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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: 272 Publications (since 2013)
References Indexed: 270 Publications with 8,132 References.
all top 5

Authors

8 Röckner, Michael
7 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
4 Barbu, Viorel
4 Bessaih, Hakima
4 Flandoli, Franco
4 Huang, Jingyu
4 Khoshnevisan, Davar
4 Nobile, Fabio
4 Oh, Tadahiro
4 Rozovskii, Boris L.
4 Scarpa, Luca
4 Šiška, David
4 Spiliopoulos, Konstantinos V.
4 Vallet, Guy
3 Chen, Le
3 Crisan, Dan O.
3 Da Prato, Giuseppe
3 de Bouard, Anne
3 Fan, Chenjie
3 Gerencsér, Máté
3 Gu, Yu
3 Hausenblas, Erika
3 Lions, Pierre-Louis
3 Mohan, Manil Thankamani
3 Otto, Felix
3 Pardoux, Etienne
3 Prohl, Andreas
3 Schwab, Christoph
3 Souganidis, Panagiotis E.
3 Stefanelli, Ulisse
3 Stuart, Andrew M.
3 Wittbold, Petra
3 Zheng, Guangqu
3 Zimmermann, Aleksandra
2 Alouges, François
2 Bailleul, Ismaël F.
2 Baňas, Ľubomír
2 Barth, Andrea
2 Bauzet, Caroline
2 Cerrai, Sandra
2 Charrier, Julia
2 Chernov, Alexey
2 Chong, Carsten
2 Cialenco, Igor
2 Dareiotis, Konstantinos Anastasios
2 Feng, Xiaobing
2 Frangos, Nikos E.
2 Funaki, Tadahisa
2 Grothaus, Martin
2 Gubinelli, Massimiliano
2 Hairer, Martin
2 Hambly, Ben M.
2 Han, Beom-Seok
2 Harbrecht, Helmut
2 Hinojosa-Calleja, Adrián
2 Hofmanová, Martina
2 Hong, Jialin
2 Hornung, Fabian
2 Iturriaga, Renato
2 Jentzen, Arnulf
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 Perthame, Benoît
2 Phonsom, C.
2 Pillai, Natesh S.
2 Pu, Fei
2 Razafimandimby, Paul André
2 Rößler, Andreas
2 Rousset, Mathias
2 Russo, Francesco
2 Sanz-Solé, Marta
2 Schmidlin, Marc
2 Staffilani, Gigliola
2 Sy, Mouhamadou
2 Teichmann, Josef
2 Tzvetkov, Nikolay
2 Veraar, Mark C.
2 Viitasaari, Lauri
...and 302 more Authors

Publications by Year

Citations contained in zbMATH Open

215 Publications have been cited 1,551 times in 1,201 Documents Cited by Year
Regularization by noise and stochastic Burgers equations. Zbl 1312.35150
Gubinelli, M.; Jara, M.
39
2013
Scalar conservation laws with rough (stochastic) fluxes. Zbl 1333.60140
Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E.
38
2013
KPZ equation, its renormalization and invariant measures. Zbl 1327.60128
Funaki, Tadahisa; Quastel, Jeremy
32
2015
Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case. Zbl 1323.35233
Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E.
30
2014
A relatively short proof of Itô’s formula for SPDEs and its applications. Zbl 1274.60204
Krylov, N. V.
27
2013
Model reduction for stochastic systems. Zbl 1331.65017
Benner, Peter; Redmann, Martin
26
2015
A Pedestrian approach to the invariant Gibbs measures for the 2-\(d\) defocusing nonlinear Schrödinger equations. Zbl 1421.35340
Oh, Tadahiro; Thomann, Laurent
26
2018
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE. Zbl 1357.60063
Andersson, Adam; Kruse, Raphael; Larsson, Stig
24
2016
Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115
Gyöngy, István; Sabanis, Sotirios; Šiška, David
22
2016
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
22
2013
Optimization of mesh hierarchies in multilevel Monte Carlo samplers. Zbl 1359.65013
Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl
22
2016
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
22
2020
Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331
Gubinelli, M.; Ugurcan, B.; Zachhuber, I.
