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: 198 Publications (since 2013) References Indexed: 197 Publications with 5,588 References. all top 5 Latest Issues 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 6 Gyöngy, István 6 Mikulevicius, Remigijus 6 Röckner, Michael 5 Dalang, Robert C. 4 Brzeźniak, Zdzisław 4 Debussche, Arnaud 4 Huang, Jingyu 4 Lototsky, Sergey V. 4 Nobile, Fabio 4 Nualart, David 4 Salins, Michael 4 Šiška, David 4 Vallet, Guy 3 Barbu, Viorel 3 Da Prato, Giuseppe 3 de Bouard, Anne 3 Flandoli, Franco 3 Gu, Yu 3 Khoshnevisan, Davar 3 Lions, Pierre-Louis 3 Millet, Annie 3 Oh, Tadahiro 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 Zimmermann, Alexandra 2 Alouges, François 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 Fan, Chenjie 2 Frangos, Nikos E. 2 Gerencsér, Máté 2 Gubinelli, Massimiliano 2 Hairer, Martin 2 Hausenblas, Erika 2 Hofmanová, Martina 2 Iturriaga, Renato 2 Jourdain, Benjamin 2 Kalpinelli, Evangelia A. 2 Kim, Hyun Jung 2 Kim, Jong Uhn 2 Kruse, Raphael 2 Krylov, Nicolaĭ Vladimirovich 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 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 Viitasaari, Lauri 2 Weber, Hendrik 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. 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. ...and 206 more Authors all top 5 Fields 176 Probability theory and stochastic processes (60-XX) 120 Partial differential equations (35-XX) 53 Numerical analysis (65-XX) 19 Fluid mechanics (76-XX) 8 Ordinary differential equations (34-XX) 8 Functional analysis (46-XX) 8 Operator theory (47-XX) 7 Dynamical systems and ergodic theory (37-XX) 7 Systems theory; control (93-XX) 6 Quantum theory (81-XX) 5 Integral equations (45-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Statistics (62-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Relativity and gravitational theory (83-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 150 Publications have been cited 956 times in 768 Documents Cited by ▼ Year ▼ Scalar conservation laws with rough (stochastic) fluxes. Zbl 1333.60140Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E. 33 2013 Regularization by noise and stochastic Burgers equations. Zbl 1312.35150Gubinelli, M.; Jara, M. 29 2013 Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case. Zbl 1323.35233Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E. 26 2014 KPZ equation, its renormalization and invariant measures. Zbl 1327.60128Funaki, Tadahisa; Quastel, Jeremy 24 2015 Model reduction for stochastic systems. Zbl 1331.65017Benner, Peter; Redmann, Martin 22 2015 A relatively short proof of Itô’s formula for SPDEs and its applications. Zbl 1274.60204Krylov, N. V. 20 2013 Optimization of mesh hierarchies in multilevel Monte Carlo samplers. Zbl 1359.65013Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl 18 2016 Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE. Zbl 1357.60063Andersson, Adam; Kruse, Raphael; Larsson, Stig 18 2016 Exponential attractors for random dynamical systems and applications. Zbl 1320.35089Shirikyan, Armen; Zelik, Sergey 16 2013 Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation. Zbl 1279.65012Jourdain, Benjamin; Reygner, Julien 16 2013 A Pedestrian approach to the invariant Gibbs measures for the 2-\(d\) defocusing nonlinear Schrödinger equations. Zbl 1421.35340Oh, Tadahiro; Thomann, Laurent 16 2018 A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients. Zbl 1334.60133Nobile, Fabio; Tesei, Francesco 14 2015 Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115Gyöngy, István; Sabanis, Sotirios; Šiška, David 14 2016 Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1306.60085Chen, Le; Dalang, Robert C. 14 2014 Weak truncation error estimates for elliptic PDEs with lognormal coefficients. Zbl 1273.65166Charrier, Julia; Debussche, Arnaud 12 2013 Splitting up method for the 2D stochastic Navier-Stokes equations. Zbl 1312.60080Bessaih, H.; Brzeźniak, Z.; Millet, A. 