Related papers: Strong uniqueness for both Dirichlet operators and…
Stochastic partial differential equations (SPDE) on graphs were introduced by Cerrai and Freidlin [Ann. Inst. Henri Poincar\'e Probab. Stat. 53 (2017) 865-899]. This class of stochastic equations in infinite dimensions provides a minimal…
In this paper we obtain restricted Markov uniqueness of the generator and uniqueness of probabilistically weak solutions for the stochastic quantization problem in both the finite and infinite volume case by clarifying the precise relation…
In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…
We show the pathwise uniqueness for stochastic partial differential equation driven by a cylindrical $\alpha$-stable process with H\"older continuous drift, thus obtaining an infinite dimensional generalization of the result of Priola…
We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…
We prove a generalization of the fundamental inequality of Guivarc'h relating entropy, drift and critical exponent to Gibbs measures on geometrically finite quotients of CAT(-1) metric spaces. For random walks with finite superexponential…
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms \[\mathbb{R}^d\ni x\quad\longmapsto\quad\phi_{s,t}(x)\in \mathbb{R}^d,\qquad s,t\in\mathbb{R}\] for a stochastic differential equation (SDE) of the…
This paper is devoted to the construction and study of an equilibrium Glauber-type dynamics of infinite continuous particle systems. This dynamics is a special case of a spatial birth and death process. On the space $\Gamma$ of all locally…
Exceptional points (EPs), indicative of parity-time (PT) symmetry breaking, play a central role in non-Hermitian physics, yet most studies begin from deliberately engineered effective Hamiltonians whose parameters are tuned to exhibit…
The aim of this paper is to analyze an SPDE which arises naturally in the context of Liouville quantum gravity. This SPDE shares some common features with the so-called Sine-Gordon equation and is built to preserve the Liouville measure…
We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue space, and prove the existence and uniqueness of weak solutions for a class of SDEs. To be more precise, let $b: [0,T]\times{\mathbb…
We study linear and nonlinear PDEs defined on the space of $\mathcal{P}(\mathbb{T}^d)$ over the flat torus $\mathbb{T}^d$, equipped with the Dirichlet-Ferguson measure $\mathcal{D}$. We first develop an analytic framework based on the…
In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…
In in this paper we establish an explicit and sharp estimate of the spectral gap (Poincar\'{e} inequality) and the transportation inequality for Gibbs measures, under the Dobrushin uniqueness condition. Moreover, we give a generalization of…
We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…
We introduce and analyze a novel class of inverse problems for stochastic dynamics: Given the ergodic invariant measure of a stochastic process governed by a nonlinear stochastic ordinary or partial differential equation (SODE or SPDE), we…
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 controlled stochastic differential equations (SDEs) with measurable coefficients, a uniformly elliptic diffusion coefficient and an $L_d$-drift. No space-regularity will be assumed for the coefficients. In this framework we…
We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…
In this paper we prove the existence and uniqueness of strong solutions for SPDE in Hilbert space with locally monotone coefficients, which is a generalization of the classical result of Krylov and Rozovskii for monotone coefficients. Our…