Related papers: On Stochastic generalized functions
A new integral representation is derived using a definite integral given by Cauchy and used to evaluate a number of integrals containing the finite series of special functions.
We study existence and uniqueness for one-dimensional generalized stochastic differential equations with singular coefficients, including distributional drift and degenerate, possibly discontinuous, diffusion coefficients. Such…
In this paper we introduce Hausdorff locally convex algebra topologies on subalgebras of the whole algebra of nonlinear generalized functions. These topologies are strong duals of Fr\'echet-Schwartz space topologies and even strong duals of…
We present an extension of the methods of classical Lie group analysis of differential equations to equations involving generalized functions (in particular: distributions). A suitable framework for such a generalization is provided by…
As a continuation of our series works on the Boltzmann equation without angular cutoff assumption, in this part, the global existence of solution to the Cauchy problem in the whole space is proved in some suitable weighted Sobolev spaces…
Here we investigate the Cauchy problem for the inhomogeneous Navier-Stokes equations in the whole $n$-dimensional space. Under some smallness assumption on the data, we show the existence of global-in-time unique solutions in a critical…
We present an alternative proof for the existence of solutions of stochastic functional differential equations satisfying a global Lipschitz condition. The proof is based on an approximation scheme in which the continuous path dependence…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…
We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…
This article is a guide to theorems on existence and global dynamics of solutions of the Einstein equations. It draws attention to open questions in the field. The local-in-time Cauchy problem, which is relatively well understood, is…
We prove local existence and uniqueness of the Cauchy problem for a large class of tensorial second order linear hyperbolic partial differential equations with coefficients of low regularity in a suitable class of generalized functions.
We investigate the Cauchy-Dirichlet problem for linear parabolic equations in divergence form. Under mild assumptions on the source term and the domain, we prove the existence of globally H\"{o}lder continuous solutions. Notably, our…
The paper addresses questions of existence and regularity of solutions to linear partial differential equations whose coefficients are generalized functions or generalized constants in the sense of Colombeau. We introduce various new…
We present a number of results relating partial Cauchy-Littlewood sums, integrals over the compact classical groups, and increasing subsequences of permutations. These include: integral formulae for the distribution of the longest…
We prove some general results on the existence and uniqueness of solutions to the Liouville equation. Then, we discuss the sharpness and possible generalizations. Finally, we give several applications, arising in both mathematics and…
We extend the theory of regularity structures [Hai14] to allow processes belonging to locally $m$-convex topological algebras. This extension includes processes in the locally $C^{*}$-algebras of [CHP25] used to localise singular stochastic…
A recent article introduced thecontinuous stochastic gradient method (CSG) for the efficient solution of a class of stochastic optimization problems. While the applicability of known stochastic gradient type methods is typically limited to…
In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…
We consider linear and non-linear Cauchy equations in the context of Sobolev spaces. In particular, we show the global existence of solutions to the Kirchhoff equation with initial data in the Sobolev spaces, a problem that has been open…