12 2014 Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Zbl 1371.65008Graham, I. G.; Scheichl, R.; Ullmann, E. 11 2016 Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan 11 2018 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 11 2017 On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai 10 2015 Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion. Zbl 1314.35159Belaouar, Radoin; de Bouard, Anne; Debussche, Arnaud 10 2015 Rough linear transport equation with an irregular drift. Zbl 1356.60097Catellier, Rémi 10 2016 Scalar conservation laws with rough flux and stochastic forcing. Zbl 1351.60080Hofmanová, Martina 10 2016 Eikonal equations and pathwise solutions to fully non-linear SPDEs. Zbl 1377.35293Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E. 10 2017 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 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 10 2020 Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise. Zbl 1358.65007Bauzet, C.; Charrier, J.; Gallouët, T. 9 2016 Optimal rate of convergence for stochastic Burgers-type equations. Zbl 1357.60069Hairer, M.; Matetski, K. 9 2016 A semi-discrete scheme for the stochastic Landau-Lifshitz equation. Zbl 1332.35348Alouges, François; de Bouard, Anne; Hocquet, Antoine 9 2014 On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096Hu, Yaozhong; Huang, Jingyu; Nualart, David 9 2014 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 9 2019 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 8 2017 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 8 2013 Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098Chen, Le; Dalang, Robert C. 8 2015 Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise. Zbl 1362.65012Chen, Chuchu; Hong, Jialin; Prohl, Andreas 8 2016 Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift. Zbl 1328.35015Da Prato, Giuseppe; Flandoli, Franco; Röckner, Michael 8 2014 Stochastic CGL equations without linear dispersion in any space dimension. Zbl 1287.60093Kuksin, Sergei; Nersesyan, Vahagn 8 2013 Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211Andres, Sebastian; Neukamm, Stefan 8 2019 Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062Herrmann, Lukas; Lang, Annika; Schwab, Christoph 8 2018 Finite element approximations of the stochastic mean curvature flow of planar curves of graphs. Zbl 1300.65006Feng, Xiaobing; Li, Yukun; Prohl, Andreas 8 2014 Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed 8 2017 A Stefan-type stochastic moving boundary problem. Zbl 1388.60112Keller-Ressel, Martin; Müller, Marvin S. 8 2016 Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320Bailleul, I.; Debussche, A.; Hofmanová, M. 8 2019 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 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 Tightness for a stochastic Allen-Cahn equation. Zbl 1274.60207Röger, Matthias; Weber, Hendrik 7 2013 Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065Yamazaki, Kazuo; Mohan, Manil T. 7 2019 Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331Gubinelli, M.; Ugurcan, B.; Zachhuber, I. 7 2020 Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257Gu, Yu 7 2020 Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209Zimmer, Raphael 7 2017 KPZ equation with fractional derivatives of white noise. Zbl 1380.35116Hoshino, Masato 7 2016 Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Zbl 1386.65036Cohen, David; Dujardin, Guillaume 7 2017 Fluctuations of parabolic equations with large random potentials. Zbl 1319.35313Gu, Yu; Bal, Guillaume 6 2015 On the boundedness of solutions of SPDEs. Zbl 1310.60092Dareiotis, Konstantinos; Gerencsér, Máté 6 2015 Normal approximation for the net flux through a random conductor. Zbl 1353.35042Nolen, James 6 2016 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 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 Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094Cheung, Kelvin; Mosincat, Razvan 