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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: http://link.springer.com/journal/volumesAndIssues/40072
Comments: Indexed cover-to-cover
Documents Indexed: 174 Publications (since 2013)
References Indexed: 173 Publications with 4,946 References.
all top 5

Authors

6 Gyöngy, István
6 Mikulevicius, Remigijus
5 Dalang, Robert C.
5 Röckner, Michael
4 Brzeźniak, Zdzisław
4 Debussche, Arnaud
4 Huang, Jingyu
4 Lototsky, Sergey V.
4 Šiška, David
3 Da Prato, Giuseppe
3 Flandoli, Franco
3 Gu, Yu
3 Khoshnevisan, Davar
3 Lions, Pierre-Louis
3 Nobile, Fabio
3 Nualart, David
3 Oh, Tadahiro
3 Otto, Felix
3 Rozovskii, Boris L.
3 Salins, Michael
3 Schwab, Christoph
3 Souganidis, Panagiotis E.
3 Spiliopoulos, Konstantinos V.
3 Stuart, Andrew M.
3 Vallet, Guy
3 Wittbold, Petra
3 Zimmermann, Alexandra
2 Barbu, Viorel
2 Bauzet, Caroline
2 Bessaih, Hakima
2 Charrier, Julia
2 Chen, Le
2 Chernov, Alexey
2 Chong, Carsten
2 Cialenco, Igor
2 Dareiotis, Konstantinos Anastasios
2 de Bouard, Anne
2 Fan, Chenjie
2 Frangos, Nikos E.
2 Gerencsér, Máté
2 Gubinelli, Massimiliano
2 Hairer, Martin
2 Hausenblas, Erika
2 Hofmanová, Martina
2 Jourdain, Benjamin
2 Kalpinelli, Evangelia A.
2 Kim, Hyun Jung
2 Kim, Jong Uhn
2 Kruse, Raphael
2 Krylov, Nicolaĭ Vladimirovich
2 Lang, Annika
2 Larsson, Stig
2 Le, Khoa
2 Leahy, James-Michael
2 Lindner, Felix
2 Millet, Annie
2 Mohan, Manil Thankamani
2 Nakano, Yumiharu
2 Ottobre, Michela
2 Perthame, Benoît
2 Phonsom, C.
2 Pillai, Natesh S.
2 Prohl, Andreas
2 Razafimandimby, Paul André
2 Russo, Francesco
2 Scarpa, Luca
2 Staffilani, Gigliola
2 Teichmann, Josef
2 Weber, Hendrik
2 Xu, Weijun
2 Yastrzhembskiy, Timur
1 Alouges, François
1 Andersson, Adam
1 Andres, Sebastian
1 Assaraf, Roland
1 Assing, Sigurd
1 Bachouch, Achref
1 Bailleul, Ismaël F.
1 Bakhtin, Yuri Yu.
1 Bal, Guillaume
1 Ballani, Jonas
1 Baňas, Ľubomír
1 Barth, Andrea
1 Belaouar, Radoin
1 Belaribi, Nadia
1 Ben Lasmar, Mohamed Anis
1 Benaïm, Michel
1 Benner, Peter
1 Berestycki, Julien
1 Bezdek, Pavel
1 Bierig, Claudio
1 Boritchev, Alexandre
1 Bou-Rabee, Nawaf M.
1 Breit, Dominic
1 Bruned, Yvain
1 Burrage, Kevin
1 Catellier, Rémi
1 Cerrai, Sandra
1 Chen, Chuchu
1 Chen, Tianheng
...and 168 more Authors

Publications by Year

Citations contained in zbMATH Open

142 Publications have been cited 841 times in 671 Documents Cited by Year
Scalar conservation laws with rough (stochastic) fluxes. Zbl 1333.60140
Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E.
32
2013
Regularization by noise and stochastic Burgers equations. Zbl 1312.35150
Gubinelli, M.; Jara, M.
27
2013
Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case. Zbl 1323.35233
Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E.
26
2014
KPZ equation, its renormalization and invariant measures. Zbl 1327.60128
Funaki, Tadahisa; Quastel, Jeremy
23
2015
A relatively short proof of Itô’s formula for SPDEs and its applications. Zbl 1274.60204
Krylov, N. V.