22
2020
Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257
Gu, Yu
22
2020
Exponential attractors for random dynamical systems and applications. Zbl 1320.35089
Shirikyan, Armen; Zelik, Sergey
21
2013
Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1306.60085
Chen, Le; Dalang, Robert C.
20
2014
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
19
2019
A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients. Zbl 1334.60133
Nobile, Fabio; Tesei, Francesco
18
2015
Splitting up method for the 2D stochastic Navier-Stokes equations. Zbl 1312.60080
Bessaih, H.; Brzeźniak, Z.; Millet, A.
17
2014
On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242
Galeati, Lucio
17
2020
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094
Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai
16
2015
Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
16
2017
Rough linear transport equation with an irregular drift. Zbl 1356.60097
Catellier, Rémi
15
2016
Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017
Duerinckx, Mitia; Otto, Felix
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.
14
2017
Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066
Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed
13
2017
Weak truncation error estimates for elliptic PDEs with lognormal coefficients. Zbl 1273.65166
Charrier, Julia; Debussche, Arnaud
13
2013
Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Zbl 1371.65008
Graham, I. G.; Scheichl, R.; Ullmann, E.
13
2016
Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion. Zbl 1314.35159
Belaouar, Radoin; de Bouard, Anne; Debussche, Arnaud
13
2015
Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413
Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan
13
2018
Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320
Bailleul, I.; Debussche, A.; Hofmanová, M.
12
2019
Scalar conservation laws with rough flux and stochastic forcing. Zbl 1351.60080
Hofmanová, Martina
12
2016
Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE. Zbl 1316.60106
Kruse, Raphael
12
2014
Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130
Marinelli, Carlo; Scarpa, Luca
12
2018
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
12
2019
A Stefan-type stochastic moving boundary problem. Zbl 1388.60112
Keller-Ressel, Martin; Müller, Marvin S.
12
2016
Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Zbl 1387.35029
Fischer, Julian; Otto, Felix
11
2017
Tightness for a stochastic Allen-Cahn equation. Zbl 1274.60207
Röger, Matthias; Weber, Hendrik
11
2013
A note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217
Brzeźniak, Zdzisław; Ferrario, Benedetta
11
2017
Finite element approximations of the stochastic mean curvature flow of planar curves of graphs. Zbl 1300.65006
Feng, Xiaobing; Li, Yukun; Prohl, Andreas
11
2014
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098
Chen, Le; Dalang, Robert C.
11
2015
A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation. Zbl 1306.60084
Assing, Sigurd
11
2013
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
11
2014
Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211
Andres, Sebastian; Neukamm, Stefan
11
2019
Exponential moments for numerical approximations of stochastic partial differential equations. Zbl 1416.60072
Jentzen, Arnulf; Pušnik, Primož
11
2018
Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065
Yamazaki, Kazuo; Mohan, Manil T.
11
2019
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
11
2019
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
11
2017
Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures. Zbl 1491.60095
Bringmann, Bjoern
11
2022
Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise. Zbl 1362.65012
Chen, Chuchu; Hong, Jialin; Prohl, Andreas
10
2016
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
10
2013
Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise. Zbl 1358.65007
Bauzet, C.; Charrier, J.; Gallouët, T.
10
2016
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
10
2015
Stochastic maximal regularity for rough time-dependent problems. Zbl 1431.60062
Portal, Pierre; Veraar, Mark
10
2019
Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062
Herrmann, Lukas; Lang, Annika; Schwab, Christoph
10
2018
Self-repelling diffusions via an infinite dimensional approach. Zbl 1337.60185
Benaïm, Michel; Ciotir, Ioana; Gauthier, Carl-Erik
9
2015
Optimal rate of convergence for stochastic Burgers-type equations. Zbl 1357.60069
Hairer, M.; Matetski, K.