6 2019 Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos 6 2019 Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130Marinelli, Carlo; Scarpa, Luca 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 Weak universality of dynamical \(\Phi ^4_3\): non-Gaussian noise. Zbl 1400.37101Shen, Hao; Xu, Weijun 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 \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space. Zbl 1390.45023Mikulevičius, R.; Phonsom, C. 6 2017 Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017Duerinckx, Mitia; Otto, Felix 6 2020 Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions. Zbl 1286.35257Schwab, Christoph; Süli, Endre 5 2013 Regularity of the solutions to SPDEs in metric measure spaces. Zbl 1323.60084Issoglio, Elena; Zähle, Martina 5 2015 Numerical methods for hyperbolic SPDEs: a Wiener chaos approach. Zbl 1332.60105Kalpinelli, Evangelia A.; Frangos, Nikolaos E.; Yannacopoulos, Athanasios N. 5 2013 Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083Leonhard, Claudine; Rößler, Andreas 5 2019 Stochastic maximal regularity for rough time-dependent problems. Zbl 1431.60062Portal, Pierre; Veraar, Mark 5 2019 Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087Delarue, François 5 2019 Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037Khoshnevisan, Davar; Sarantsev, Andrey 5 2019 Exponential moments for numerical approximations of stochastic partial differential equations. Zbl 1416.60072Jentzen, Arnulf; Pušnik, Primož 5 2018 Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël 5 2018 On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242Galeati, Lucio 5 2020 Drift estimation for discretely sampled SPDEs. Zbl 1455.60081Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung 5 2020 Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy 4 2017 A solution theory for a general class of SPDEs. Zbl 1375.60110Süß, André; Waurick, Marcus 4 2017 Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation. Zbl 1426.76626Belaribi, Nadia; Cuvelier, François; Russo, Francesco 4 2013 Homogenization of Brinkman flows in heterogeneous dynamic media. Zbl 1342.60103Bessaih, Hakima; Efendiev, Yalchin; Maris, Florian 4 2015 Self-repelling diffusions via an infinite dimensional approach. Zbl 1337.60185Benaïm, Michel; Ciotir, Ioana; Gauthier, Carl-Erik 4 2015 Covariance structure of parabolic stochastic partial differential equations. Zbl 1306.60089Lang, Annika; Larsson, Stig; Schwab, Christoph 4 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. 4 2014 Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component. Zbl 1304.60071Cerrai, Sandra; Da Prato, Giuseppe; Flandoli, Franco 4 2013 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 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 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 On classical solutions of linear stochastic integro-differential equations. Zbl 06647749Leahy, James-Michael; Mikulevičius, Remigijus 3 2016 Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations. Zbl 1368.65010Le Cavil, Anthony; Oudjane, Nadia; Russo, Francesco 3 2017 On some properties of space inverses of stochastic flows. Zbl 1337.60124Leahy, James-Michael; Mikulevičius, Remigijus 3 2015 On distribution free Skorokhod-Malliavin calculus. Zbl 1342.60082Mikulevicius, R.; Rozovskii, B. L. 3 2016 Singular behavior of the solution to the stochastic heat equation on a polygonal domain. Zbl 1306.60090Lindner, Felix 3 2014 On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao 3 2021 On Cherny’s results in infinite dimensions: a theorem dual to Yamada-Watanabe. Zbl 1477.60100Rehmeier, Marco 2 2021 Stochastic regularization for transport equations. Zbl 1477.60103Wei, Jinlong; Duan, Jinqiao; Gao, Hongjun; Lv, Guangying 2 2021 Stochastic analysis with modelled distributions. Zbl 1470.35448Liu, Chong; Prömel, David J.; Teichmann, Josef 2 2021 Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Zbl 