20
2013
Model reduction for stochastic systems. Zbl 1331.65017
Benner, Peter; Redmann, Martin
19
2015
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE. Zbl 1357.60063
Andersson, Adam; Kruse, Raphael; Larsson, Stig
18
2016
Optimization of mesh hierarchies in multilevel Monte Carlo samplers. Zbl 1359.65013
Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl
17
2016
Exponential attractors for random dynamical systems and applications. Zbl 1320.35089
Shirikyan, Armen; Zelik, Sergey
15
2013
A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients. Zbl 1334.60133
Nobile, Fabio; Tesei, Francesco
14
2015
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
14
2013
A Pedestrian approach to the invariant Gibbs measures for the 2-\(d\) defocusing nonlinear Schrödinger equations. Zbl 1421.35340
Oh, Tadahiro; Thomann, Laurent
14
2018
Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115
Gyöngy, István; Sabanis, Sotirios; Šiška, David
13
2016
Splitting up method for the 2D stochastic Navier-Stokes equations. Zbl 1312.60080
Bessaih, H.; Brzeźniak, Z.; Millet, A.
12
2014
Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Zbl 1371.65008
Graham, I. G.; Scheichl, R.; Ullmann, E.
11
2016
Weak truncation error estimates for elliptic PDEs with lognormal coefficients. Zbl 1273.65166
Charrier, Julia; Debussche, Arnaud
11
2013
A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation. Zbl 1306.60084
Assing, Sigurd
10
2013
Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1306.60085
Chen, Le; Dalang, Robert C.
10
2014
Eikonal equations and pathwise solutions to fully non-linear SPDEs. Zbl 1377.35293
Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E.
10
2017
Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise. Zbl 1358.65007
Bauzet, C.; Charrier, J.; Gallouët, T.
9
2016
Optimal rate of convergence for stochastic Burgers-type equations. Zbl 1357.60069
Hairer, M.; Matetski, K.
9
2016
Scalar conservation laws with rough flux and stochastic forcing. Zbl 1351.60080
Hofmanová, Martina
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 the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094
Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai
9
2015
Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413
Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan
9
2018
Finite element approximations of the stochastic mean curvature flow of planar curves of graphs. Zbl 1300.65006
Feng, Xiaobing; Li, Yukun; Prohl, Andreas
8
2014
A Stefan-type stochastic moving boundary problem. Zbl 1388.60112
Keller-Ressel, Martin; Müller, Marvin S.
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
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
8
2014
Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE. Zbl 1316.60106
Kruse, Raphael
8
2014
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
8
2017
Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320
Bailleul, I.; Debussche, A.; Hofmanová, M.
7
2019
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
7
2020
Tightness for a stochastic Allen-Cahn equation. Zbl 1274.60207
Röger, Matthias; Weber, Hendrik
7
2013
Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise. Zbl 1362.65012
Chen, Chuchu; Hong, Jialin; Prohl, Andreas
7
2016
Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209
Zimmer, Raphael
7
2017
Rough linear transport equation with an irregular drift. Zbl 1356.60097
Catellier, Rémi
7
2016
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
7
2016
Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion. Zbl 1314.35159
Belaouar, Radoin; de Bouard, Anne; Debussche, Arnaud
7
2015
Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062
Herrmann, Lukas; Lang, Annika; Schwab, Christoph
7
2018
Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Zbl 1387.35029
Fischer, Julian; Otto, Felix
7
2017
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
6
2015
Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method. Zbl 1375.65011
Bierig, Claudio; Chernov, Alexey
6
2016
Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211
Andres, Sebastian; Neukamm, Stefan
6
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
6
2013
A note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217
Brzeźniak, Zdzisław; Ferrario, Benedetta
6
2017
KPZ equation with fractional derivatives of white noise. Zbl 1380.35116
Hoshino, Masato
6
2016
Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066
Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed
6
2017
Stochastic CGL equations without linear dispersion in any space dimension. Zbl 1287.60093
Kuksin, Sergei; Nersesyan, Vahagn
6
2013
Normal approximation for the net flux through a random conductor. Zbl 1353.35042
Nolen, James
6
2016
Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230
Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey
6
2013
On \(L_p\)-theory for stochastic parabolic integro-differential equations. Zbl 1395.60075
Mikulevicius, R.; Pragarauskas, H.