9
2016
Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209
Zimmer, Raphael
9
2017
Stochastic CGL equations without linear dispersion in any space dimension. Zbl 1287.60093
Kuksin, Sergei; Nersesyan, Vahagn
9
2013
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
9
2016
Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method. Zbl 1375.65011
Bierig, Claudio; Chernov, Alexey
9
2016
A semi-discrete scheme for the stochastic Landau-Lifshitz equation. Zbl 1332.35348
Alouges, François; de Bouard, Anne; Hocquet, Antoine
9
2014
On stochastic finite difference schemes. Zbl 1311.65005
Gyöngy, István
9
2014
Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094
Cheung, Kelvin; Mosincat, Razvan
9
2019
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.
9
2023
More on the long time stability of Feynman-Kac semigroups. Zbl 1493.60088
Ferré, Grégoire; Rousset, Mathias; Stoltz, Gabriel
9
2021
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Zbl 1493.60107
Barbu, Viorel; Röckner, Michael
9
2021
Drift estimation for discretely sampled SPDEs. Zbl 1455.60081
Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung
9
2020
Weak universality of dynamical \(\Phi ^4_3\): non-Gaussian noise. Zbl 1400.37101
Shen, Hao; Xu, Weijun
9
2018
KPZ equation with fractional derivatives of white noise. Zbl 1380.35116
Hoshino, Masato
9
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.
9
2017
Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Zbl 1386.65036
Cohen, David; Dujardin, Guillaume
9
2017
Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107
Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy
8
2017
Normal approximation for the net flux through a random conductor. Zbl 1353.35042
Nolen, James
8
2016
Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift. Zbl 1328.35015
Da Prato, Giuseppe; Flandoli, Franco; Röckner, Michael
8
2014
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
8
2019
Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space. Zbl 1435.60043
Fonseca-Mora, C. A.
8
2018
Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087
Delarue, François
8
2019
Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise. Zbl 1439.35584
Brzeźniak, Zdzisław; Hornung, Fabian; Manna, Utpal
8
2020
Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions. Zbl 1286.35257
Schwab, Christoph; Süli, Endre
7
2013
Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230
Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey
7
2013
Noisy gradient flow from a random walk in Hilbert space. Zbl 1308.60005
Pillai, Natesh S.; Stuart, Andrew M.; Thiéry, Alexandre H.
7
2014
Fluctuations of parabolic equations with large random potentials. Zbl 1319.35313
Gu, Yu; Bal, Guillaume
7
2015
On the boundedness of solutions of SPDEs. Zbl 1310.60092
Dareiotis, Konstantinos; Gerencsér, Máté
7
2015
From additive to transport noise in 2D fluid dynamics. Zbl 1499.60217
Flandoli, Franco; Pappalettera, Umberto
7
2022
On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450
Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao
7
2021
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions. Zbl 1470.60202
Bou-Rabee, Nawaf; Eberle, Andreas
7
2021
Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087
Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël
7
2018
Approximation and simulation of infinite-dimensional Lévy processes. Zbl 1402.60054
Barth, Andrea; Stein, Andreas
7
2018
Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension. Zbl 1436.60068
Salins, Michael
6
2019
Path properties of the solution to the stochastic heat equation with Lévy noise. Zbl 1447.60095
Chong, Carsten; Dalang, Robert C.; Humeau, Thomas
6
2019
Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation. Zbl 1426.76626
Belaribi, Nadia; Cuvelier, François; Russo, Francesco
6
2013
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
6
2013
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
6
2017
Regularity of the solutions to SPDEs in metric measure spaces. Zbl 1323.60084
Issoglio, Elena; Zähle, Martina
6
2015
Cubature methods for stochastic (partial) differential equations in weighted spaces. Zbl 1315.60075
Dörsek, Philipp; Teichmann, Josef; Velušček, Dejan
6
2013
On \(L_p\)-theory for stochastic parabolic integro-differential equations. Zbl 1395.60075
Mikulevicius, R.; Pragarauskas, H.
6
2013
Stochastic homogenization of the Landau-Lifshitz-Gilbert equation. Zbl 1481.35030
Alouges, François; de Bouard, Anne; Merlet, Benoît; Nicolas, Léa
6
2021
Recursive formulae in regularity structures. Zbl 1427.35378
Bruned, Y.