07450815Barbu, Viorel; Röckner, Michael 1 2021 Stochastic homogenization of the Landau-Lifshitz-Gilbert equation. Zbl 1481.35030Alouges, François; de Bouard, Anne; Merlet, Benoît; Nicolas, Léa 1 2021 On the energy transfer to high frequencies in the damped/driven nonlinear Schrödinger equation. Zbl 1478.35192Huang, Guan; Kuksin, Sergei 1 2021 On \(L_p\)-solvability of stochastic integro-differential equations. Zbl 1470.45020Gyöngy, István; Wu, Sizhou 1 2021 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 10 2020 Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331Gubinelli, M.; Ugurcan, B.; Zachhuber, I. 7 2020 Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257Gu, Yu 7 2020 Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017Duerinckx, Mitia; Otto, Felix 6 2020 On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242Galeati, Lucio 5 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 3 2020 Numerical methods for conservation laws with rough flux. Zbl 1437.35485Hoel, H.; Karlsen, K. H.; Risebro, N. H.; Storrøsten, E. B. 2 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 Classical and generalized solutions of fractional stochastic differential equations. Zbl 1461.60049Lototsky, S. V.; Rozovsky, B. L. 2 2020 On the stochastic nonlinear Schrödinger equations at critical regularities. Zbl 1452.35192Oh, Tadahiro; Okamoto, Mamoru 2 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 9 2019 Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211Andres, Sebastian; Neukamm, Stefan 8 2019 Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320Bailleul, I.; Debussche, A.; Hofmanová, M. 8 2019 Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065Yamazaki, Kazuo; Mohan, Manil T. 7 2019 Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094Cheung, Kelvin; Mosincat, Razvan 6 2019 Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos 6 2019 Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083Leonhard, Claudine; Rößler, Andreas 5 2019 Stochastic maximal regularity for rough time-dependent problems. Zbl 1431.60062Portal, Pierre; Veraar, Mark 5 2019 Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087Delarue, François 5 2019 Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037Khoshnevisan, Davar; Sarantsev, Andrey 5 2019 Invariant measure and large time dynamics of the cubic Klein-Gordon equation in \(3D\). Zbl 1457.60110Sy, Mouhamadou 3 2019 Numerical solutions of stochastic PDEs driven by arbitrary type of noise. Zbl 1475.60112Chen, Tianheng; Rozovskii, Boris; Shu, Chi-Wang 3 2019 Quasi-linear SPDEs in divergence form. Zbl 1436.60066Otto, Felix; Weber, Hendrik 3 2019 Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension. Zbl 1436.60068Salins, Michael 3 2019 Path properties of the solution to the stochastic heat equation with Lévy noise. Zbl 1447.60095Chong, Carsten; Dalang, Robert C.; Humeau, Thomas 3 2019 On a doubly nonlinear PDE with stochastic perturbation. Zbl 1428.35689Sapountzoglou, Niklas; Wittbold, Petra; Zimmermann, Aleksandra 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 16 2018 Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan 11 2018 Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062Herrmann, Lukas; Lang, Annika; Schwab, Christoph 8 2018 Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130Marinelli, Carlo; Scarpa, Luca 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 Weak universality of dynamical \(\Phi ^4_3\): non-Gaussian noise. Zbl 1400.37101Shen, Hao; Xu, Weijun 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 5 2018 Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël 5 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 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 3 2018 Approximation and simulation of infinite-dimensional Lévy processes. Zbl 1402.60054Barth, Andrea; Stein, Andreas 3 2018 Variational solutions to nonlinear stochastic differential equations in Hilbert spaces. Zbl 1427.60115Barbu, Viorel; Röckner, Michael 2 2018 Recursive formulae in regularity structures. Zbl 1427.35378Bruned, Y. 2 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 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. 