6
2013
Noisy gradient flow from a random walk in Hilbert space. Zbl 1308.60005
Pillai, Natesh S.; Stuart, Andrew M.; Thiéry, Alexandre H.
6
2014
On stochastic finite difference schemes. Zbl 1311.65005
Gyöngy, István
6
2014
Fluctuations of parabolic equations with large random potentials. Zbl 1319.35313
Gu, Yu; Bal, Guillaume
6
2015
On the boundedness of solutions of SPDEs. Zbl 1310.60092
Dareiotis, Konstantinos; Gerencsér, Máté
6
2015
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.
6
2017
Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Zbl 1386.65036
Cohen, David; Dujardin, Guillaume
6
2017
Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
6
2017
Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130
Marinelli, Carlo; Scarpa, Luca
6
2018
Weak universality of dynamical \(\Phi ^4_3\): non-Gaussian noise. Zbl 1400.37101
Shen, Hao; Xu, Weijun
6
2018
Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065
Yamazaki, Kazuo; Mohan, Manil T.
6
2019
Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331
Gubinelli, M.; Ugurcan, B.; Zachhuber, I.
6
2020
Regularity of the solutions to SPDEs in metric measure spaces. Zbl 1323.60084
Issoglio, Elena; Zähle, Martina
5
2015
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098
Chen, Le; Dalang, Robert C.
5
2015
Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094
Cheung, Kelvin; Mosincat, Razvan
5
2019
Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions. Zbl 1286.35257
Schwab, Christoph; Süli, Endre
5
2013
Numerical methods for hyperbolic SPDEs: a Wiener chaos approach. Zbl 1332.60105
Kalpinelli, Evangelia A.; Frangos, Nikolaos E.; Yannacopoulos, Athanasios N.
5
2013
On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242
Galeati, Lucio
5
2020
Exponential moments for numerical approximations of stochastic partial differential equations. Zbl 1416.60072
Jentzen, Arnulf; Pušnik, Primož
5
2018
Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space. Zbl 1435.60043
Fonseca-Mora, C. A.
5
2018
Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087
Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël
5
2018
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
5
2019
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
5
2019
Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257
Gu, Yu
5
2020
Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients. Zbl 1310.60098
Ledger, Sean
4
2014
Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation. Zbl 1426.76626
Belaribi, Nadia; Cuvelier, François; Russo, Francesco
4
2013
Covariance structure of parabolic stochastic partial differential equations. Zbl 1306.60089
Lang, Annika; Larsson, Stig; Schwab, Christoph
4
2013
A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise. Zbl 1387.60095
Barbu, Viorel; Röckner, Michael
4
2017
Integration by parts on the law of the modulus of the Brownian bridge. Zbl 1426.60063
Grothaus, Martin; Vosshall, Robert
4
2018
Non-stationary phase of the MALA algorithm. Zbl 1415.60091
Kuntz, Juan; Ottobre, Michela; Stuart, Andrew M.
4
2018
Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384
Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario
4
2018
Homogenization of Brinkman flows in heterogeneous dynamic media. Zbl 1342.60103
Bessaih, Hakima; Efendiev, Yalchin; Maris, Florian
4
2015
Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107
Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy
4
2017
Numerical solutions of stochastic PDEs driven by arbitrary type of noise. Zbl 07114866
Chen, Tianheng; Rozovskii, Boris; Shu, Chi-Wang
3
2019
Quasi-linear SPDEs in divergence form. Zbl 1436.60066
Otto, Felix; Weber, Hendrik
3
2019
Path properties of the solution to the stochastic heat equation with Lévy noise. Zbl 1447.60095
Chong, Carsten; Dalang, Robert C.; Humeau, Thomas
3
2019
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
3
2019
On distribution free Skorokhod-Malliavin calculus. Zbl 1342.60082
Mikulevicius, R.; Rozovskii, B. L.