6
2018
Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 1493.60100
Nualart, David; Zheng, Guangqu
6
2022
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.
9
2023
Well-posedness for a stochastic 2D Euler equation with transport noise. Zbl 1520.60033
Lang, Oana; Crisan, Dan
4
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
2
2023
Subordinated Gaussian random fields in elliptic partial differential equations. Zbl 1518.60059
Merkle, Robin; Barth, Andrea
2
2023
Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein’s method. Zbl 07702262
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
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
Doubly nonlinear stochastic evolution equations. II. Zbl 1518.35708
Scarpa, Luca; Stefanelli, Ulisse
1
2023
Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1518.60037
Gasteratos, Ioannis; Salins, Michael; Spiliopoulos, Konstantinos
1
2023
Quasi-invariance of Gaussian measures for the periodic Benjamin-Ono-BBM equation. Zbl 1518.35704
Genovese, Giuseppe; Lucà, Renato; Tzvetkov, Nikolay
1
2023
Regularisation by regular noise. Zbl 07714079
Gerencsér, Máté
1
2023
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise. Zbl 07742934
Fahim, K.; Hausenblas, E.; Kovács, M.
1
2023
Feynman-Kac formula for perturbations of order \(\leq 1\), and noncommutative geometry. Zbl 1527.58009
Boldt, Sebastian; Güneysu, Batu
1
2023
Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures. Zbl 1491.60095
Bringmann, Bjoern
11
2022
From additive to transport noise in 2D fluid dynamics. Zbl 1499.60217
Flandoli, Franco; Pappalettera, Umberto
7
2022
Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 1493.60100
Nualart, David; Zheng, Guangqu
6
2022
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians. Zbl 1495.35104
Penent, Guillaume; Privault, Nicolas
4
2022
Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise. Zbl 1493.60098
Mohan, Manil T.
4
2022
Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri
4
2022
A note on log-log blow up solutions for stochastic nonlinear Schrödinger equations. Zbl 1501.35370
Fan, Chenjie; Su, Yiming; Zhang, Deng
3
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.
3
2022
Uniqueness of martingale solutions for the stochastic nonlinear Schrödinger equation on 3d compact manifolds. Zbl 1499.60213
Brzeźniak, Zdzisław; Hornung, Fabian; Weis, Lutz
2
2022
Three-dimensional stochastic cubic nonlinear wave equation with almost space-time white noise. Zbl 1502.35207
Oh, Tadahiro; Wang, Yuzhao; Zine, Younes
2
2022
Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions. Zbl 1502.65004
Glatt-Holtz, Nathan E.; Mondaini, Cecilia F.
2
2022
Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model. Zbl 1501.60035
Gaudreau Lamarre, Pierre Yves
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
The stochastic tamed MHD equations: existence, uniqueness and invariant measures. Zbl 1494.76119
Schenke, Andre
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
A linear stochastic biharmonic heat equation: hitting probabilities. Zbl 1499.60219
Hinojosa-Calleja, Adrián; Sanz-Solé, Marta
1
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
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
Global well-posedness and long-time behavior of the fractional NLS. Zbl 1501.35447
Sy, Mouhamadou; Yu, Xueying
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
Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation. Zbl 1495.35221
Wang, Wensheng
1
2022
Lewy-Stampacchia’s inequality for a stochastic T-monotone obstacle problem. Zbl 1486.35041
Tahraoui, Yassine; Vallet, Guy
1
2022
Mixing for the primitive equations under bounded non-degenerate noise. Zbl 1484.35314
Boulvard, Pierre-Marie
1
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
1
2022
More on the long time stability of Feynman-Kac semigroups. Zbl 1493.60088
Ferré, Grégoire; Rousset, Mathias; Stoltz, Gabriel
9
2021