1 2018 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 11 2017 Eikonal equations and pathwise solutions to fully non-linear SPDEs. Zbl 1377.35293Friz, 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 1391.60154Chouk, 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 8 2017 Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed 8 2017 A note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217Brzeźniak, Zdzisław; Ferrario, Benedetta 7 2017 Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209Zimmer, Raphael 7 2017 Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Zbl 1386.65036Cohen, David; Dujardin, Guillaume 7 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. 6 2017 Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy 4 2017 A solution theory for a general class of SPDEs. Zbl 1375.60110Süß, André; Waurick, Marcus 4 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 Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations. Zbl 1368.65010Le Cavil, Anthony; Oudjane, Nadia; Russo, Francesco 3 2017 Generalized regularized long wave equation with white noise dispersion. Zbl 06820059Chen, M.; Goubet, O.; Mammeri, Y. 3 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 2 2017 Itô formula for processes taking values in intersection of finitely many Banach spaces. Zbl 1379.60067Gyöngy, István; Šiška, David 2 2017 Nonlinear stochastic evolution equations of second order with damping. Zbl 1362.60061Emmrich, Etienne; Šiška, David 1 2017 Small ball probabilities for the infinite-dimensional Ornstein-Uhlenbeck process in Sobolev spaces. Zbl 1370.60008Lototsky, S. V. 1 2017 Multilevel tensor approximation of PDEs with random data. Zbl 1383.65006Ballani, Jonas; Kressner, Daniel; Peters, Michael D. 1 2017 Optimization of mesh hierarchies in multilevel Monte Carlo samplers. Zbl 1359.65013Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl 18 2016 Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE. Zbl 1357.60063Andersson, Adam; Kruse, Raphael; Larsson, Stig 18 2016 Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115Gyöngy, István; Sabanis, Sotirios; Šiška, David 14 2016 Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Zbl 1371.65008Graham, I. G.; Scheichl, R.; Ullmann, E. 11 2016 Rough linear transport equation with an irregular drift. Zbl 1356.60097Catellier, Rémi 10 2016 Scalar conservation laws with rough flux and stochastic forcing. Zbl 1351.60080Hofmanová, Martina 10 2016 Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise. Zbl 1358.65007Bauzet, C.; Charrier, J.; Gallouët, T. 9 2016 Optimal rate of convergence for stochastic Burgers-type equations. Zbl 1357.60069Hairer, M.; Matetski, K. 9 2016 Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise. 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L. 3 2016 Convergence of an infinite dimensional stochastic process to a spatially structured trait substitution sequence. Zbl 1387.60117Leman, Hélène 3 2016 Hölder regularity of the densities for the Navier-Stokes equations with noise. Zbl 1352.60093Romito, Marco 2 2016 A central limit theorem for fluctuations in 1D stochastic homogenization. Zbl 1382.35024Gu, Yu 2 2016 KPZ equation, its renormalization and invariant measures. Zbl 1327.60128Funaki, Tadahisa; Quastel, Jeremy 24 2015 Model reduction for stochastic systems. Zbl 1331.65017Benner, Peter; Redmann, Martin 22 2015 A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients. Zbl 1334.60133Nobile, Fabio; Tesei, Francesco 14 2015 ...and 50 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 908 Authors 21 Gess, Benjamin 17 Redmann, Martin 13 Nualart, David 12 Flandoli, Franco 12 Gubinelli, Massimiliano 12 Hairer, Martin 12 Hong, Jialin 12 Oh, Tadahiro 11 Brzeźniak, Zdzisław 11 Gu, Yu 11 Nobile, Fabio 10 Jentzen, Arnulf 