Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic differential equations and thus may shed lights on predictability in nonlinear systems with model uncertainty.

The existence of solutions is used the premise discussing other properties dynamic systems. goal this paper to investigate fundamental nonlinear stochastic differential equations via Khasminskii test, including local and global solutions. Firstly, a result given as lemma verify considered equation. Then, equivalent proposition for principle test are formally established. Moreover, classical gen...

This paper introduces the concept of square-mean piecewise almost periodic for impulsive stochastic processes. The existence of square-mean piecewise almost periodic solutions for linear and nonlinear impulsive stochastic differential equations is established by using the theory of the semigroups of the operators and Schauder fixed point theorem. The stability of the square-mean piecewise almos...

Abstract. In this paper, we study the regularities of solutions of nonlinear stochastic partial differential equations in the framework of Hilbert scales. Then we apply our general result to several typical nonlinear SPDEs such as stochastic Burgers and Ginzburg-Landau’s equations on the real line, stochastic 2D Navier-Stokes equations in the whole space and a stochastic tamed 3D Navier-Stokes ...

This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized backward doubly stochastic differential equations. AMS Subject Classification: 60H15; 60H20

This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized backward doubly stochastic differential equations. AMS Subject Classification: 60H15; 60H20