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: http://link.springer.com/journal/volumesAndIssues/40072 Comments: Indexed cover-to-cover Documents Indexed: 231 Publications (since 2013) References Indexed: 229 Publications with 6,869 References. all top 5 Latest Issues 10, No. 4 (2022) 10, No. 3 (2022) 10, No. 2 (2022) 10, No. 1 (2022) 9, No. 4 (2021) 9, No. 3 (2021) 9, No. 2 (2021) 9, No. 1 (2021) 8, No. 4 (2020) 8, No. 3 (2020) 8, No. 2 (2020) 8, No. 1 (2020) 7, No. 4 (2019) 7, No. 3 (2019) 7, No. 2 (2019) 7, No. 1 (2019) 6, No. 4 (2018) 6, No. 3 (2018) 6, No. 2 (2018) 6, No. 1 (2018) 5, No. 4 (2017) 5, No. 3 (2017) 5, No. 2 (2017) 5, No. 1 (2017) 4, No. 4 (2016) 4, No. 3 (2016) 4, No. 2 (2016) 4, No. 1 (2016) 3, No. 4 (2015) 3, No. 3 (2015) 3, No. 2 (2015) 3, No. 1 (2015) 2, No. 4 (2014) 2, No. 3 (2014) 2, No. 2 (2014) 2, No. 1 (2014) 1, No. 4 (2013) 1, No. 3 (2013) 1, No. 2 (2013) 1, No. 1 (2013) all top 5 Authors 7 Gyöngy, István 6 Mikulevicius, Remigijus 6 Nualart, David 6 Röckner, Michael 5 Brzeźniak, Zdzisław 5 Dalang, Robert C. 5 Debussche, Arnaud 5 Millet, Annie 4 Bessaih, Hakima 4 Flandoli, Franco 4 Huang, Jingyu 4 Lototsky, Sergey V. 4 Nobile, Fabio 4 Oh, Tadahiro 4 Salins, Michael 4 Šiška, David 4 Vallet, Guy 3 Barbu, Viorel 3 Da Prato, Giuseppe 3 de Bouard, Anne 3 Fan, Chenjie 3 Gu, Yu 3 Khoshnevisan, Davar 3 Krylov, Nicolaĭ Vladimirovich 3 Lions, Pierre-Louis 3 Mohan, Manil Thankamani 3 Otto, Felix 3 Rozovskii, Boris L. 3 Schwab, Christoph 3 Souganidis, Panagiotis E. 3 Spiliopoulos, Konstantinos V. 3 Stuart, Andrew M. 3 Wittbold, Petra 3 Zheng, Guangqu 3 Zimmermann, Alexandra 2 Alouges, François 2 Bauzet, Caroline 2 Cerrai, Sandra 2 Charrier, Julia 2 Chen, Le 2 Chernov, Alexey 2 Chong, Carsten 2 Cialenco, Igor 2 Crisan, Dan O. 2 Dareiotis, Konstantinos Anastasios 2 Frangos, Nikos E. 2 Funaki, Tadahisa 2 Gerencsér, Máté 2 Grothaus, Martin 2 Gubinelli, Massimiliano 2 Hairer, Martin 2 Harbrecht, Helmut 2 Hausenblas, Erika 2 Hinojosa-Calleja, Adrián 2 Hofmanová, Martina 2 Hornung, Fabian 2 Iturriaga, Renato 2 Jourdain, Benjamin 2 Kalpinelli, Evangelia A. 2 Kim, Jong Uhn 2 Kruse, Raphael 2 Kukavica, Igor 2 Kuksin, Sergeĭ B. 2 Lang, Annika 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 Pardoux, Etienne 2 Perthame, Benoît 2 Phonsom, C. 2 Pillai, Natesh S. 2 Prohl, Andreas 2 Razafimandimby, Paul André 2 Russo, Francesco 2 Sanz-Solé, Marta 2 Scarpa, Luca 2 Schmidlin, Marc 2 Staffilani, Gigliola 2 Sy, Mouhamadou 2 Teichmann, Josef 2 Veraar, Mark C. 2 Viitasaari, Lauri 2 Wang, Yuzhao 2 Weber, Hendrik 2 Xie, Bin 2 Xu, Weijun 2 Yastrzhembskiy, Timur 2 Ziane, Mohammed 1 Andersson, Adam 1 Andres, Sebastian 1 Assaad, Obayda 1 Assaraf, Roland 1 Assing, Sigurd 1 Bachouch, Achref 1 Bailleul, Ismaël F. ...and 242 more Authors all top 5 Fields 205 Probability theory and stochastic processes (60-XX) 140 Partial differential equations (35-XX) 59 Numerical analysis (65-XX) 23 Fluid mechanics (76-XX) 12 Operator theory (47-XX) 8 Ordinary differential equations (34-XX) 8 Dynamical systems and ergodic theory (37-XX) 8 Functional analysis (46-XX) 8 Systems theory; control (93-XX) 7 Integral equations (45-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Quantum theory (81-XX) 5 Statistics (62-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Biology and other natural sciences (92-XX) 2 General and overarching topics; collections (00-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 2 Special functions (33-XX) 2 Geophysics (86-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Relativity and gravitational theory (83-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 177 Publications have been cited 1,169 times in 919 Documents Cited by ▼ Year ▼ Scalar conservation laws with rough (stochastic) fluxes. Zbl 1333.60140Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E. 35 2013 Regularization by noise and stochastic Burgers equations. Zbl 1312.35150Gubinelli, M.; Jara, M. 34 2013 KPZ equation, its renormalization and invariant measures. Zbl 1327.60128Funaki, Tadahisa; Quastel, Jeremy 28 2015 Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case. Zbl 1323.35233Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E. 27 2014 Model reduction for stochastic