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We investigate existence and uniqueness of strong solutions of mean-field stochastic differential equations with irregular drift coefficients. Our direct construction of strong solutions is mainly based on a compactness criterion employing…

Probability · Mathematics 2018-07-02 Martin Bauer , Thilo Meyer-Brandis , Frank Proske

This paper introduces first order Sobolev spaces on certain rectifiable varifolds. These complete locally convex spaces are contained in the generally nonlinear class of generalised weakly differentiable functions and share key functional…

Classical Analysis and ODEs · Mathematics 2017-05-25 Ulrich Menne

Based on a recent result on characterising the path-independence of the Girsanov transformation for non-Lipschnitz stochastic differential equations (SDEs) with jumps on $R^d$, in this paper, we extend our consideration of characterising…

Probability · Mathematics 2018-01-04 Huijie Qiao , Jianglun Wu

Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and H\"older continuous diffusion coefficients. Consequently, the existence of unique strong…

Probability · Mathematics 2025-03-03 David J. Prömel , David Scheffels

In an infinite dimensional separable Hilbert space $X$, we study the realizations of Ornstein-Uhlenbeck evolution operators $\pst$ in the spaces $L^p(X,\g_t)$, $\{\g_t\}_{t\in\R}$ being the unique evolution system of measures for $\pst$ in…

Analysis of PDEs · Mathematics 2023-11-20 Davide A. Bignamini , Paolo De Fazio

We investigate the initial value problem for a semilinear heat equation with exponential-growth nonlinearity in two space dimension. First, we prove the local existence and unconditional uniqueness of solutions in the Sobolev space…

Analysis of PDEs · Mathematics 2010-08-17 Slim Ibrahim , Rym Jrad , Mohamed Majdoub , Tarek Saanouni

In this paper we prove the existence of solutions to the cubic NLS equation with convolution potentials on two dimensional irrational tori undergoing an arbitrarily large growth of Sobolev norms as time evolves. Our results apply also to…

Analysis of PDEs · Mathematics 2023-08-28 Filippo Giuliani

In this paper we study the stochastic evolution equation (1.1) in martingale-type 2 Banach spaces (with the linear part of the drift being only a generator of a C0-semigroup). We prove the existence and the uniqueness of solutions to this…

Mathematical Finance · Quantitative Finance 2016-08-23 Zdzislaw Brzezniak , Tayfun Kok

In this article, we give probabilistic versions of Sobolev embeddings on any Riemannian manifold $(M,g)$. More precisely, we prove that for natural probability measures on $L^2(M)$, almost every function belong to all spaces $L^p(M)$,…

Analysis of PDEs · Mathematics 2011-12-01 Nicolas Burq , Gilles Lebeau

This paper aims to investigate the stochastic generalization of the projected deterministic constrained modified Swift-Hohenberg equation. In particular, we prove the global well-posedness and its invariance of Hilbert submanifold i.e. if…

Probability · Mathematics 2025-05-06 Javed Hussain , Saeed Ahmed , Abdul Fatah

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…

Probability · Mathematics 2025-11-21 Rajeev Bhaskaran , Stefan Tappe

Newton-Sobolev spaces, as presented by N. Shanmugalingam, describe a way to extend Sobolev spaces to the metric setting via upper gradients, for metric spaces with `sufficient' paths of finite length. Sometimes, as is the case of parabolic…

Classical Analysis and ODEs · Mathematics 2017-06-21 Miguel Andrés Marcos

We prove a regularity result for the Poisson problem $-\Delta u = f$, $u |\_{\pa \PP} = g$ on a polyhedral domain $\PP \subset \RR^3$ using the \BK\ spaces $\Kond{m}{a}(\PP)$. These are weighted Sobolev spaces in which the weight is given…

Analysis of PDEs · Mathematics 2015-10-28 Bernd Ammann , Victor Nistor

A detailed study of uniformly regular Riemannian manifolds and manifolds with singular ends is carried out in this paper. Such classes of manifolds are of fundamental importance for a Sobolev space solution theory for parabolic evolution…

Analysis of PDEs · Mathematics 2015-06-24 Herbert Amann

We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and singular kernels. Our approach relies on weak convergence…

Probability · Mathematics 2021-12-22 Eduardo Abi Jaber , Christa Cuchiero , Martin Larsson , Sergio Pulido

The paper considers existence of spatially regular solutions for a class of linear Boltzmann transport equations. The related transport problem is an (initial) inflow boundary value problem. This problem is characteristic with variable…

Analysis of PDEs · Mathematics 2025-04-24 Jouko Tervo , Petri Kokkonen

We prove strong existence and uniqueness, and H\"older regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on an…

Probability · Mathematics 2020-05-01 Alexandre Pannier , Antoine Jacquier

We develop a nonlinear evolution framework for nonlinear parabolic equations with unbounded drift terms formulated in Lorentz spaces. The main contribution lies in the construction of uniformly m-accretive operators based on Lorentz-Sobolev…

Analysis of PDEs · Mathematics 2026-04-10 Thi Tam Dang , Trung Hau Hoang , Giandomenico Orlandi , Tuomo Valkonen

We establish an infinite hierarchy of finite-time gradient catastrophes for smooth solutions of the 1D Euler equations of gas dynamics with non-constant entropy. Specifically, for all integers $n\geq 1$, we prove that there exist classical…

Analysis of PDEs · Mathematics 2025-01-03 Isaac Neal , Steve Shkoller , Vlad Vicol

We prove that the solution to the singular-degenerate stochastic fast-diffusion equation with parameter $m\in (0,1)$, with zero Dirichlet boundary conditions on a bounded domain in any spatial dimension, and driven by linear multiplicative…

Analysis of PDEs · Mathematics 2024-02-26 Ioana Ciotir , Dan Goreac , Jonas M. Tölle
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