …

Well-posedness of the Dean–Kawasaki and the nonlinear Dawson–Watanabe equation with correlated noise

B Fehrman, B Gess - Archive for Rational Mechanics and Analysis, 2024 - Springer
In this paper we prove the well-posedness of the generalized Dean–Kawasaki equation
driven by noise that is white in time and colored in space. The results treat diffusion …

Scalar conservation laws with rough (stochastic) fluxes

PL Lions, B Perthame, PE Souganidis - Stochastic partial differential …, 2013 - Springer
We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative
rough path dependence, a special case being stochastic conservation laws with quasilinear …

Long‐Time Behavior, Invariant Measures, and Regularizing Effects for Stochastic Scalar Conservation Laws

B Gess, PE Souganidis - Communications on Pure and Applied …, 2017 - Wiley Online Library
We study the long‐time behavior and regularity of the pathwise entropy solutions to
stochastic scalar conservation laws with random‐in‐time spatially homogeneous fluxes and …

Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE

B Gess, M Hofmanová - The Annals of Probability, 2018 - JSTOR
We study quasilinear degenerate parabolic-hyperbolic stochastic partial differential
equations with general multiplicative noise within the framework of kinetic solutions. Our …