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We study a singular stochastic equation driven by a regular noise of fractional Brownian type with Hurst index $H \in (1,\infty)\setminus\mathbb{Z}$ and drift coefficient $b \in \mathcal{C}^\alpha$, where $\alpha > 1 - \frac{1}{2H}$. The…

Consider an It\^{o} process $X$ satisfying the stochastic differential equation $dX=a(X)\,dt+b(X)\,dW$ where $a,b$ are smooth and $W$ is a multidimensional Brownian motion. Suppose that $W_n$ has smooth sample paths and that $W_n$ converges…

This paper establishes results on the existence and uniqueness of solutions to McKean-Vlasov equations, also called mean-field stochastic differential equations, in an infinite-dimensional Hilbert space setting with irregular drift. Here,…

In this paper we study the pathwise uniqueness of solution to the following stochastic partial differential equation (SPDE) with H\"older continuous coefficient: \begin{eqnarray*} \frac{\partial X_t(x)}{\partial t}=\frac{1}{2} \Delta X_t(x)…

We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in It$\hat{\mathrm{o}}$'s interpretation, and transport in Stratonovich's interpretation. Via convex integration modified to…

We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindrical Brownian motion and singular diffusion coefficient. The analysis is based on a combination of infinite dimensional generalizations of…

In this paper, we investigate the averaging principle for a class of semilinear slow-fast partial differential equations driven by finite-dimensional rough multiplicative noise. Specifically, the slow component is driven by a general random…

We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…

Rotational smoothing is a phenomenon consisting in a gain of regularity by means of averaging over rotations. This phenomenon is present in operators that regularize only in certain directions, in contrast to operators regularizing in all…

This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…

In this article we prove path-by-path uniqueness in the sense of Davie \cite{Davie07} and Shaposhnikov \cite{Shaposhnikov16} for SDE's driven by a fractional Brownian motion with a Hurst parameter $H\in(0,\frac{1}{2})$, uniformly in the…

A linear stochastic continuity equation with non-regular coefficients is considered. We prove existence and uniqueness of strong solution, in the probabilistic sense, to the Cauchy problem when the vector field has low regularity, in which…

This paper studies the existence and uniqueness of solution of It\^o type stochastic differential equation $dx(t)=b(t, x(t), \om)dt+\si(t,x(t), \om) d B(t)$, where $B(t)$ is a fractional Brownian motion of Hurst parameter $H>1/2$ and…

For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space.…

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 the article, Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order $n\in\mathbb{N}$ is treated. We give sufficient conditions for the considered processes to have paths in the…

We consider the follow-the-leader model for traffic flow. The position of each car $z_i(t)$ satisfies an ordinary differential equation, whose speed depends only on the relative position $z_{i+1}(t)$ of the car ahead. Each car perceives a…

We prove a general theorem on the stochastic convergence of appropriately renormalized models arising from nonlinear stochastic PDEs. The theory of regularity structures gives a fairly automated framework for studying these problems but…

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

In this paper we show the existence and uniqueness of a solution for a stochastic differential equation driven by an additive noise which is the sum of two fractional Brownian motions with different Hurst parameters. The proofs are based on…