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Computation of sensitivities for the invariant measure of a parameter dependent diffusion

JOURNAL ARTICLE published June 2018 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by European Research Council (614492) | ANR (ANR-12-BS01-0019,ANR-14-CE23-0012)

Authors: Roland Assaraf | Benjamin Jourdain | Tony Lelièvre | Raphaël Roux

Path properties of the solution to the stochastic heat equation with Lévy noise

JOURNAL ARTICLE published March 2019 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Carsten Chong | Robert C. Dalang | Thomas Humeau

Numerical approximation of nonlinear SPDE’s

JOURNAL ARTICLE published December 2023 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Czech Science foundation (19-07140S) | National Science Foundation (DREF-1729478)

Authors: Martin Ondreját | Andreas Prohl | Noel J. Walkington

Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds

JOURNAL ARTICLE published 29 September 2023 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by National Science and Technology Council, Taiwan (NSTC111-2115-M-007-015-MY2) | National Science Foundation (DMS-2246850) | Simons Foundation (959981)

Authors: David Candil | Le Chen | Cheuk Yin Lee

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

JOURNAL ARTICLE published March 2023 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Sebastian Becker | Benjamin Gess | Arnulf Jentzen | Peter E. Kloeden

$$L_p$$-solvability and Hölder regularity for stochastic time fractional Burgers’ equations driven by multiplicative space-time white noise

JOURNAL ARTICLE published 27 April 2024 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by National Research Foundation of Korea (NRF-2021R1C1C2007792)

Authors: Beom-Seok Han

Stochastic analysis with modelled distributions

JOURNAL ARTICLE published June 2021 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Chong Liu | David J. Prömel | Josef Teichmann

Generalized regularized long wave equation with white noise dispersion

JOURNAL ARTICLE published September 2017 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Simons Foundation (198275)

Authors: M. Chen | O. Goubet | Y. Mammeri

Degenerate Kolmogorov equations and ergodicity for the stochastic Allen–Cahn equation with logarithmic potential

JOURNAL ARTICLE published March 2024 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Gruppo Nazionale per l’Analisi Matematica, la Probabilitá e le loro Applicazioni (CUP E55F22000270001) | Ministero dell’Universitá e della Ricerca (2020F3NCPX)

Authors: Luca Scarpa | Margherita Zanella

On $$L_p$$-solvability of stochastic integro-differential equations

JOURNAL ARTICLE published June 2021 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: István Gyöngy | Sizhou Wu

Existence and uniqueness for the mild solution of the stochastic heat equation with non-Lipschitz drift on an unbounded spatial domain

JOURNAL ARTICLE published September 2021 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: M. Salins

A numerical method for a nonlocal diffusion equation with additive noise

JOURNAL ARTICLE published December 2023 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Division of Mathematical Sciences (2009233,1818726)

Authors: Georgi S. Medvedev | Gideon Simpson

Central limit theorems for nonlinear stochastic wave equations in dimension three

JOURNAL ARTICLE published June 2024 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Japan Society for the Promotion of Science (JP22J21604)

Authors: Masahisa Ebina

Hypocoercivity for non-linear infinite-dimensional degenerate stochastic differential equations

JOURNAL ARTICLE published June 2024 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Benedikt Eisenhuth | Martin Grothaus

Moderate deviations for fully coupled multiscale weakly interacting particle systems

JOURNAL ARTICLE published June 2024 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Division of Mathematical Sciences (2107856) | Simons Foundation (672441)

Authors: Z. W. Bezemek | K. Spiliopoulos

Existence and uniqueness of maximal solutions to SPDEs with applications to viscous fluid equations

JOURNAL ARTICLE published June 2024 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by HORIZON EUROPE European Research Council (2478902) | Engineering and Physical Sciences Research Council (856408)

Authors: Daniel Goodair | Dan Crisan | Oana Lang

A linear stochastic biharmonic heat equation: hitting probabilities

JOURNAL ARTICLE published September 2022 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Ministerio de Ciencia, Innovación y Universidades (PID2020-118339GB-I00,BES-2016077051)

Authors: Adrián Hinojosa-Calleja | Marta Sanz-Solé

$$L^2$$-theory for transition semigroups associated to dissipative systems

JOURNAL ARTICLE published September 2023 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: D. A. Bignamini

Asymptotic of the smallest eigenvalues of the continuous Anderson Hamiltonian in $$dle 3$$

JOURNAL ARTICLE published September 2023 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Agence Nationale de la Recherche (SINGULAR ANR-16-CE40-0020-01)

Authors: Yueh-Sheng Hsu | Cyril Labbé

The stochastic Fisher-KPP Equation with seed bank and on/off branching coalescing Brownian motion

JOURNAL ARTICLE published June 2023 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Deutsche Forschungsgemeinschaft (DFG SPP 1590,SPP 1590)

Authors: Jochen Blath | Matthias Hammer | Florian Nie