3
2016
Convergence of an infinite dimensional stochastic process to a spatially structured trait substitution sequence. Zbl 1387.60117
Leman, Hélène
3
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
3
2013
On a \(p(t,x)\)-Laplace evolution equation with a stochastic force. Zbl 1295.35290
Bauzet, C.; Vallet, G.; Wittbold, P.; Zimmermann, A.
3
2013
On classical solutions of linear stochastic integro-differential equations. Zbl 06647749
Leahy, James-Michael; Mikulevičius, Remigijus
3
2016
Singular behavior of the solution to the stochastic heat equation on a polygonal domain. Zbl 1306.60090
Lindner, Felix
3
2014
Determining white noise forcing from Eulerian observations in the Navier-Stokes equation. Zbl 1310.60095
Hoang, Viet Ha; Law, Kody J. H.; Stuart, Andrew M.
3
2014
A note on error estimation for hypothesis testing problems for some linear SPDEs. Zbl 1322.60108
Cialenco, Igor; Xu, Liaosha
3
2014
Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution. Zbl 1387.60099
Kim, H.-J.; Lototsky, S. V.
3
2017
On some properties of space inverses of stochastic flows. Zbl 1337.60124
Leahy, James-Michael; Mikulevičius, Remigijus
3
2015
Self-repelling diffusions via an infinite dimensional approach. Zbl 1337.60185
Benaïm, Michel; Ciotir, Ioana; Gauthier, Carl-Erik
3
2015
A solution theory for a general class of SPDEs. Zbl 1375.60110
Süß, André; Waurick, Marcus
3
2017
On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450
Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao
2
2021
On \(L_p\)-solvability of stochastic integro-differential equations. Zbl 1470.45020
Gyöngy, István; Wu, Sizhou
1
2021
Stochastic analysis with modelled distributions. Zbl 1470.35448
Liu, Chong; Prömel, David J.; Teichmann, Josef
1
2021
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
7
2020
Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331
Gubinelli, M.; Ugurcan, B.; Zachhuber, I.
6
2020
On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242
Galeati, Lucio
5
2020
Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257
Gu, Yu
5
2020
Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise. Zbl 1439.35584
Brzeźniak, Zdzisław; Hornung, Fabian; Manna, Utpal
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
2
2020
Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017
Duerinckx, Mitia; Otto, Felix
2
2020
Classical and generalized solutions of fractional stochastic differential equations. Zbl 1461.60049
Lototsky, S. V.; Rozovsky, B. L.
2
2020
On the stochastic nonlinear Schrödinger equations at critical regularities. Zbl 1452.35192
Oh, Tadahiro; Okamoto, Mamoru
2
2020
Drift estimation for discretely sampled SPDEs. Zbl 1455.60081
Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung
2
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
1
2020
Numerical methods for conservation laws with rough flux. Zbl 1437.35485
Hoel, H.; Karlsen, K. H.; Risebro, N. H.; Storrøsten, E. B.
1
2020
Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320
Bailleul, I.; Debussche, A.; Hofmanová, M.
7
2019
Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211
Andres, Sebastian; Neukamm, Stefan
6
2019
Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065
Yamazaki, Kazuo; Mohan, Manil T.
6
2019
Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094
Cheung, Kelvin; Mosincat, Razvan
5
2019
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
5
2019
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
5
2019
Numerical solutions of stochastic PDEs driven by arbitrary type of noise. Zbl 07114866
Chen, Tianheng; Rozovskii, Boris; Shu, Chi-Wang
3
2019
Quasi-linear SPDEs in divergence form. Zbl 1436.60066
Otto, Felix; Weber, Hendrik
3
2019
Path properties of the solution to the stochastic heat equation with Lévy noise. Zbl 1447.60095
Chong, Carsten; Dalang, Robert C.; Humeau, Thomas
3
2019
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
3
2019
Invariant measure and large time dynamics of the cubic Klein-Gordon equation in \(3D\). Zbl 1457.60110
Sy, Mouhamadou
3
2019
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
3
2019
Stochastic maximal regularity for rough time-dependent problems. Zbl 1431.60062
Portal, Pierre; Veraar, Mark
3
2019
Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087
Delarue, François
3
2019
Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension. Zbl 1436.60068
Salins, Michael
2
2019
On a doubly nonlinear PDE with stochastic perturbation. Zbl 1428.35689
Sapountzoglou, Niklas; Wittbold, Petra; Zimmermann, Aleksandra
2
2019
A reflected moving boundary problem driven by space-time white noise. Zbl 1431.60056
Hambly, Ben; Kalsi, Jasdeep
2
2019
A Pedestrian approach to the invariant Gibbs measures for the 2-\(d\) defocusing nonlinear Schrödinger equations. Zbl 1421.35340
Oh, Tadahiro; Thomann, Laurent
14
2018
Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413
Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan
9
2018
Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062
Herrmann, Lukas; Lang, Annika; Schwab, Christoph
7
2018
Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130
Marinelli, Carlo; Scarpa, Luca
6
2018
Weak universality of dynamical \(\Phi ^4_3\): non-Gaussian noise. Zbl 1400.37101
Shen, Hao; Xu, Weijun
6
2018
Exponential moments for numerical approximations of stochastic partial differential equations. Zbl 1416.60072
Jentzen, Arnulf; Pušnik, Primož
5
2018
Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space. Zbl 1435.60043
Fonseca-Mora, C. A.
