Related papers: Strong uniqueness for both Dirichlet operators and…
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper…
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…
We investigate Gibbs measures relative to Brownian motion in the case when the interaction energy is given by a double stochastic integral. In the case when the double stochastic integral is originating from the Pauli-Fierz model in…
We consider semilinear stochastic evolution equations on Hilbert spaces with multiplicative Wiener noise and linear drift term of the type $A + \varepsilon G$, with $A$ and $G$ maximal monotone operators and $\varepsilon$ a "small"…
We prove that there is only one translation-invariant Gibbsian point process w.r.t. to a chosen interaction if any of them satisfies a certain bound related to concentration-of-measure. This concentration-of-measure bound is e.g. fulfilled…
We study strong existence and pathwise uniqueness for a class of infinite-dimensional singular stochastic differential equations (SDE), with state space as the cone $\{x \in \mathbb{R}^{\mathbb{N}}: -\infty < x_1 \leq x_2 \leq \cdots\}$,…
This expository article explores the vital role of interpolation theory and Lorentz spaces in the rigorous analysis of partial differential equations (PDEs). While classical Lebesgue spaces ($L_{p}$) successfully measure the magnitude of…
The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…
We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…
We study the uniqueness in the path-by-path sense (i.e. $\omega$-by-$\omega$) of solutions to stochastic differential equations with additive noise and non-Lipschitz autonomous drift. The notion of path-by-path solution involves considering…
We consider perturbed discrete tight-binding models in $\ell^2(\mathbb{Z_h},\mathcal{G})$ describing union of quantum particles with localized interactions, where $\mathbb{Z_h}$ is the 1D lattice $h\mathbb{Z_h}$, $h > 0$, and $\mathcal G$…
We present here a criterion to conclude that an abstract SPDE posseses a unique maximal strong solution, which we apply to a three dimensional Stochastic Navier-Stokes Equation. Inspired by the work of [Kato and Lai,1984] in the…
We investigate the connection between semilinear elliptic PDEs with isolated singularities and stationary nonlinear Schr\"odinger equations with point interactions. In dimensions $d=2,3$, we provide a detailed equivalence result between the…
In this note we study the eigenvalue growth of infinite graphs with discrete spectrum. We assume that the corresponding Dirichlet forms satisfy certain Sobolev-type inequalities and that the total measure is finite. In this sense, the…
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…
In this paper we review and improve pathwise uniqueness results for some types of one-dimensional stochastic differential equations (SDE) involving the local time of the unknown process. The diffusion coefficient of the SDEs we consider is…
Starting with a regular symmetric Dirichlet form on a locally compact separable metric space $X$, our paper studies elements of vector analysis, $L_p$-spaces of vector fields and related Sobolev spaces. These tools are then employed to…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
We prove some uniform and pointwise gradient estimates for the Dirichlet and the Neumann evolution operators $G_{\mathcal{D}}(t,s)$ and $G_{\mathcal{N}}(t,s)$ associated with a class of nonautonomous elliptic operators $\A(t)$ with…
We consider optimal control of a new type of non-local stochastic partial differential equations (SPDEs). The SPDEs have space interactions, in the sense that the dynamics of the system at time $t$ and position in space x also depend on the…