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Zbl 1493.60107
Barbu, Viorel; Röckner, Michael
9
2021
On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450
Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao
7
2021
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions. Zbl 1470.60202
Bou-Rabee, Nawaf; Eberle, Andreas
7
2021
Stochastic homogenization of the Landau-Lifshitz-Gilbert equation. Zbl 1481.35030
Alouges, François; de Bouard, Anne; Merlet, Benoît; Nicolas, Léa
6
2021
Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise. Zbl 1476.65243
Liu, Zhihui; Qiao, Zhonghua
5
2021
Stochastic regularization for transport equations. Zbl 1477.60103
Wei, Jinlong; Duan, Jinqiao; Gao, Hongjun; Lv, Guangying
5
2021
Stochastic analysis with modelled distributions. Zbl 1470.35448
Liu, Chong; Prömel, David J.; Teichmann, Josef
5
2021
Convergent numerical approximation of the stochastic total variation flow. Zbl 1468.60075
Baňas, Ľubomír; Röckner, Michael; Wilke, André
5
2021
Anisotropic Gaussian random fields: criteria for hitting probabilities and applications. Zbl 1478.60154
Hinojosa-Calleja, Adrián; Sanz-Solé, Marta
4
2021
On Cherny’s results in infinite dimensions: a theorem dual to Yamada-Watanabe. Zbl 1477.60100
Rehmeier, Marco
4
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
3
2021
On \(L_p\)-solvability of stochastic integro-differential equations. Zbl 1470.45020
Gyöngy, István; Wu, Sizhou
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
2
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.
2
2021
A regularity theory for stochastic partial differential equations driven by multiplicative space-time white noise with the random fractional Laplacians. Zbl 1480.60179
Han, Beom-Seok
2
2021
2D-defocusing nonlinear Schrödinger equation with random data on irrational tori. Zbl 1479.35269
Fan, Chenjie; Ou, Yumeng; Staffilani, Gigliola; Wang, Hong
2
2021
Decay of the stochastic linear Schrödinger equation in \(d\geq3\) with small multiplicative noise. Zbl 1476.35216
Fan, Chenjie; Xu, Weijun
2
2021
Initial-boundary value problem for stochastic transport equations. Zbl 1481.60122
Neves, Wladimir; Olivera, Christian
1
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.
1
2021
A \(K\)-rough path above the space-time fractional Brownian motion. Zbl 1478.60275
Chen, Xia; Deya, Aurélien; Ouyang, Cheng; Tindel, Samy
1
2021
On the energy transfer to high frequencies in the damped/driven nonlinear Schrödinger equation. Zbl 1478.35192
Huang, Guan; Kuksin, Sergei
1
2021
Discrete approximation of the viscous HJ equation. Zbl 1480.49025
Davini, Andrea; Ishii, Hitoshi; Iturriaga, Renato; Morgado, Hector Sanchez
1
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
1
2021
Continuity equation in llogl for the 2D Euler equations under the enstrophy measure. Zbl 1476.35186
Da Prato, Giuseppe; Flandoli, Franco; Röckner, Michael
1
2021
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
22
2020
Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331
Gubinelli, M.; Ugurcan, B.; Zachhuber, I.
22
2020
Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257
Gu, Yu
22
2020
On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242
Galeati, Lucio
17
2020
Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017
Duerinckx, Mitia; Otto, Felix
15
2020
Drift estimation for discretely sampled SPDEs. Zbl 1455.60081
Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung
9
2020
Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise. Zbl 1439.35584
Brzeźniak, Zdzisław; Hornung, Fabian; Manna, Utpal
8
2020
Classical and generalized solutions of fractional stochastic differential equations. Zbl 1461.60049
Lototsky, S. V.; Rozovsky, B. L.
5
2020
Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion. Zbl 1431.35258
Harbrecht, Helmut; Schmidlin, Marc
4
2020
Numerical methods for conservation laws with rough flux. Zbl 1437.35485
Hoel, H.; Karlsen, K. H.; Risebro, N. H.; Storrøsten, E. B.
