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60H15 Stochastic partial differential equations (34 articles)

• Slavík, Jakub: Attractors for stochastic reaction-diffusion equation with additive homogeneous noise. (English). Czechoslovak Mathematical Journal, vol. 71 (2021), issue 1, pp. 21-43
• Wrzosek, Monika; Ziemlańska, Maria: The method of lines for hyperbolic stochastic functional partial differential equations. (English). Czechoslovak Mathematical Journal, vol. 68 (2018), issue 2, pp. 323-339
• Maslowski, Bohdan; Šnupárková, Jana: Stochastic affine evolution equations with multiplicative fractional noise. (English). Applications of Mathematics, vol. 63 (2018), issue 1, pp. 7-35
• Bianchi, Luigi A.; Blömker, Dirk: Stochastic Modulation Equations on Unbounded Domains. (English). In: Mikula, Karol (ed.): Proceedings of Equadiff 14. Conference on Differential Equations and Their Applications, Bratislava, July 24-28, 2017. Slovak University of Technology in Bratislava, SPEKTRUM STU Publishing, Bratislava, 2017. pp. 295-304
• Kettani, Perla El; Hilhorst, Danielle; Lee, Kai: A well-posedness result for a mass conserved Allen-Cahn equation with nonlinear diffusion. (English). In: Mikula, Karol (ed.): Proceedings of Equadiff 14. Conference on Differential Equations and Their Applications, Bratislava, July 24-28, 2017. Slovak University of Technology in Bratislava, SPEKTRUM STU Publishing, Bratislava, 2017. pp. 201-210
• Baňas, Ľubomír; Brzeźniak, Zdzisław; Neklyudov, Mikhail; Ondreját, Martin; Prohl, Andreas: Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere. (English). Czechoslovak Mathematical Journal, vol. 65 (2015), issue 3, pp. 617-657
• Soheili, Ali R.; Arezoomandan, Mahdieh: Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods. (English). Applications of Mathematics, vol. 58 (2013), issue 4, pp. 439-471
• Veraar, Mark; Weis, Lutz: A note on maximal estimates for stochastic convolutions. (English). Czechoslovak Mathematical Journal, vol. 61 (2011), issue 3, pp. 743-758
• Svanstedt, Nils: Multiscale stochastic homogenization of convection-diffusion equations. (English). Applications of Mathematics, vol. 53 (2008), issue 2, pp. 143-155
• Dettweiler, Johanna; Neerven, Jan van: Continuity versus nonexistence for a class of linear stochastic Cauchy problems driven by a Brownian motion. (English). Czechoslovak Mathematical Journal, vol. 56 (2006), issue 2, pp. 579-586
• von Petersdorff, Tobias; Schwab, Christoph: Sparse finite element methods for operator equations with stochastic data. (English). Applications of Mathematics, vol. 51 (2006), issue 2, pp. 145-180
• Ondreját, Martin: Brownian representations of cylindrical local martingales, martingale problem and strong Markov property of weak solutions of SPDEs in Banach spaces. (English). Czechoslovak Mathematical Journal, vol. 55 (2005), issue 4, pp. 1003-1039
• Blömker, Dirk; Hairer, Martin; Pavliotis, Grigorios A.: Stochastic Swift-Hohenberg equation near a change of stability. (English). In: Fila, Marek, Handlovičová, A., Mikula, K., Medveď, Milan, Quittner, Pavol and Ševčovič, Daniel (eds.): Proceedings of Equadiff 11, International Conference on Differential Equations. Czecho-Slovak series, Bratislava, July 25-29, 2005. [Part 2] Minisymposia and contributed talks. Comenius University Press, Bratislava, 2007. pp. 27-37
• Barbu, Dorel; Bocşan, Gheorghe: Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients. (English). Czechoslovak Mathematical Journal, vol. 52 (2002), issue 1, pp. 87-95
• Montgomery-Smith, Stephen; Pokorný, Milan: A counterexample to the smoothness of the solution to an equation arising in fluid mechanics. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 43 (2002), issue 1, pp. 61-75
• Flandoli, Franco; Romito, Marco: Probabilistic analysis of singularities for the 3D Navier-Stokes equations. (English). Mathematica Bohemica, vol. 127 (2002), issue 2, pp. 211-218
