Related papers: Strong uniqueness for stochastic evolution equatio…
We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…
For a class of reducible Hamiltonian partial differential equations (PDEs) with arbitrary spatial dimensions, quantified by a quadratic polynomial with time-dependent coefficients, we present a comprehensive classification of long-term…
These notes rigorously construct the stochastic integral of a Hilbert Space valued process driven by a Cylindrical Brownian Motion. We expand upon this stochastic calculus to present an introduction to stochastic differential equations in…
Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…
Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…
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 show the strong convergence in arbitrary Sobolev norms of solutions of the discrete nonlinear Schr{\"o}dinger on an infinite lattice towards those of the nonlinear Schr{\"o}dinger equation on the whole space. We restrict our attention to…
We prove the existence and uniqueness of strong solutions for stochastic differential equations in which the drift coefficient is square integrable in time variable and H\"{o}lder continuous in space variable. Moreover, we prove that the…
For a compact spinc manifold $X$ with boundary $b_1(\partial X)=0$, we consider moduli spaces of solutions to the Seiberg-Witten equations in a generalized double Coulomb slice in $L^2_1$ (i.e., $W^{1,2}$) Sobolev regularity. We prove they…
We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…
We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…
We are interested in the uniqueness of solutions of a nonlinear, pseudomonotone, stochastic diffusion evolution problem with homogeneous Dirichlet boundary conditions with reflection, where the noise term is additive and given by a…
In this paper, we give a uniqueness result to a transport equation fulfilled by probability measure on a infinite dimensional Hilbert space. Main arguments are based on projective aspects and a probabilistic representation of the solutions.…
We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We…
We consider evolution equations for two classes of generalized anharmonic oscillators and the associated initial value problem in the space of tempered distributions. We prove that the Cauchy problem is well posed in anisotropic…
One proves the well-posedness in the Sobolev space H^{-1} of nonlinear Fokker-Planck equations with singular drifts.Applications to existence of strong solutions to McKean-Vlasov equations are given.
We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…
In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…
An inequality for the $p$th power of the norm of a stochastic convolution integral in a Hilbert space is proved. The inequality is stronger than analogues inequalities in the Literature in the sense that it is pathwise and not in…
One proves here the backward uniqueness of solutions to stochastic semilinear parabolic equations and also for the tamed Navier-Stokes equations driven by linearly multiplicative Gaussian noises. Applications to approximate controllability…