systems. Zbl 1331.65017Benner, Peter; Redmann, Martin 25 2015 A relatively short proof of Itô’s formula for SPDEs and its applications. Zbl 1274.60204Krylov, N. V. 25 2013 Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE. Zbl 1357.60063Andersson, Adam; Kruse, Raphael; Larsson, Stig 23 2016 Optimization of mesh hierarchies in multilevel Monte Carlo samplers. Zbl 1359.65013Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl 20 2016 Exponential attractors for random dynamical systems and applications. Zbl 1320.35089Shirikyan, Armen; Zelik, Sergey 19 2013 A Pedestrian approach to the invariant Gibbs measures for the 2-\(d\) defocusing nonlinear Schrödinger equations. Zbl 1421.35340Oh, Tadahiro; Thomann, Laurent 19 2018 Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation. Zbl 1279.65012Jourdain, Benjamin; Reygner, Julien 17 2013 Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1306.60085Chen, Le; Dalang, Robert C. 17 2014 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 17 2020 Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115Gyöngy, István; Sabanis, Sotirios; Šiška, David 16 2016 A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients. Zbl 1334.60133Nobile, Fabio; Tesei, Francesco 16 2015 Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle. Zbl 1431.76025Brzeźniak, Zdzisław; Hausenblas, Erika; Razafimandimby, Paul André 16 2019 Splitting up method for the 2D stochastic Navier-Stokes equations. Zbl 1312.60080Bessaih, H.; Brzeźniak, Z.; Millet, A. 15 2014 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 13 2017 Eikonal equations and pathwise solutions to fully non-linear SPDEs. Zbl 1377.35293Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E. 13 2017 Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331Gubinelli, M.; Ugurcan, B.; Zachhuber, I. 13 2020 Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan 12 2018 Weak truncation error estimates for elliptic PDEs with lognormal coefficients. Zbl 1273.65166Charrier, Julia; Debussche, Arnaud 12 2013 Rough linear transport equation with an irregular drift. Zbl 1356.60097Catellier, Rémi 11 2016 Scalar conservation laws with rough flux and stochastic forcing. Zbl 1351.60080Hofmanová, Martina 11 2016 Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Zbl 1371.65008Graham, I. G.; Scheichl, R.; Ullmann, E. 11 2016 On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai 11 2015 Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion. Zbl 1314.35159Belaouar, Radoin; de Bouard, Anne; Debussche, Arnaud 11 2015 On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242Galeati, Lucio 11 2020 On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096Hu, Yaozhong; Huang, Jingyu; Nualart, David 11 2014 Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257Gu, Yu 11 2020 Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise. Zbl 1358.65007Bauzet, C.; Charrier, J.; Gallouët, T. 10 2016 Finite element approximations of the stochastic mean curvature flow of planar curves of graphs. Zbl 1300.65006Feng, Xiaobing; Li, Yukun; Prohl, Andreas 10 2014 A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation. Zbl 1306.60084Assing, Sigurd 10 2013 Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE. Zbl 1316.60106Kruse, Raphael 10 2014 Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320Bailleul, I.; Debussche, A.; Hofmanová, M. 10 2019 Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed 10 2017 An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas 9 2017 Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062Herrmann, Lukas; Lang, Annika; Schwab, Christoph 9 2018 Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise. Zbl 1362.65012Chen, Chuchu; Hong, Jialin; Prohl, Andreas 9 2016 Optimal rate of convergence for stochastic Burgers-type equations. Zbl 1357.60069Hairer, M.; Matetski, K. 9 2016 Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Zbl 1387.35029Fischer, Julian; Otto, Felix 9 2017 Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098Chen, Le; Dalang, Robert C. 9 2015 Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\). Zbl 1274.60199Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia 9 2013 A Stefan-type stochastic moving boundary problem. Zbl 