Related papers: Quasi-invariant flow generated by Stratonovich SDE…
It is known, after \cite{Jabin16} and \cite{AlbertiCrippaMazzucato18}, that ODE flows and solutions of the transport equation associated to Sobolev vector fields do not propagate Sobolev regularity, even of fractional order. In this paper,…
In this paper we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to the coefficients, weak differentiability…
We consider stochastic differential equations on the group of volume-preserving homeomorphisms of the sphere $S^d\,(d\geq 2)$. The diffusion part is given by the divergence free eigenvector fields of the Laplacian acting on $L^2$-vector…
In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…
We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in the regularity of…
It is well-known that a stochastic differential equation (sde) on a Euclidean space driven by a (possibly infinite-dimensional) Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. If the Lipschitz…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
Some topological properties of stochastic flow $\varphi_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is…
In the present work, we establish space Bounded Variation $(BV)$ regularity of the solution for a non-linear parabolic partial differential equations involving a linear drift term. We study the problem in a bounded domain with mixed…
This paper is concerned with the initial-boundary value problem \; for stochastic transport equations in bounded domains. For a given stochastic perturbation of the drift vector field, we prove existence and uniqueness of weak solutions…
In this work we present a condition for the regularity, in both space and Malliavin sense, of strong solutions to SDEs driven by Brownian motion. We conjecture that this condition is optimal. As a consequence, we are able to improve the…
We examine existence and uniqueness of strong solutions of multi-dimensional mean-field stochastic differential equations with irregular drift coefficients. Furthermore, we establish Malliavin differentiability of the solution and show…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
In this paper linear stochastic transport and continuity equations with drift in critical $L^{p}$ spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity…
We consider a $d$-dimensional SDE with an identity diffusion matrix and a drift vector being a vector function of bounded variation. We give a representation for the derivative of the solution with respect to the initial data.
Two notions of "having a derivative of logarithmic order" have been studied. They come from the study of regularity of flows and renormalized solutions for the transport and continuity equation associated to weakly differentiable drifts.
We prove some theorems on the existence, uniqueness, stability and compactness properties of solutions to inhomogeneous transport equations with Sobolev coefficients, where the inhomogeneous term depends upon the solution through an…
In this paper we present a new method for the construction of strong solutions of SDE's with merely integrable drift coefficients driven by a multidimensional fractional Brownian motion with Hurst parameter H < 1/2. Furthermore, we prove…
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fields nor commuting conditions between vector field is…
We give a proof of the strong existence and the regularity of stochastic differential equations driven by a Brownian motion and a measurable, Markovian drift without no regularity hypothesis except that the Girsanov exponential associated…