scholarly journals On Jumps Stochastic Evolution Equations With Application of Homogenization and Large Deviations

2019 ◽  
Vol 11 (2) ◽  
pp. 125
Author(s):  
Cl´ement Manga ◽  
Alioune Coulibaly ◽  
Alassane Diedhiou
Keyword(s):  
Evolution Equation ◽  
Large Deviations ◽  
Evolution Equations ◽  
Stochastic Evolution Equation ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations ◽  
Large Deviations Principle ◽  
Viscosity Parameter ◽  
Two Parameters ◽  
And Diffusion

We consider a class of jumps and diffusion stochastic differential equations which are perturbed by to two parameters:  ε (viscosity parameter) and δ (homogenization parameter) both tending to zero. We analyse the problem taking into account the combinatorial effects of the two parameters  ε and δ . We prove a Large Deviations Principle estimate for jumps stochastic evolution equation in case that homogenization dominates.

scholarly journals An Inverse Problem for a Class of Linear Stochastic Evolution Equations

2012 ◽  
Vol 2012 ◽  
pp. 1-25
Author(s):  
Yuhuan Zhao
Keyword(s):  
Inverse Problem ◽  
Evolution Equation ◽  
Evolution Equations ◽  
Optimal Parameter ◽  
Optimization Method ◽  
Necessary Condition ◽  
Stochastic Evolution Equation ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations ◽  
Fréchet Differentiable

An inverse problem for a linear stochastic evolution equation is researched. The stochastic evolution equation contains a parameter with values in a Hilbert space. The solution of the evolution equation depends continuously on the parameter and is Fréchet differentiable with respect to the parameter. An optimization method is provided to estimate the parameter. A sufficient condition to ensure the existence of an optimal parameter is presented, and a necessary condition that the optimal parameter, if it exists, should satisfy is also presented. Finally, two examples are given to show the applications of the above results.

A THEOREM DUAL TO YAMADA–WATANABE THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS

2010 ◽  
Vol 10 (03) ◽  
pp. 367-374 ◽  
Author(s):  
HUIJIE QIAO
Keyword(s):  
Evolution Equation ◽  
Strong Solution ◽  
Existence And Uniqueness ◽  
Variational Approach ◽  
Evolution Equations ◽  
Stochastic Evolution Equation ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations ◽  
Uniqueness In Law ◽  
Strong Existence

In this paper, we prove that uniqueness in law and strong existence for a stochastic evolution equation [Formula: see text] imply existence and uniqueness of a strong solution in the framework of the variational approach. This result seems to be dual to Yamada–Watanabe theorem in [7].

scholarly journals Integrated solutions of stochastic evolution equations with additive noise

2001 ◽  
Vol 64 (2) ◽  
pp. 281-290 ◽  
Author(s):  
A. Filinkov ◽  
I. Maizurna
Keyword(s):  
Evolution Equation ◽  
Additive Noise ◽  
Evolution Equations ◽  
Stochastic Evolution Equation ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations ◽  
Existence Of A Solution ◽  
Integrated Semigroup

We investigate the existence of a solution to the abstract stochastic evolution equation with additive noise: in the case when A is the generator of an n-times integrated semigroup.

Large deviations for random evolution equation in Besov-Orlicz space

2020 ◽  
pp. 357-387
Author(s):  
Dina Miora Rakotonirina ◽  
Jocelyn Hajaniaina Andriatahina ◽  
Rado Abraham Randrianomenjanahary ◽  
Toussaint Joseph Rabeherimanana
Keyword(s):  
Evolution Equation ◽  
Large Deviations ◽  
Orlicz Space ◽  
Evolution Equations ◽  
Random Evolution ◽  
Young Function ◽  
Large Deviations Principle

In this paper, we develop a large deviations principle for random evolution equations to the Besov-Orlicz space $\mathcal{B}_{M_2, w}^{v, 0}$ corresponding to the Young function $M_2(x)=\exp(x^2)-1$.

scholarly journals Controllability of quasilinear stochastic evolution equations in Hilbert spaces

2001 ◽  
Vol 14 (2) ◽  
pp. 151-159 ◽  
Author(s):  
P. Balasubramaniam
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Hilbert Spaces ◽  
Stochastic Partial Differential Equations ◽  
Evolution Equations ◽  
Semigroup Theory ◽  
Stochastic Evolution Equation ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations ◽  
Stochastic Version

Controllability of the quasilinear stochastic evolution equation is studied using semigroup theory and a stochastic version of the well known fixed point theorem. An application to stochastic partial differential equations is given.

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