1388.60112Keller-Ressel, Martin; Müller, Marvin S. 9 2016 Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017Duerinckx, Mitia; Otto, Felix 9 2020 A semi-discrete scheme for the stochastic Landau-Lifshitz equation. Zbl 1332.35348Alouges, François; de Bouard, Anne; Hocquet, Antoine 9 2014 Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211Andres, Sebastian; Neukamm, Stefan 9 2019 Weak universality of dynamical \(\Phi ^4_3\): non-Gaussian noise. Zbl 1400.37101Shen, Hao; Xu, Weijun 8 2018 Self-repelling diffusions via an infinite dimensional approach. Zbl 1337.60185Benaïm, Michel; Ciotir, Ioana; Gauthier, Carl-Erik 8 2015 Normal approximation for the net flux through a random conductor. Zbl 1353.35042Nolen, James 8 2016 Tightness for a stochastic Allen-Cahn equation. Zbl 1274.60207Röger, Matthias; Weber, Hendrik 8 2013 KPZ equation with fractional derivatives of white noise. Zbl 1380.35116Hoshino, Masato 8 2016 Stochastic CGL equations without linear dispersion in any space dimension. Zbl 1287.60093Kuksin, Sergei; Nersesyan, Vahagn 8 2013 Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift. Zbl 1328.35015Da Prato, Giuseppe; Flandoli, Franco; Röckner, Michael 8 2014 Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065Yamazaki, Kazuo; Mohan, Manil T. 8 2019 Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos 8 2019 Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209Zimmer, Raphael 8 2017 On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space. Zbl 1390.45023Mikulevičius, R.; Phonsom, C. 7 2017 Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Zbl 1386.65036Cohen, David; Dujardin, Guillaume 7 2017 Euler time discretization of backward doubly SDEs and application to semilinear SPDEs. Zbl 1351.60086Bachouch, Achref; Ben Lasmar, Mohamed Anis; Matoussi, Anis; Mnif, Mohamed 7 2016 Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy 7 2017 Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method. Zbl 1375.65011Bierig, Claudio; Chernov, Alexey 7 2016 A note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217Brzeźniak, Zdzisław; Ferrario, Benedetta 7 2017 Fluctuations of parabolic equations with large random potentials. Zbl 1319.35313Gu, Yu; Bal, Guillaume 7 2015 On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao 7 2021 Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130Marinelli, Carlo; Scarpa, Luca 7 2018 Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094Cheung, Kelvin; Mosincat, Razvan 7 2019 Stochastic maximal regularity for rough time-dependent problems. Zbl 1431.60062Portal, Pierre; Veraar, Mark 7 2019 Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël 6 2018 Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 6 2018 On the boundedness of solutions of SPDEs. Zbl 1310.60092Dareiotis, Konstantinos; Gerencsér, Máté 6 2015 Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion. Zbl 1327.60127Foondun, Mohammud; Khoshnevisan, Davar; Mahboubi, Pejman 6 2015 Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation. Zbl 1426.76626Belaribi, Nadia; Cuvelier, François; Russo, Francesco 6 2013 Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions. Zbl 1286.35257Schwab, Christoph; Süli, Endre 6 2013 Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey 6 2013 On \(L_p\)-theory for stochastic parabolic integro-differential equations. Zbl 1395.60075Mikulevicius, R.; Pragarauskas, H. 6 2013 Noisy gradient flow from a random walk in Hilbert space. Zbl 1308.60005Pillai, Natesh S.; Stuart, Andrew M.; Thiéry, Alexandre H. 6 2014 On stochastic finite difference schemes. Zbl 1311.65005Gyöngy, István 6 2014 Exponential moments for numerical approximations of stochastic partial differential equations. Zbl 1416.60072Jentzen, Arnulf; Pušnik, Primož 6 2018 Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space. Zbl 1435.60043Fonseca-Mora, C. A. 6 2018 Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087Delarue, François 6 2019 Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037Khoshnevisan, Davar; Sarantsev, Andrey 6 2019 Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures. Zbl 1491.60095Bringmann, Bjoern 6 2022 Approximation and simulation of infinite-dimensional Lévy processes. Zbl 1402.60054Barth, Andrea; Stein, Andreas 