15 citations · 15 across the 2 of their papers we have counts for
10 papers · 1 filter
On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs
Gaurav Dhariwal, Florian Huber, Alexandra Neamţu
The main goal of this work is to relate weak and pathwise mild solutions for parabolic quasilinear stochastic partial differential equations (SPDEs). Extending in a suitable way te…
Random attractors via pathwise mild solutions for stochastic parabolic evolution equations
Christian Kuehn, Alexandra Neamtu, Stefanie Sonner
We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In p…
Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method
Gaurav Dhariwal, Florian Huber, Ansgar Jüngel +2
The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe…
Dynamics of Stochastic Reaction-Diffusion Equations
Christian Kuehn, Alexandra Neamtu
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-establis…
Random Attractors for Stochastic Partly Dissipative Systems
Christian Kuehn, Alexandra Neamtu, Anne Pein
We prove the existence of a global random attractor for a certain class of stochastic partly dissipative systems. These systems consist of a partial (PDE) and an ordinary different…
Sample Paths Estimates for Stochastic Fast-Slow Systems driven by Fractional Brownian Motion
Katharina Eichinger, Christian Kuehn, Alexandra Neamtu
We analyze the effect of additive fractional noise with Hurst parameter on fast-slow systems. Our strategy is based on sample paths estimates, similar to the appr…