The Stochastic Transport Equation Driven by Levy White Noise

The Stochastic Transport Equation Driven by Lévy White Noise

In this paper we demonstrate how concepts of white noise analysis can be used to give an explicit solution to a stochastic transport equation driven by Lévy white noise.

On Stochastic Navier-Stokes Equation Driven by Stationary White Noise

We consider an unbiased approximation of stochastic Navier-Stokes equation driven by spatial white noise. This perturbation is unbiased in that the expectation of a solution of the perturbed equation solves the deterministic Navier-Stokes equation. The nonlinear term can be characterized as the highest stochastic order approximation of the original nonlinear term u∇u. We investigate the analyti...

Stochastic heat equation with white-noise drift

A quasilinear stochastic partial differential equation driven by fractional white noise

We approximate the solution of a quasilinear stochastic partial differential equation driven by fractional Brownian motion BH(t); H ∈ (0, 1), which was calculated via fractional White Noise calculus, see [5].

Stochastic resonance driven by time-modulated correlated white noise sources

We analyze the effects caused by the simultaneous presence of correlated additive and multiplicative noises for stochastic resonance. Besides the standard potential modulation we also consider a time-periodic variation of the correlation between the two noise sources. As a foremost result we find that stochastic resonance, as characterized by the signal-to-noise ratio and the spectral amplifica...