5 2018 Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations. Zbl 1368.65010Le Cavil, Anthony; Oudjane, Nadia; Russo, Francesco 5 2017 Regularity of the solutions to SPDEs in metric measure spaces. Zbl 1323.60084Issoglio, Elena; Zähle, Martina 5 2015 Drift estimation for discretely sampled SPDEs. Zbl 1455.60081Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung 5 2020 Numerical methods for hyperbolic SPDEs: a Wiener chaos approach. Zbl 1332.60105Kalpinelli, Evangelia A.; Frangos, Nikolaos E.; Yannacopoulos, Athanasios N. 5 2013 Covariance structure of parabolic stochastic partial differential equations. Zbl 1306.60089Lang, Annika; Larsson, Stig; Schwab, Christoph 5 2013 Determining white noise forcing from Eulerian observations in the Navier-Stokes equation. Zbl 1310.60095Hoang, Viet Ha; Law, Kody J. H.; Stuart, Andrew M. 5 2014 Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083Leonhard, Claudine; Rößler, Andreas 5 2019 Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise. Zbl 1439.35584Brzeźniak, Zdzisław; Hornung, Fabian; Manna, Utpal 5 2020 A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise. Zbl 1387.60095Barbu, Viorel; Röckner, Michael 4 2017 Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution. Zbl 1387.60099Kim, H.-J.; Lototsky, S. V. 4 2017 An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\). Zbl 1402.60075Cioica-Licht, Petru A.; Kim, Kyeong-Hun; Lee, Kijung; Lindner, Felix 4 2018 Homogenization of Brinkman flows in heterogeneous dynamic media. Zbl 1342.60103Bessaih, Hakima; Efendiev, Yalchin; Maris, Florian 4 2015 Measure valued solutions to the stochastic Euler equations in \(\mathbb R^d\). Zbl 1346.35160Kim, Jong Uhn 4 2015 On classical solutions of linear stochastic integro-differential equations. Zbl 06647749Leahy, James-Michael; Mikulevičius, Remigijus 4 2016 A solution theory for a general class of SPDEs. Zbl 1375.60110Süß, André; Waurick, Marcus 4 2017 Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients. Zbl 1310.60098Ledger, Sean 4 2014 Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures. Zbl 1491.60095Bringmann, Bjoern 6 2022 Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 1493.60100Nualart, David; Zheng, Guangqu 3 2022 From additive to transport noise in 2D fluid dynamics. Zbl 1499.60217Flandoli, Franco; Pappalettera, Umberto 3 2022 Mixing for the primitive equations under bounded non-degenerate noise. Zbl 1484.35314Boulvard, Pierre-Marie 1 2022 Statistical null-controllability of stochastic nonlinear parabolic equations. Zbl 1486.60078Hernández-Santamaría, Víctor; Le Balc’h, Kévin; Peralta, Liliana 1 2022 Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri 1 2022 Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians. Zbl 1495.35104Penent, Guillaume; Privault, Nicolas 1 2022 Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise. Zbl 1493.60098Mohan, Manil T. 1 2022 Three-dimensional stochastic cubic nonlinear wave equation with almost space-time white noise. Zbl 1502.35207Oh, Tadahiro; Wang, Yuzhao; Zine, Younes 1 2022 Global well-posedness and long-time behavior of the fractional NLS. Zbl 1501.35447Sy, Mouhamadou; Yu, Xueying 1 2022 A note on log-log blow up solutions for stochastic nonlinear Schrödinger equations. Zbl 1501.35370Fan, Chenjie; Su, Yiming; Zhang, Deng 1 2022 On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao 7 2021 On Cherny’s results in infinite dimensions: a theorem dual to Yamada-Watanabe. Zbl 1477.60100Rehmeier, Marco 4 2021 Stochastic regularization for transport equations. Zbl 1477.60103Wei, Jinlong; Duan, Jinqiao; Gao, Hongjun; Lv, Guangying 3 2021 Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions. Zbl 1470.60202Bou-Rabee, Nawaf; Eberle, Andreas 3 2021 Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Zbl 1493.60107Barbu, Viorel; Röckner, Michael 3 2021 Stochastic homogenization of the Landau-Lifshitz-Gilbert equation. Zbl 1481.35030Alouges, François; de Bouard, Anne; Merlet, Benoît; Nicolas, Léa 2 2021 Anisotropic Gaussian random fields: criteria for hitting probabilities and applications. Zbl 1478.60154Hinojosa-Calleja, Adrián; Sanz-Solé, Marta 2 2021 2D-defocusing nonlinear Schrödinger equation with random data on irrational