Related papers: Lack of strong completeness for stochastic flows
Here we study stochastic differential equations with a reflecting boundary condition. We provide sufficient conditions for pathwise uniqueness and non-explosion property of solutions in a framework admitting non-Lipschitz continuous…
This paper studies the stochastic differential equation (SDE) associated to a two-level quantum system (qubit) subject to Hamiltonian evolution as well as unmonitored and monitored decoherence channels. The latter imply a stochastic…
We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…
In order to find out whether empty singular boundaries can arise in higher dimensional Gravity, we study the solution of Einstein's equations consisting in a ($N+2$)-dimensional static and hyperplane symmetric perfect fluid satisfying the…
In this article, a special static spherically symmetric perfect fluid solution of Einstein's equations is provided. Though pressure and density both diverge at the origin, their ratio remains constant. The solution presented here fails to…
In this paper, we are interested in the following one dimensional forward stochastic differential equation (SDE) \[ d X_{t}=b(t,X_{t},\omega)d t +\sigma d B_{t},\quad 0\leq t\leq T,\quad X_{0}=\,x\in \mathbb{R}, \] where the driving noise…
The motion of sound waves propagating in the perfect fluid with inhomogeneous background flow is effectively described as a massless scalar field on a curved space-time. This effective geometry is characterized by the acoustic metric, which…
It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic partial differential equation (SPDE) can have random-field solutions only in spatial dimension one. Here we show that in many cases, where the…
We study Backward Stochastic Differential Equations on a probability space equipped with a Brownian filtration. We assume that the terminal value and the generator at zero are merely integrable. Moreover, the generator is assumed to be…
Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…
We study the long-time behavior of almost periodic solutions to stochastic scalar conservation laws in any space dimension, under the assumption of Lipschitz continuity of the flux functions and a non-degeneracy condition. We show the…
We are interested in viscous scalar conservation laws with a white-in-time but spatially correlated stochastic forcing. The equation is assumed to be one-dimensional and periodic in the space variable, and its flux function to be locally…
In this work we study stochastic Oldroyd type models for viscoelastic fluids in $\mathbb{R}^d, d= 2, 3$. We show existence and uniqueness of strong local maximal solutions when the initial data are in $H^s$ for $s>d/2, d= 2, 3$.…
In this paper, we study a class of one-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H>\ff 1 2$. The drift term of the equation is locally Lipschitz and unbounded in the…
We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded…
A new explicit stochastic scheme of order 1 is proposed for solving commutative stochastic differential equations (SDEs) with non-globally Lipschitz continuous coefficients. The proposed method is a semi-tamed version of Milstein scheme to…
We study pathwise approximation of scalar stochastic differential equations at a single time point or globally in time by means of methods that are based on finitely many observations of the driving Brownian motion. We prove lower error…
On a compact Riemannian manifold, we study the various dynamical properties of the Schr\"odinger flow $(e^{it\Delta/2})$, through the notion of semiclassical measures and the quantum-classical correspondence between the Schr\"odinger…
In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent…
We study the existence and uniqueness of global strong solutions to the equations of an incompressible viscoelastic fluid in a spatially periodic domain, and show that a unique strong solution exists globally in time if the initial…