"Many stochastic differential equations (SDEs) in the literature have a super linearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler Maruyama approximation method diverge for these SDEs in finite time.…
The purpose of this article is the construction of stochastic flows from the finite-dimensional distributions without any smoothness assumptions. Also examines the relation between covariance functions and finite-dimensional distributions. The stochastic continuity of stochastic…
The authors consider a d-dimensional random field u = \{u(t, x)\} that solves a non-linear system of stochastic wave equations in spatial dimensions k \in \{1,2,3\}, driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the s…