tori. Zbl 1479.35269Fan, Chenjie; Ou, Yumeng; Staffilani, Gigliola; Wang, Hong 2 2021 Stochastic analysis with modelled distributions. Zbl 1470.35448Liu, Chong; Prömel, David J.; Teichmann, Josef 2 2021 Convergent numerical approximation of the stochastic total variation flow. Zbl 1468.60075Baňas, Ľubomír; Röckner, Michael; Wilke, André 2 2021 Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise. Zbl 1476.65243Liu, Zhihui; Qiao, Zhonghua 2 2021 On the energy transfer to high frequencies in the damped/driven nonlinear Schrödinger equation. Zbl 1478.35192Huang, Guan; Kuksin, Sergei 1 2021 Behavior of solutions to the 1D focusing stochastic nonlinear Schrödinger equation with spatially correlated noise. Zbl 1481.35419Millet, Annie; Rodriguez, Alex D.; Roudenko, Svetlana; Yang, Kai 1 2021 Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space. Zbl 1470.35453Yastrzhembskiy, Timur 1 2021 On \(L_p\)-solvability of stochastic integro-differential equations. Zbl 1470.45020Gyöngy, István; Wu, Sizhou 1 2021 Decay of the stochastic linear Schrödinger equation in \(d\geq3\) with small multiplicative noise. Zbl 1476.35216Fan, Chenjie; Xu, Weijun 1 2021 More on the long time stability of Feynman-Kac semigroups. Zbl 1493.60088Ferré, Grégoire; Rousset, Mathias; Stoltz, Gabriel 1 2021 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 17 2020 Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331Gubinelli, M.; Ugurcan, B.; Zachhuber, I. 13 2020 On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242Galeati, Lucio 11 2020 Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257Gu, Yu 11 2020 Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017Duerinckx, Mitia; Otto, Felix 9 2020 Drift estimation for discretely sampled SPDEs. Zbl 1455.60081Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung 5 2020 Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise. Zbl 1439.35584Brzeźniak, Zdzisław; Hornung, Fabian; Manna, Utpal 5 2020 Classical and generalized solutions of fractional stochastic differential equations. Zbl 1461.60049Lototsky, S. V.; Rozovsky, B. L. 3 2020 On the stochastic nonlinear Schrödinger equations at critical regularities. Zbl 1452.35192Oh, Tadahiro; Okamoto, Mamoru 3 2020 Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line. Zbl 1456.35247Yastrzhembskiy, Timur 2 2020 Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion. Zbl 1431.35258Harbrecht, Helmut; Schmidlin, Marc 2 2020 Numerical methods for conservation laws with rough flux. Zbl 1437.35485Hoel, H.; Karlsen, K. H.; Risebro, N. H.; Storrøsten, E. B. 2 2020 Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets. Zbl 1447.62094Ottobre, Michela; Pillai, Natesh S.; Spiliopoulos, Konstantinos 2 2020 Exponential convergence of solutions for random Hamilton-Jacobi equations. Zbl 1458.37075Iturriaga, Renato; Khanin, Konstantin; Zhang, Ke 1 2020 A high order time discretization of the solution of the non-linear filtering problem. Zbl 1454.60054Crisan, Dan; Ortiz-Latorre, Salvador 1 2020 Uniform estimate of an iterative method for elliptic problems with rapidly oscillating coefficients. Zbl 1456.35018Gu, Chenlin 1 2020 An order approach to SPDEs with antimonotone terms. Zbl 1456.35245Scarpa, Luca; Stefanelli, Ulisse 1 2020 Convergence of the finite volume method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation. Zbl 1446.65089Dotti, Sylvain; Vovelle, Julien 1 2020 \(L^p\)-estimates and regularity for SPDEs with monotone semilinearity. Zbl 1446.60048Neelima; Šiška, David 1 2020 Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle. Zbl 1431.76025Brzeźniak, Zdzisław; Hausenblas, Erika; Razafimandimby, Paul André 16 2019 Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320Bailleul, I.; Debussche, A.; Hofmanová, M. 10 2019 Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211Andres, Sebastian; Neukamm, Stefan 9 2019 Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065Yamazaki, Kazuo; Mohan, Manil T. 8 2019 Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos 8 2019 Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094Cheung, Kelvin; Mosincat, Razvan 7 2019 Stochastic maximal regularity for rough time-dependent problems. Zbl 1431.60062Portal, Pierre; Veraar, Mark 7 2019 Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087Delarue, François 6 2019 Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037Khoshnevisan, Davar; Sarantsev, Andrey 6 2019 Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083Leonhard, Claudine; Rößler, Andreas 5 2019 Quasi-linear SPDEs in divergence form. Zbl 1436.60066Otto, Felix; Weber, Hendrik 4 2019 Path properties of the solution to the stochastic heat equation with Lévy noise. Zbl 1447.60095Chong, Carsten; Dalang, Robert C.; Humeau, Thomas 4 2019 Invariant measure and large time dynamics of the cubic Klein-Gordon equation in \(3D\). Zbl 1457.60110Sy, Mouhamadou 4 2019 Numerical solutions of stochastic PDEs driven by arbitrary type of noise. Zbl 1475.60112Chen, Tianheng; Rozovskii, Boris; Shu, Chi-Wang 3 2019 Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension. Zbl 1436.60068Salins, Michael 3 2019 On a doubly nonlinear PDE with stochastic perturbation. Zbl 1428.35689Sapountzoglou, Niklas; Wittbold, Petra; Zimmermann, Aleksandra 3 2019 Kernel-based collocation methods for Zakai equations. Zbl 1431.60060Nakano, Yumiharu 2 2019 A reflected moving boundary problem driven by space-time white noise. Zbl 1431.60056Hambly, Ben; Kalsi, Jasdeep 2 2019 Spatial asymptotic of the stochastic heat equation with compactly supported initial data. Zbl 1431.60057Huang, Jingyu; Lê, Khoa 1 2019 A Pedestrian approach to the invariant Gibbs measures for the 2-\(d\) defocusing nonlinear Schrödinger equations. Zbl 1421.35340Oh, Tadahiro; Thomann, Laurent 19 2018 Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan 12 2018 Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062Herrmann, Lukas; Lang, Annika; Schwab, Christoph 9 2018 Weak universality of dynamical \(\Phi ^4_3\): non-Gaussian noise. Zbl 1400.37101Shen, Hao; Xu, Weijun 8 2018 Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130Marinelli, Carlo; Scarpa, Luca 7 2018 Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël 6 2018 Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 6 2018 Exponential moments for numerical approximations of stochastic partial differential equations. Zbl 1416.60072Jentzen, Arnulf; Pušnik, Primož 6 2018 Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space. Zbl 1435.60043Fonseca-Mora, C. A. 6 2018 Approximation and simulation of infinite-dimensional Lévy processes. Zbl 1402.60054Barth, Andrea; Stein, Andreas 5 2018 An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\). Zbl 1402.60075Cioica-Licht, Petru A.; Kim, Kyeong-Hun; Lee, Kijung; Lindner, Felix 4 2018 Integration by parts on the law of the modulus of the Brownian bridge. Zbl 1426.60063Grothaus, Martin; Vosshall, Robert 4 2018 Non-stationary phase of the MALA algorithm. Zbl 1415.60091Kuntz, Juan; Ottobre, Michela; Stuart, Andrew M. 4 2018 Recursive formulae in regularity structures. Zbl 1427.35378Bruned, Y. 3 2018 Existence and blow-up of solutions to the fractional stochastic heat equations. Zbl 1402.60074Bezdek, Pavel 2 2018 Exponential convergence to the stationary measure for a class of 1D Lagrangian systems with random forcing. Zbl 1406.35260Boritchev, Alexandre 2 2018 Variational solutions to nonlinear stochastic differential equations in Hilbert spaces. Zbl 1427.60115Barbu, Viorel; Röckner, Michael 2 2018 Ergodicity and Hopf-Lax-Oleinik formula for fluid flows evolving around a black hole under a random forcing. Zbl 1421.35362Bakhtin, Yuri; LeFloch, Philippe G. 2 2018 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 13 2017 Eikonal equations and pathwise solutions to fully non-linear SPDEs. Zbl 1377.35293Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E. 13 2017 Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed 10 2017 An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas 9 2017 Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Zbl 1387.35029Fischer, Julian; Otto, Felix 9 2017 Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209Zimmer, Raphael 8 2017 On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space. Zbl 1390.45023Mikulevičius, R.; Phonsom, C. 7 2017 Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Zbl 1386.65036Cohen, David; Dujardin, Guillaume 7 2017 Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy 7 2017 A note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217Brzeźniak, Zdzisław; Ferrario, Benedetta 7 2017 Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations. Zbl 1368.65010Le Cavil, Anthony; Oudjane, Nadia; Russo, Francesco 5 2017 A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise. Zbl 1387.60095Barbu, Viorel; Röckner, Michael 4 2017 Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution. Zbl 1387.60099Kim, H.