4
2020
Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets. Zbl 1447.62094
Ottobre, Michela; Pillai, Natesh S.; Spiliopoulos, Konstantinos
3
2020
Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line. Zbl 1456.35247
Yastrzhembskiy, Timur
3
2020
Uniform estimate of an iterative method for elliptic problems with rapidly oscillating coefficients. Zbl 1456.35018
Gu, Chenlin
3
2020
On the stochastic nonlinear Schrödinger equations at critical regularities. Zbl 1452.35192
Oh, Tadahiro; Okamoto, Mamoru
3
2020
Convergence of the finite volume method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation. Zbl 1446.65089
Dotti, Sylvain; Vovelle, Julien
2
2020
\(L^p\)-estimates and regularity for SPDEs with monotone semilinearity. Zbl 1446.60048
Neelima; Šiška, David
1
2020
Exponential convergence of solutions for random Hamilton-Jacobi equations. Zbl 1458.37075
Iturriaga, Renato; Khanin, Konstantin; Zhang, Ke
1
2020
A high order time discretization of the solution of the non-linear filtering problem. Zbl 1454.60054
Crisan, Dan; Ortiz-Latorre, Salvador
1
2020
An order approach to SPDEs with antimonotone terms. Zbl 1456.35245
Scarpa, Luca; Stefanelli, Ulisse
1
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
19
2019
Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320
Bailleul, I.; Debussche, A.; Hofmanová, M.
12
2019
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
12
2019
Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211
Andres, Sebastian; Neukamm, Stefan
11
2019
Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065
Yamazaki, Kazuo; Mohan, Manil T.
11
2019
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
11
2019
Stochastic maximal regularity for rough time-dependent problems. Zbl 1431.60062
Portal, Pierre; Veraar, Mark
10
2019
Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094
Cheung, Kelvin; Mosincat, Razvan
9
2019
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
8
2019
Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087
Delarue, François
8
2019
Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension. Zbl 1436.60068
Salins, Michael
6
2019
Path properties of the solution to the stochastic heat equation with Lévy noise. Zbl 1447.60095
Chong, Carsten; Dalang, Robert C.; Humeau, Thomas
6
2019
On a doubly nonlinear PDE with stochastic perturbation. Zbl 1428.35689
Sapountzoglou, Niklas; Wittbold, Petra; Zimmermann, Aleksandra
5
2019
Quasi-linear SPDEs in divergence form. Zbl 1436.60066
Otto, Felix; Weber, Hendrik
4
2019
Invariant measure and large time dynamics of the cubic Klein-Gordon equation in \(3D\). Zbl 1457.60110
Sy, Mouhamadou
4
2019
A reflected moving boundary problem driven by space-time white noise. Zbl 1431.60056
Hambly, Ben; Kalsi, Jasdeep
4
2019
Numerical solutions of stochastic PDEs driven by arbitrary type of noise. Zbl 1475.60112
Chen, Tianheng; Rozovskii, Boris; Shu, Chi-Wang
3
2019
...and 115 more Documents
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Cited by 1,334 Authors