9 Kim, KyeongHun 9 Röckner, Michael 9 Scheichl, Robert 9 Schwab, Christoph 9 Tempone, Raúl F. 8 Dareiotis, Konstantinos Anastasios 8 Hofmanová, Martina 8 Jara, Milton D. 8 Perkowski, Nicolas 8 Scarpa, Luca 8 Zhou, Shengfan 7 Cui, Jianbo 7 Dalang, Robert C. 7 Gerencsér, Máté 7 Gyöngy, István 7 Hambly, Ben M. 7 Luo, Dejun 7 Souganidis, Panagiotis E. 7 Wang, Xiaojie 6 Bella, Peter 6 Bréhier, Charles-Edouard 6 Chen, Le 6 Eberle, Andreas 6 Fonseca-Mora, Christian A. 6 Gonçalves, Patrícia C. 6 Hoshino, Masato 6 Lang, Annika 6 Liu, Zhihui 6 Razafimandimby, Paul André 6 Russo, Francesco 6 Stuart, Andrew M. 5 Benner, Peter 5 Bessaih, Hakima 5 Bruned, Yvain 5 Cao, Yanzhao 5 Cialenco, Igor 5 Funaki, Tadahisa 5 Gloria, Antoine 5 Haji-Ali, Abdul-Lateef 5 Herrmann, Lukas 5 Hocquet, Antoine 5 Hu, Yaozhong 5 Karlsen, Kenneth Hvistendahl 5 Khoshnevisan, Davar 5 Kim, Ildoo 5 Li, Yukun 5 Otto, Felix 5 Pu, Fei 5 Sarantsev, Andrey 5 Teckentrup, Aretha L. 5 Tudor, Ciprian A. 5 Wang, Yuzhao 5 Yamazaki, Kazuo 5 Zambotti, Lorenzo 5 Zhu, RongChan 4 Bailleul, Ismaël F. 4 Chong, Carsten 4 Corwin, Ivan Z. 4 Da Prato, Giuseppe 4 Debussche, Arnaud 4 Duerinckx, Mitia 4 Dunlap, Alexander 4 Fehrman, Benjamin J. 4 Feng, Xiaobing 4 Fischer, Julian 4 Hausenblas, Erika 4 Hoel, Hakon A. 4 Jourdain, Benjamin 4 Kim, Hyun Jung 4 Kloeden, Peter Eris 4 Kühn, Christian 4 Kuznetsov, Dmitriĭ Feliksovich 4 Lindner, Felix 4 Lions, Pierre-Louis 4 Liu, Wei 4 Manna, Utpal 4 Matoussi, Anis 4 Mourrat, Jean-Christophe 4 Neamţu, Alexandra 4 Neukamm, Stefan 4 Ottobre, Michela 4 Oudjane, Nadia 4 Perthame, Benoît 4 Seeger, Benjamin 4 Sethuraman, Sunder 4 Shu, Chi-Wang 4 Tachim Medjo, Theodore 4 Tang, Shanjian ...and 808 more Authors all top 5 Cited in 172 Journals 52 Stochastic and Partial Differential Equations. Analysis and Computations 41 Stochastic Processes and their Applications 25 Journal of Differential Equations 24 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 24 SIAM/ASA Journal on Uncertainty Quantification 23 The Annals of Probability 21 Electronic Journal of Probability 17 Probability Theory and Related Fields 16 The Annals of Applied Probability 15 Communications in Mathematical Physics 15 SIAM Journal on Numerical Analysis 13 SIAM Journal on Scientific Computing 12 Stochastics and Dynamics 11 Journal of Statistical Physics 11 Journal of Functional Analysis 11 Numerische Mathematik 10 Journal of Computational Physics 10 Journal of Scientific Computing 10 Journal de Mathématiques Pures et Appliquées. 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EDP et Applications 2 Annales Henri Lebesgue ...and 72 more Journals all top 5 Cited in 40 Fields 612 Probability theory and stochastic processes (60-XX) 446 Partial differential equations (35-XX) 214 Numerical analysis (65-XX) 71 Fluid mechanics (76-XX) 52 Statistical mechanics, structure of matter (82-XX) 48 Dynamical systems and ergodic theory (37-XX) 33 Systems theory; control (93-XX) 30 Statistics (62-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Calculus of variations and optimal control; optimization (49-XX) 18 Quantum theory (81-XX) 17 Operator theory (47-XX) 16 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) 10 Geophysics (86-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 9 Classical thermodynamics, heat transfer (80-XX) 6 Real functions (26-XX) 6 Measure and integration (28-XX) 6 Approximations and expansions (41-XX) 6 Optics, electromagnetic theory (78-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 5 Mechanics of deformable solids (74-XX) 4 Functions of a complex variable (30-XX) 4 Computer science (68-XX) 3 Associative rings and algebras (16-XX) 3 Differential geometry (53-XX) 2 Potential theory (31-XX) 2 Special functions (33-XX) 2 Relativity and gravitational theory (83-XX) 2 Operations research, mathematical programming (90-XX) 2 Information and communication theory, circuits (94-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) Citations by Year