-J.; Lototsky, S. V. 4 2017 A solution theory for a general class of SPDEs. Zbl 1375.60110Süß, André; Waurick, Marcus 4 2017 Rare event simulation via importance sampling for linear SPDE’s. Zbl 1391.60161Salins, Michael; Spiliopoulos, Konstantinos 3 2017 Vortices in a stochastic parabolic Ginzburg-Landau equation. Zbl 1362.60060Chugreeva, Olga; Melcher, Christof 3 2017 ...and 77 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,058 Authors 22 Gess, Benjamin 19 Redmann, Martin 17 Nualart, David 16 Flandoli, Franco 16 Oh, Tadahiro 14 Gu, Yu 14 Gubinelli, Massimiliano 13 Hairer, Martin 12 Brzeźniak, Zdzisław 12 Hong, Jialin 12 Nobile, Fabio 10 Hofmanová, Martina 10 Jentzen, Arnulf 10 Kim, KyeongHun 10 Scarpa, Luca 9 Perkowski, Nicolas 9 Röckner, Michael 9 Scheichl, Robert 9 Schwab, Christoph 9 Souganidis, Panagiotis E. 9 Tempone, Raúl F. 8 Bessaih, Hakima 8 Chen, Le 8 Dareiotis, Konstantinos Anastasios 8 Hu, Yaozhong 8 Jara, Milton D. 8 Luo, Dejun 8 Russo, Francesco 8 Zhou, Shengfan 7 Cui, Jianbo 7 Dalang, Robert C. 7 Eberle, Andreas 7 Gerencsér, Máté 7 Gloria, Antoine 7 Gyöngy, István 7 Hambly, Ben M. 7 Lang, Annika 7 Li, Yukun 7 Liu, Zhihui 7 Wang, Xiaojie 6 Bella, Peter 6 Bréhier, Charles-Edouard 6 Bruned, Yvain 6 Cao, Yanzhao 6 Fonseca-Mora, Christian A. 6 Funaki, Tadahisa 6 Gonçalves, Patrícia C. 6 Hocquet, Antoine 6 Hoshino, Masato 6 Khoshnevisan, Davar 6 Otto, Felix 6 Oudjane, Nadia 6 Pu, Fei 6 Razafimandimby, Paul André 6 Stuart, Andrew M. 6 Tachim Medjo, Theodore 6 Tudor, Ciprian A. 6 Tzvetkov, Nikolay 6 Wang, Yuzhao 6 Zheng, Guangqu 6 Zhu, RongChan 5 Balan, Raluca M. 5 Benner, Peter 5 Chong, Carsten 5 Cialenco, Igor 5 Duerinckx, Mitia 5 Feng, Xiaobing 5 Haji-Ali, Abdul-Lateef 5 Herrmann, Lukas 5 Karlsen, Kenneth Hvistendahl 5 Kim, Ildoo 5 Koley, Ujjwal 5 Lions, Pierre-Louis 5 Liu, Wei 5 Manna, Utpal 5 Nersesyan, Vahagn 5 Neukamm, Stefan 5 Sarantsev, Andrey 5 Seeger, Benjamin 5 Teckentrup, Aretha L. 5 Tsai, Li-cheng 5 Yamazaki, Kazuo 5 Zambotti, Lorenzo 4 Bailleul, Ismaël F. 4 Barbu, Viorel 4 Barth, Andrea 4 Bou-Rabee, Nawaf M. 4 Corwin, Ivan Z. 4 Cosco, Clément 4 Cui, Hongyong 4 Da Prato, Giuseppe 4 Debussche, Arnaud 4 Delarue, François 4 Dunlap, Alexander 4 Fehrman, Benjamin J. 4 Fischer, Julian 4 Hausenblas, Erika 4 Hoel, Hakon A. 4 Jourdain, Benjamin 4 Kim, Hyunjung ...and 958 more Authors all top 5 Cited in 190 Journals 65 Stochastic and Partial Differential Equations. Analysis and Computations 45 Stochastic Processes and their Applications 30 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 28 Journal of Differential Equations 26 Electronic Journal of Probability 25 SIAM/ASA Journal on Uncertainty Quantification 24 The Annals of Probability 18 Probability Theory and Related Fields 18 Stochastics and Dynamics 17 Communications in Mathematical Physics 17 The Annals of Applied Probability 16 SIAM Journal on Numerical Analysis 14 SIAM Journal on Scientific Computing 13 Journal of Evolution Equations 12 Journal of Functional Analysis 12 Transactions of the American Mathematical Society 12 Journal of Theoretical Probability 12 Journal of Scientific Computing 12 Journal de Mathématiques Pures et Appliquées. Neuvième Série 12 Discrete and Continuous Dynamical Systems. Series B 11 Journal of Statistical Physics 11 Numerische Mathematik 10 Archive for Rational Mechanics and Analysis 10 Journal of Computational Physics 10 Journal of Mathematical Analysis and Applications 10 Communications in Partial Differential Equations 10 SIAM Journal on Mathematical Analysis 10 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 9 Potential Analysis 8 Journal of Computational and Applied Mathematics 8 Journal of Mathematical Fluid Mechanics 8 Stochastics 7 Nonlinearity 7 Applied Mathematics and Optimization 