A stochastic Schauder-Tychonoff type theorem and its applications
Abstract One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our existence result to nonlinear stochastic diffusion equations with non-Lipschitz perturbations.
Authors
- Erika Hausenblas (ORCID: https://orcid.org/0000-0002-1762-9521)
- Jonas M. Tölle (ORCID: https://orcid.org/0000-0002-6020-4131)
- Ankit Kumar
Publication Details
- Journal
- Analysis and Mathematical Physics
- Published
- 2026-09-10
- DOI
- https://doi.org/10.1007/s13324-026-01262-y
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00