• Caraballo, Tomás; Langa, José Antonio; Valero, José: Approximation of attractors for multivalued random dynamical systems. (English). In: Kuben, J. and Vosmanský, J. (eds.): Equadiff 10, Czechoslovak International Conference on Differential Equations and Their Applications, Prague, August 27-31, 2001. [Part 2] Papers. Masaryk University, Brno, 2002. pp. 67-76
• Goldys, Beniamin: Hypercontractivity of solutions to Hamilton-Jacobi equations. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 733-743
• Manthey, Ralf: The long-time behaviour of the solutions to semilinear stochastic partial differential equations on the whole space. (English). Mathematica Bohemica, vol. 126 (2001), issue 1, pp. 15-39
• Hausenblas, Erika; Seidler, Jan: A note on maximal inequality for stochastic convolutions. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 785-790
• Flandoli, Franco; Romito, Marco: Probabilistic analysis of singularities for the 3-D Navier-Stokes equations. (English). In: Krbec, M. and Kuben, J. (eds.): Proceedings of Equadiff 10, Czechoslovak International Conference on Differential Equations and Their Applications, Prague, August 27-31, 2001. [Part 1] Invited Lectures. Masaryk University, Brno, 2002. pp. 81-89
• Goldys, Beniamin; Maslowski, Bohdan: Uniform exponential ergodicity of stochastic dissipative systems. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 745-762
• Maslowski, Bohdan; Seidler, Jan: Invariant measures for nonlinear SPDE's: uniqueness and stability. (English). Archivum Mathematicum, vol. 34 (1998), issue 1, pp. 153-172
• Peszat, Szymon; Seidler, Jan: Maximal inequalities and space-time regularity of stochastic convolutions. (English). Mathematica Bohemica, vol. 123 (1998), issue 1, pp. 7-32
• Seidler, Jan: Ergodic behaviour of stochastic parabolic equations. (English). Czechoslovak Mathematical Journal, vol. 47 (1997), issue 2, pp. 277-316
• Manthey, Ralf; Mittmann, Katrin: A growth estimate for continuous random fields. (English). Mathematica Bohemica, vol. 121 (1996), issue 4, pp. 397-413
• Vrkoč, Ivo: Weak averaging of stochastic evolution equations. (English). Mathematica Bohemica, vol. 120 (1995), issue 1, pp. 91-111
• Seidler, Jan: Da Prato-Zabczyk's maximal inequality revisited. I. (English). Mathematica Bohemica, vol. 118 (1993), issue 1, pp. 67-106
• Vrkoč, Ivo: A dynamical system in a Hilbert space with a weakly attractive nonstationary point. (English). Mathematica Bohemica, vol. 118 (1993), issue 4, pp. 401-423
• Maslowski, Bohdan; Seidler, Jan; Vrkoč, Ivo: An averaging principle for stochastic evolution equations. II. (English). Mathematica Bohemica, vol. 116 (1991), issue 2, pp. 191-224
• Seidler, Jan; Vrkoč, Ivo: An averaging principle for stochastic evolution equations. I. (English). Časopis pro pěstování matematiky, vol. 115 (1990), issue 3, pp. 240-263
• Maslowski, B.: Stability and averaging properties of stochastic evolution equations. (English). In: Kurzweil, Jaroslav (ed.): Equadiff 7. Proceedings of the 7th Czechoslovak Conference on Differential Equations and Their Applications held in Prague, 1989. BSB B.G. Teubner Verlagsgesellschaft, Leipzig, 1990. pp. 100-102
• Jetschke, G.: Different approaches to stochastic parabolic differential equations. (English). In: Frolík, Zdeněk (ed.): Proceedings of the 10th Winter School on Abstract Analysis. Circolo Matematico di Palermo, Palermo, 1982. pp. [161]-169
• Vrkoč, Ivo: An optimal control problem for Ito stochastic equations. (English). In: Ráb, Miloš and Vosmanský, Jaromír (eds.): Proceedings of Equadiff III. 3rd Czechoslovak Conference on Differential Equations and Their Applications. Brno, Czechoslovakia, August 28 - September 1, 1972. Univ. J. E. Purkyně - Přírodovědecká fakulta, Brno, 1973. pp. 205-207