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.

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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
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article

A stochastic Schauder-Tychonoff type theorem and its applications

Erika Hausenblas, Jonas M. Tölle, Ankit Kumar
Analysis and Mathematical Physics
Stochastic processes and financial applications
article

A stochastic Schauder-Tychonoff type theorem and its applications

Erika Hausenblas, Jonas M. Tölle, Ankit Kumar
article en

Abstract

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.

Analysis and Mathematical PhysicsVol. 16(5)
Openalex Percentile: Top 85%
Stochastic processes and financial applications
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