25 Gess, Benjamin
20 Flandoli, Franco
20 Redmann, Martin
19 Nualart, David
18 Oh, Tadahiro
17 Brzeźniak, Zdzisław
17 Gubinelli, Massimiliano
16 Gu, Yu
16 Hairer, Martin
14 Nobile, Fabio
14 Scarpa, Luca
13 Kim, KyeongHun
13 Röckner, Michael
12 Hofmanová, Martina
12 Hong, Jialin
12 Jentzen, Arnulf
12 Luo, Dejun
10 Chen, Le
10 Gloria, Antoine
10 Khoshnevisan, Davar
10 Perkowski, Nicolas
10 Schwab, Christoph
10 Souganidis, Panagiotis E.
10 Tzvetkov, Nikolay
9 Lang, Annika
9 Scheichl, Robert
9 Tempone, Raúl F.
9 Tudor, Ciprian A.
9 Zhou, Shengfan
8 Bessaih, Hakima
8 Bréhier, Charles-Edouard
8 Chong, Carsten
8 Cui, Jianbo
8 Dalang, Robert C.
8 Dareiotis, Konstantinos Anastasios
8 Eberle, Andreas
8 Gerencsér, Máté
8 Gyöngy, István
8 Hu, Yaozhong
8 Jara, Milton D.
8 Li, Yukun
8 Otto, Felix
8 Pu, Fei
8 Russo, Francesco
8 Wang, Xiaojie
8 Zhu, RongChan
7 Barbu, Viorel
7 Bruned, Yvain
7 Cao, Yanzhao
7 Duerinckx, Mitia
7 Fonseca-Mora, Christian A.
7 Funaki, Tadahisa
7 Hambly, Ben M.
7 Hocquet, Antoine
7 Kim, Ildoo
7 Liu, Zhihui
7 Mohan, Manil Thankamani
7 Wang, Yuzhao
7 Weber, Hendrik
7 Yamazaki, Kazuo
6 Balan, Raluca M.
6 Bella, Peter
6 Bou-Rabee, Nawaf M.
6 Cialenco, Igor
6 Fehrman, Benjamin J.
6 Feng, Xiaobing
6 Gonçalves, Patrícia C.
6 Hoshino, Masato
6 Larsson, Stig
6 Li, Ruinan
6 Lions, Pierre-Louis
6 Mikulevicius, Remigijus
6 Oudjane, Nadia
6 Rosati, Tommaso Cornelis
6 Sarantsev, Andrey
6 Stuart, Andrew M.
6 Vallet, Guy
6 Veraar, Mark C.
6 Xu, Weijun
6 Zheng, Guangqu
6 Zygouras, Nikolaos
5 Barth, Andrea
5 Benner, Peter
5 Cerrai, Sandra
5 Corwin, Ivan Z.
5 Cosco, Clément
5 Crisan, Dan O.
5 Debussche, Arnaud
5 Delarue, François
5 Dunlap, Alexander
5 Haji-Ali, Abdul-Lateef
5 Hausenblas, Erika
5 Herrmann, Lukas
5 Jourdain, Benjamin
5 Karlsen, Kenneth Hvistendahl
5 Kim, Hyunjung
5 Kloeden, Peter Eris
5 Koley, Ujjwal
5 Kuznetsov, Dmitriĭ Feliksovich
5 Labbé, Cyril
...and 1,234 more Authors
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Cited in 215 Journals

85 Stochastic and Partial Differential Equations. Analysis and Computations
51 Stochastic Processes and their Applications
44 Journal of Differential Equations
42 Electronic Journal of Probability
31 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
29 The Annals of Probability
28 SIAM/ASA Journal on Uncertainty Quantification
24 Communications in Mathematical Physics
23 The Annals of Applied Probability
22 Journal of Functional Analysis
22 Probability Theory and Related Fields
22 Stochastics and Dynamics
19 SIAM Journal on Mathematical Analysis
18 SIAM Journal on Numerical Analysis
17 Transactions of the American Mathematical Society
17 Journal of Evolution Equations
16 Archive for Rational Mechanics and Analysis
16 Journal of Scientific Computing
15 Journal of Theoretical Probability
15 SIAM Journal on Scientific Computing
14 Discrete and Continuous Dynamical Systems. Series B
13 Journal of Mathematical Analysis and Applications
13 Journal of Statistical Physics
13 Numerische Mathematik
13 Journal de Mathématiques Pures et Appliquées. Neuvième Série
13 Electronic Communications in Probability
12 Journal of Computational Physics
12 Applied Mathematics and Optimization
12 Statistics & Probability Letters
12 Communications in Partial Differential Equations
12 Potential Analysis
10 Journal of Nonlinear Science
10 Bernoulli
10 Stochastics
10 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
9 BIT
9 Journal of Computational and Applied Mathematics
9 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
9 Stochastic Analysis and Applications
9 Journal of Mathematical Fluid Mechanics
8 Nonlinearity
8 Inventiones Mathematicae
8 SIAM Journal on Control and Optimization
7 Computers & Mathematics with Applications
7 Computer Methods in Applied Mechanics and Engineering
7 Mathematics of Computation
7 Discrete and Continuous Dynamical Systems