5
2018
Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087
Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël
5
2018
Integration by parts on the law of the modulus of the Brownian bridge. Zbl 1426.60063
Grothaus, Martin; Vosshall, Robert
4
2018
Non-stationary phase of the MALA algorithm. Zbl 1415.60091
Kuntz, Juan; Ottobre, Michela; Stuart, Andrew M.
4
2018
Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384
Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario
4
2018
Variational solutions to nonlinear stochastic differential equations in Hilbert spaces. Zbl 1427.60115
Barbu, Viorel; Röckner, Michael
2
2018
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
2
2018
Exponential convergence to the stationary measure for a class of 1D Lagrangian systems with random forcing. Zbl 1406.35260
Boritchev, Alexandre
2
2018
Approximation and simulation of infinite-dimensional Lévy processes. Zbl 1402.60054
Barth, Andrea; Stein, Andreas
2
2018
Recursive formulae in regularity structures. Zbl 1427.35378
Bruned, Y.
1
2018
Ergodicity and Hopf-Lax-Oleinik formula for fluid flows evolving around a black hole under a random forcing. Zbl 1421.35362
Bakhtin, Yuri; LeFloch, Philippe G.
1
2018
Existence and blow-up of solutions to the fractional stochastic heat equations. Zbl 1402.60074
Bezdek, Pavel
1
2018
Eikonal equations and pathwise solutions to fully non-linear SPDEs. Zbl 1377.35293
Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E.
10
2017
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
8
2017
Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209
Zimmer, Raphael
7
2017
Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Zbl 1387.35029
Fischer, Julian; Otto, Felix
7
2017
A note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217
Brzeźniak, Zdzisław; Ferrario, Benedetta
6
2017
Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066
Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed
6
2017
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.
6
2017
Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Zbl 1386.65036
Cohen, David; Dujardin, Guillaume
6
2017
Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
6
2017
A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise. Zbl 1387.60095
Barbu, Viorel; Röckner, Michael
4
2017
Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107
Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy
4
2017
Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution. Zbl 1387.60099
Kim, H.-J.; Lototsky, S. V.
3
2017
A solution theory for a general class of SPDEs. Zbl 1375.60110
Süß, André; Waurick, Marcus
3
2017
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
2
2017
Vortices in a stochastic parabolic Ginzburg-Landau equation. Zbl 1362.60060
Chugreeva, Olga; Melcher, Christof
2
2017
Itô formula for processes taking values in intersection of finitely many Banach spaces. Zbl 1379.60067
Gyöngy, István; Šiška, David
2
2017
Rare event simulation via importance sampling for linear SPDE’s. Zbl 1391.60161
Salins, Michael; Spiliopoulos, Konstantinos
2
2017
Nonlinear stochastic evolution equations of second order with damping. Zbl 1362.60061
Emmrich, Etienne; Šiška, David
1
2017
Generalized regularized long wave equation with white noise dispersion. Zbl 06820059
Chen, M.; Goubet, O.; Mammeri, Y.
1
2017
Multilevel tensor approximation of PDEs with random data. Zbl 1383.65006
Ballani, Jonas; Kressner, Daniel; Peters, Michael D.
