Related papers: Flow of diffeomorphisms for SDEs with unbounded H\…
We show that several features of the Jackiw-Teitelboim model are in fact universal properties of two-dimensional Maxwell-dilaton gravity theories with a broad class of asymptotics. These theories satisfy a flow equation with the structure…
The splitting scheme (the Kato-Trotter formula) is applied to stochastic flows with common noise of the type introduced by Th.E.~Harris. The case of possibly coalescing flows with continuous infinitesimal covariance is considered and the…
We classify quasiconformal Anosov flows whose strong stable and unstable distributions are at least two dimensional and the sum of these two distributions is smooth. We deduce from this classification result the complete classification of…
In this note we study the behaviour as $s\to 0^+$ of some semigroup based Besov seminorms associated with a non-symmetric and hypoelliptic diffusion with a drift. Our results generalise a previous one of Maz'ya and Shaposhnikova for the…
We establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equations (SDEs) under mild assumptions on the coefficients. Our…
We discuss the effective diffusion constant $D_{{\it eff}}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived…
In this paper we develop and use the two-timing method for a systematic study of a scalar advection caused by a general oscillating velocity field. Mathematically, we study and classify the multiplicity of distinguished limits and…
The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
Many normalizing flow architectures impose regularity constraints, yet their distributional approximation properties are not fully characterized. We study the expressivity of bi-Lipschitz normalizing flows through the lens of score-based…
The results established by Flandoli, Gubinelli and Priola ({\it Invent. Math.} {\bf 180} (2010) 1--53) for stochastic transport equation with bounded and H\"{o}lder continuous drift are generalized to bounded and Dini continuous drift. The…
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…
We perform extended group analysis for a system of differential equations modeling an isothermal no-slip drift flux. The maximal Lie invariance algebra of this system is proved to be infinite-dimensional. We also find the complete point…
The motions of a passive scalar $\hat{a}$ in a general high-frequency oscillating flow are studied. Our aim is threefold: (i) to obtain different classes of general solutions; (ii) to identify, classify, and develop related asymptotic…
We consider the class of partially hyperbolic diffeomorphisms $f:M\to M$ obtained as the discretization of topological Anosov flows. We show uniqueness of minimal unstable lamination for these systems provided that the underlying Anosov…
We extend some methods developed by Albeverio, Brze\'{z}niak and Wu and we show how to apply them in order to prove existence of global strong solutions of stochastic differential equations with jumps, under a local one-sided Lipschitz…
We are interested in stationary "fluid" random evolutions with independent increments. Under some mild assumptions, we show they are solutions of a stochastic differential equation (SDE). There are situations where these evolutions are not…
Consider an arbitrary closed, countably $n$-rectifiable set in a strictly convex $(n+1)$-dimensional domain, and suppose that the set has finite $n$-dimensional Hausdorff measure and the complement is not connected. Starting from this given…
This paper considers a class of nonlinear, degenerate drift- diffusion equations. We study well-posedness and regularity properties of the solutions, with the goal to achieve uniform H\"{o}lder regularity in terms of $L^p$-bound on the…
We classify certain sofic shifts (the irreducible Point Extension Type, or PET, sofic shifts) up to flow equivalence, using invariants of the canonical Fischer cover. There are two main ingredients: (1) An extension theorem, for extending…