7 Infinite Dimensional Analysis, Quantum Probability and Related Topics
7 Multiscale Modeling & Simulation
7 ALEA. Latin American Journal of Probability and Mathematical Statistics
6 Journal of Mathematical Physics
6 Applied Numerical Mathematics
6 NoDEA. Nonlinear Differential Equations and Applications
6 Communications on Pure and Applied Analysis
6 Oberwolfach Reports
6 Discrete and Continuous Dynamical Systems. Series S
5 Communications on Pure and Applied Mathematics
5 Applied Mathematics and Computation
5 Differentsial’nye Uravneniya i Protsessy Upravleniya
5 Foundations of Computational Mathematics
4 Physica D
4 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
4 Theory of Probability and Mathematical Statistics
4 Journal of the European Mathematical Society (JEMS)
4 Acta Mathematica Sinica. English Series
4 Acta Mathematica Scientia. Series B. (English Edition)
4 Networks and Heterogeneous Media
4 SIAM Journal on Financial Mathematics
4 Forum of Mathematics, Sigma
4 AIMS Mathematics
3 Journal of Mathematical Biology
3 Indiana University Mathematics Journal
3 Memoirs of the American Mathematical Society
3 Acta Applicandae Mathematicae
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 Journal of Dynamics and Differential Equations
3 Advances in Computational Mathematics
3 Finance and Stochastics
3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
3 Statistical Inference for Stochastic Processes
3 Journal of Hyperbolic Differential Equations
3 Communications in Computational Physics
3 Statistics and Computing
3 Forum of Mathematics, Pi
3 Evolution Equations and Control Theory
3 Journal of Computational Dynamics
3 Séminaire Laurent Schwartz. EDP et Applications
3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
3 Annales Henri Lebesgue
3 Probability and Mathematical Physics
2 Applicable Analysis
2 International Journal of Control
2 Advances in Mathematics
2 Calcolo
2 Duke Mathematical Journal
2 Journal of the Mathematical Society of Japan
...and 115 more Journals
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Cited in 42 Fields

940 Probability theory and stochastic processes (60-XX)
714 Partial differential equations (35-XX)
310 Numerical analysis (65-XX)
131 Fluid mechanics (76-XX)
90 Statistical mechanics, structure of matter (82-XX)
81 Dynamical systems and ergodic theory (37-XX)
55 Systems theory; control (93-XX)
47 Statistics (62-XX)
42 Operator theory (47-XX)
33 Quantum theory (81-XX)
32 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
30 Calculus of variations and optimal control; optimization (49-XX)
29 Functional analysis (46-XX)
23 Global analysis, analysis on manifolds (58-XX)
22 Ordinary differential equations (34-XX)
22 Biology and other natural sciences (92-XX)
21 Geophysics (86-XX)
14 Integral equations (45-XX)
12 Linear and multilinear algebra; matrix theory (15-XX)
12 Real functions (26-XX)
12 Approximations and expansions (41-XX)
12 Mechanics of deformable solids (74-XX)
12 Optics, electromagnetic theory (78-XX)
11 Measure and integration (28-XX)
11 Classical thermodynamics, heat transfer (80-XX)
8 Harmonic analysis on Euclidean spaces (42-XX)
8 Computer science (68-XX)
6 General and overarching topics; collections (00-XX)
6 Differential geometry (53-XX)
5 Associative rings and algebras (16-XX)
5 Special functions (33-XX)
4 Functions of a complex variable (30-XX)
4 Relativity and gravitational theory (83-XX)
4 Information and communication theory, circuits (94-XX)
3 Mechanics of particles and systems (70-XX)
2 Combinatorics (05-XX)
2 Potential theory (31-XX)
2 Difference and functional equations (39-XX)
2 Integral transforms, operational calculus (44-XX)
2 Astronomy and astrophysics (85-XX)
1 Algebraic geometry (14-XX)
1 Operations research, mathematical programming (90-XX)

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