1
2017
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE. Zbl 1357.60063
Andersson, Adam; Kruse, Raphael; Larsson, Stig
18
2016
Optimization of mesh hierarchies in multilevel Monte Carlo samplers. Zbl 1359.65013
Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl
17
2016
Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115
Gyöngy, István; Sabanis, Sotirios; Šiška, David
13
2016
Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Zbl 1371.65008
Graham, I. G.; Scheichl, R.; Ullmann, E.
11
2016
Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise. Zbl 1358.65007
Bauzet, C.; Charrier, J.; Gallouët, T.
9
2016
Optimal rate of convergence for stochastic Burgers-type equations. Zbl 1357.60069
Hairer, M.; Matetski, K.
9
2016
Scalar conservation laws with rough flux and stochastic forcing. Zbl 1351.60080
Hofmanová, Martina
9
2016
A Stefan-type stochastic moving boundary problem. Zbl 1388.60112
Keller-Ressel, Martin; Müller, Marvin S.
8
2016
Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise. Zbl 1362.65012
Chen, Chuchu; Hong, Jialin; Prohl, Andreas
7
2016
Rough linear transport equation with an irregular drift. Zbl 1356.60097
Catellier, Rémi
7
2016
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
7
2016
Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method. Zbl 1375.65011
Bierig, Claudio; Chernov, Alexey
6
2016
KPZ equation with fractional derivatives of white noise. Zbl 1380.35116
Hoshino, Masato
6
2016
Normal approximation for the net flux through a random conductor. Zbl 1353.35042
Nolen, James
6
2016
On distribution free Skorokhod-Malliavin calculus. Zbl 1342.60082
Mikulevicius, R.; Rozovskii, B. L.
3
2016
Convergence of an infinite dimensional stochastic process to a spatially structured trait substitution sequence. Zbl 1387.60117
Leman, Hélène
3
2016
On classical solutions of linear stochastic integro-differential equations. Zbl 06647749
Leahy, James-Michael; Mikulevičius, Remigijus
3
2016
A central limit theorem for fluctuations in 1D stochastic homogenization. Zbl 1382.35024
Gu, Yu
2
2016
Hölder regularity of the densities for the Navier-Stokes equations with noise. Zbl 1352.60093
Romito, Marco
2
2016
KPZ equation, its renormalization and invariant measures. Zbl 1327.60128
Funaki, Tadahisa; Quastel, Jeremy
23
2015
Model reduction for stochastic systems. Zbl 1331.65017
Benner, Peter; Redmann, Martin
19
2015
A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients. Zbl 1334.60133
Nobile, Fabio; Tesei, Francesco
14
2015
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094
Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai
9
2015
Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion. Zbl 1314.35159
Belaouar, Radoin; de Bouard, Anne; Debussche, Arnaud
7
2015
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
6
2015
Fluctuations of parabolic equations with large random potentials. Zbl 1319.35313
Gu, Yu; Bal, Guillaume
6
2015
On the boundedness of solutions of SPDEs. Zbl 1310.60092
Dareiotis, Konstantinos; Gerencsér, Máté
6
2015
Regularity of the solutions to SPDEs in metric measure spaces. Zbl 1323.60084
Issoglio, Elena; Zähle, Martina
5
2015
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098
Chen, Le; Dalang, Robert C.
5
2015
Homogenization of Brinkman flows in heterogeneous dynamic media. Zbl 1342.60103
Bessaih, Hakima; Efendiev, Yalchin; Maris, Florian
4
2015
...and 42 more Documents
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Cited by 811 Authors