7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 7 Statistics & Probability Letters 7 Electronic Communications in Probability 7 Bernoulli 6 Mathematics of Computation 6 BIT 6 SIAM Journal on Control and Optimization 6 Stochastic Analysis and Applications 6 NoDEA. Nonlinear Differential Equations and Applications 6 Discrete and Continuous Dynamical Systems 5 Computers & Mathematics with Applications 5 Computer Methods in Applied Mechanics and Engineering 5 Inventiones Mathematicae 5 Applied Numerical Mathematics 5 Journal of Nonlinear Science 5 Foundations of Computational Mathematics 5 Communications on Pure and Applied Analysis 5 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Communications on Pure and Applied Mathematics 4 Journal of Mathematical Physics 4 Applied Mathematics and Computation 4 Infinite Dimensional Analysis, Quantum Probability and Related Topics 4 Differentsial’nye Uravneniya i Protsessy Upravleniya 4 Networks and Heterogeneous Media 3 Indiana University Mathematics Journal 3 Memoirs of the American Mathematical Society 3 Acta Applicandae Mathematicae 3 Physica D 3 Journal of the American Mathematical Society 3 MCSS. Mathematics of Control, Signals, and Systems 3 Numerical Algorithms 3 Linear Algebra and its Applications 3 SIAM Review 3 Theory of Probability and Mathematical Statistics 3 Finance and Stochastics 3 Statistical Inference for Stochastic Processes 3 Journal of the European Mathematical Society (JEMS) 3 Acta Mathematica Sinica. English Series 3 Acta Mathematica Scientia. Series B. (English Edition) 3 Multiscale Modeling & Simulation 3 Communications in Computational Physics 3 Statistics and Computing 3 Forum of Mathematics, Pi 3 Evolution Equations and Control Theory 3 Séminaire Laurent Schwartz. EDP et Applications 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 3 AIMS Mathematics 2 International Journal of Control 2 Journal of Mathematical Biology 2 Advances in Mathematics 2 Calcolo 2 Journal of the Mathematical Society of Japan 2 Systems & Control Letters 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Journal of Complexity 2 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 2 Bulletin of the American Mathematical Society. New Series 2 Journal of Dynamics and Differential Equations 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Calculus of Variations and Partial Differential Equations 2 Applied Mathematical Finance 2 The Journal of Fourier Analysis and Applications 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 SIAM Journal on Applied Dynamical Systems 2 Journal of Hyperbolic Differential Equations ...and 90 more Journals all top 5 Cited in 41 Fields 722 Probability theory and stochastic processes (60-XX) 539 Partial differential equations (35-XX) 249 Numerical analysis (65-XX) 102 Fluid mechanics (76-XX) 64 Statistical mechanics, structure of matter (82-XX) 60 Dynamical systems and ergodic theory (37-XX) 44 Systems theory; control (93-XX) 36 Statistics (62-XX) 27 Operator theory (47-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Quantum theory (81-XX) 23 Calculus of variations and optimal control; optimization (49-XX) 20 Global analysis, analysis on manifolds (58-XX) 18 Functional analysis (46-XX) 17 Ordinary differential equations (34-XX) 16 Geophysics (86-XX) 13 Biology and other natural sciences (92-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 10 Real functions (26-XX) 10 Integral equations (45-XX) 9 Classical thermodynamics, heat transfer (80-XX) 8 Approximations and expansions (41-XX) 8 Mechanics of deformable solids (74-XX) 8 Optics, electromagnetic theory (78-XX) 7 Measure and integration (28-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 5 Computer science (68-XX) 4 Associative rings and algebras (16-XX) 4 Functions of a complex variable (30-XX) 4 Differential geometry (53-XX) 3 Special functions (33-XX) 3 Relativity and gravitational theory (83-XX) 3 Information and communication theory, circuits (94-XX) 2 Potential theory (31-XX) 2 Mechanics of particles and systems (70-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Algebraic geometry (14-XX) 1 Integral transforms, operational calculus (44-XX) 1 Astronomy and astrophysics (85-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year