Related papers: Strong uniqueness for a class of singular SDEs for…
We establish the well-posedness of stochastic differential equations possessing degenerate diffusions and singular drifts. We prove that SDEs defined on the homogeneous Carnot group, whose hypoelliptic diffusion part is given by the…
Based on the Decay and Fission Conjecture, we provide a classification of unitary quivers whose 3d $\mathcal{N}=4$ Coulomb branches exhibit isolated singularities. This yields the complete list of isolated conical symplectic singularities…
We study positive blowing-up solutions of systems of the form: $$u_t=\delta_1 \Delta u+e^{pv},\quad v_t= \delta_2\Delta v+e^{qu},$$ with $\delta_1,\delta_2>0$ and $p, q>0$. We prove single-point blow-up for large classes of radially…
In this paper, we establish strong backward uniqueness for solutions to sublinear parabolic equations of the type (1.1). The proof of our main result Theorem 1.1 is achieved by means of a new Carleman estimate and a Weiss type monotonicity…
We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…
We establish a strong unique continuation property for stochastic parabolic equations. Our method is based on a suitable stochastic version of Carleman estimate. As far as we know, this is the first result for strong unique continuation…
We show the existence of unique global strong solutions of a class of stochastic differential equations on the cone of symmetric positive definite matrices. Our result includes affine diffusion processes and therefore extends considerably…
In this paper we investigate the regularity properties of strong solutions to SDEs driven by L\'evy processes with irregular drift coefficients. Under some mild conditions, we show that the singular SDE has a unique strong solution for each…
In this paper we prove that, under certain conditions, a strong law of large numbers holds for a class of super-diffusions $X$ corresponding to the evolution equation $\partial_t u_t=L u_t+\beta u_t-\psi(u_t)$ on a bounded domain $D$ in…
In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.
A maximal coupling of two diffusion processes makes two diffusion particles meet as early as possible. We study the uniqueness of maximal couplings under a sort of "reflection structure" which ensures the existence of such couplings. In…
New weak and strong existence and weak and strong uniqueness results for multi-dimensional stochastic McKean--Vlasov equations are established under relaxed regularity conditions. Weak existence is a variation of Krylov's weak existence for…
By using the ultracontractivity of a reference diffusion semigroup, Krylov's estimate is established for a class of degenerate SDEs with singular drifts, which leads to existence and pathwise uniqueness by means of Zvonkin's transformation.…
For continuous \gamma, g:[0,1]\to(0,\infty), consider the degenerate stochastic differential equation dX_t=[1-|X_t|^2]^{1/2}\gamma(|X_t|) dB_t-g(|X_t|)X_t dt in the closed unit ball of R^n. We introduce a new idea to show pathwise…
We prove existence and uniqueness of strong solutions to a large class of autonomous stochastic differential equations on an open domain, where the drift exhibits a singular behaviour at the boundary. The main result involves a drift…
We consider smooth flows preserving a smooth invariant measure, or, equivalently, locally Hamiltonian flows on compact orientable surfaces and show that, when the genus of the surface is two, almost every such locally Hamiltonian flow with…
Models of self-organized criticality, which can be described as singular diffusions with or without (multiplicative) Wiener forcing term (as e.g. the Bak/Tang/Wiesenfeld- and Zhang-models), are analyzed. Existence and uniqueness of…
A new proof of a pathwise uniqueness result of Krylov and R\"{o}ckner is given. It concerns SDEs with drift having only certain integrability properties. In spite of the poor regularity of the drift, pathwise continuous dependence on…
For singular mean field equations defined on a compact Riemann surface, we prove the uniqueness of bubbling solutions as far as blowup points are either regular points or non-quantized singular sources. In particular the uniqueness result…
We consider a dynamic network cascade process developed by Watts applied to a random networks with a specified amount of clustering, belonging to a class of random networks developed by Newman. We adapt existing tree-based methods to…