21 Gess, Benjamin
15 Redmann, Martin
12 Flandoli, Franco
12 Hairer, Martin
11 Gubinelli, Massimiliano
11 Nobile, Fabio
11 Oh, Tadahiro
10 Hong, Jialin
10 Jentzen, Arnulf
10 Nualart, David
9 Brzeźniak, Zdzisław
9 Scheichl, Robert
9 Schwab, Christoph
9 Tempone, Raúl F.
8 Dareiotis, Konstantinos Anastasios
8 Gu, Yu
8 Hofmanová, Martina
8 Jara, Milton D.
8 Kim, KyeongHun
8 Röckner, Michael
8 Scarpa, Luca
8 Zhou, Shengfan
7 Cui, Jianbo
7 Gerencsér, Máté
7 Gyöngy, István
7 Hambly, Ben M.
7 Luo, Dejun
7 Perkowski, Nicolas
7 Souganidis, Panagiotis E.
7 Wang, Xiaojie
6 Dalang, Robert C.
6 Eberle, Andreas
6 Stuart, Andrew M.
5 Bella, Peter
5 Benner, Peter
5 Bessaih, Hakima
5 Cao, Yanzhao
5 Fonseca-Mora, Christian A.
5 Gonçalves, Patrícia C.
5 Haji-Ali, Abdul-Lateef
5 Herrmann, Lukas
5 Hocquet, Antoine
5 Karlsen, Kenneth Hvistendahl
5 Lang, Annika
5 Li, Yukun
5 Russo, Francesco
5 Sarantsev, Andrey
5 Teckentrup, Aretha L.
5 Wang, Yuzhao
5 Zambotti, Lorenzo
5 Zhu, RongChan
4 Bailleul, Ismaël F.
4 Bréhier, Charles-Edouard
4 Bruned, Yvain
4 Chen, Le
4 Chong, Carsten
4 Cialenco, Igor
4 Corwin, Ivan
4 Da Prato, Giuseppe
4 Debussche, Arnaud
4 Fehrman, Benjamin J.
4 Funaki, Tadahisa
4 Hoel, Hakon A.
4 Hoshino, Masato
4 Khoshnevisan, Davar
4 Kim, Ildoo
4 Kloeden, Peter Eris
4 Kühn, Christian
4 Lindner, Felix
4 Lions, Pierre-Louis
4 Liu, Wei
4 Liu, Zhihui
4 Manna, Utpal
4 Matoussi, Anis
4 Mourrat, Jean-Christophe
4 Neamţu, Alexandra
4 Otto, Felix
4 Ottobre, Michela
4 Perthame, Benoît
4 Razafimandimby, Paul André
4 Seeger, Benjamin
4 Shu, Chi-Wang
4 Tang, Shanjian
4 Tsai, Li-cheng
4 Tudor, Ciprian A.
4 Ullmann, Elisabeth
4 Vallet, Guy
4 Wang, Ran
4 Yamazaki, Kazuo
4 Zhang, Tusheng S.
4 Zimmer, Raphael
3 Becker, Sebastian
3 Bou-Rabee, Nawaf M.
3 Chouk, Khalil
3 Cioica-Licht, Petru A.
3 Cosco, Clément
3 Dhariwal, Gaurav
3 Drouot, Alexis
3 Elad Altman, Henri
3 Feng, Xiaobing
...and 711 more Authors
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Cited in 156 Journals

46 Stochastic and Partial Differential Equations. Analysis and Computations
37 Stochastic Processes and their Applications
23 Journal of Differential Equations
23 SIAM/ASA Journal on Uncertainty Quantification
20 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
18 The Annals of Probability
18 Electronic Journal of Probability
16 Probability Theory and Related Fields
15 Communications in Mathematical Physics
15 SIAM Journal on Numerical Analysis
15 The Annals of Applied Probability
11 Numerische Mathematik
11 SIAM Journal on Scientific Computing
11 Stochastics and Dynamics
10 Journal de Mathématiques Pures et Appliquées. Neuvième Série
10 SIAM Journal on Mathematical Analysis
9 Journal of Computational Physics
9 Journal of Statistical Physics
9 Journal of Scientific Computing
8 Journal of Mathematical Analysis and Applications
8 Journal of Functional Analysis
8 Transactions of the American Mathematical Society
8 Journal of Theoretical Probability
8 Journal of Evolution Equations
8 Discrete and Continuous Dynamical Systems. Series B
7 Archive for Rational Mechanics and Analysis
7 Nonlinearity
7 Potential Analysis
7 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
6 Mathematics of Computation
6 Journal of Computational and Applied Mathematics
6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
6 SIAM Journal on Control and Optimization
6 Statistics & Probability Letters
6 Communications in Partial Differential Equations
5 Computers & Mathematics with Applications
5 Electronic Communications in Probability
5 Bernoulli
5 Discrete and Continuous Dynamical Systems
5 ALEA. Latin American Journal of Probability and Mathematical Statistics
4 Communications on Pure and Applied Mathematics
4 Applied Mathematics and Optimization
4 Infinite Dimensional Analysis, Quantum Probability and Related Topics
4 Journal of Mathematical Fluid Mechanics
4 Foundations of Computational Mathematics
4 Networks and Heterogeneous Media
3 Computer Methods in Applied Mechanics and Engineering
3 Journal of Mathematical Physics
3 Applied Mathematics and Computation
3 BIT
3 Inventiones Mathematicae
3 Stochastic Analysis and Applications
3 Acta Applicandae Mathematicae
3 Numerical Algorithms
3 Linear Algebra and its Applications
3 SIAM Review
3 Journal of Nonlinear Science
3 NoDEA. Nonlinear Differential Equations and Applications
3 Finance and Stochastics
3 Statistical Inference for Stochastic Processes
3 Acta Mathematica Sinica. English Series
3 Differentsial’nye Uravneniya i Protsessy Upravleniya
3 Communications in Computational Physics
3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
2 International Journal of Control
2 Journal of Mathematical Biology
2 Advances in Mathematics
2 Journal of the Mathematical Society of Japan
2 Systems & Control Letters
2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
2 Applied Numerical Mathematics
2 Journal of the American Mathematical Society
2 MCSS. Mathematics of Control, Signals, and Systems
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 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 Journal of the European Mathematical Society (JEMS)
2 Communications on Pure and Applied Analysis
2 SIAM Journal on Applied Dynamical Systems
2 Journal of Hyperbolic Differential Equations
2 SIAM Journal on Financial Mathematics
2 Forum of Mathematics, Pi
2 Forum of Mathematics, Sigma
2 Communications in Mathematics and Statistics
2 Evolution Equations and Control Theory
2 Open Mathematics
1 Applicable Analysis
1 International Journal of Engineering Science
1 Rocky Mountain Journal of Mathematics
1 Studia Mathematica
1 Ukrainian Mathematical Journal
1 The Annals of Statistics
1 Automatica
1 Calcolo
1 Duke Mathematical Journal
1 Indiana University Mathematics Journal
1 Manuscripta Mathematica
1 Mathematika
...and 56 more Journals
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Cited in 40 Fields

529 Probability theory and stochastic processes (60-XX)
387 Partial differential equations (35-XX)
193 Numerical analysis (65-XX)
59 Fluid mechanics (76-XX)
48 Statistical mechanics, structure of matter (82-XX)
39 Dynamical systems and ergodic theory (37-XX)
28 Systems theory; control (93-XX)
23 Statistics (62-XX)
22 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
19 Calculus of variations and optimal control; optimization (49-XX)
17 Quantum theory (81-XX)
15 Operator theory (47-XX)
15 Global analysis, analysis on manifolds (58-XX)
14 Ordinary differential equations (34-XX)
13 Biology and other natural sciences (92-XX)
11 Functional analysis (46-XX)
10 Integral equations (45-XX)
9 Linear and multilinear algebra; matrix theory (15-XX)
9 Classical thermodynamics, heat transfer (80-XX)
6 Geophysics (86-XX)
5 Real functions (26-XX)
5 Measure and integration (28-XX)
5 Approximations and expansions (41-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
5 Mechanics of deformable solids (74-XX)
5 Optics, electromagnetic theory (78-XX)
4 Functions of a complex variable (30-XX)
3 Computer science (68-XX)
2 Associative rings and algebras (16-XX)
2 Potential theory (31-XX)
2 Special functions (33-XX)
2 Differential geometry (53-XX)
2 Relativity and gravitational theory (83-XX)
2 Operations research, mathematical programming (90-XX)
1 Algebraic geometry (14-XX)
1 \(K\)-theory (19-XX)
1 Integral transforms, operational calculus (44-XX)
1 Mechanics of particles and systems (70-XX)
1 Astronomy and astrophysics (85-XX)
1 Information and communication theory, circuits (94-XX)

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