Related papers: Weak error in negative Sobolev spaces for the stoc…

We study a stochastic differential equation driven by a gamma process, for which we give results on the existence of weak solutions under conditions on the volatility function. To that end we provide results on the density process between…

We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…

This paper provides convergence analysis for the approximation of a class of path-dependent functionals underlying a continuous stochastic process. In the first part, given a sequence of weak convergent processes, we provide a sufficient…

We develop a general energy method for proving the optimal time decay rates of the solutions to the dissipative equations in the whole space. Our method is applied to classical examples such as the heat equation, the compressible…

By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong Feller property and heat kernel…

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…

In this article, we construct weak solutions for a class of Stochastic PDEs in the space of tempered distributions via Girsanov's theorem. It is to be noted that our drift and diffusion coefficients $(L,A)$ of the considered Stochastic PDE…

In this paper, we study the stochastic heat equation driven by a multiplicative space-time $G$-white noise within the framework of sublinear expectations. The existence and uniqueness of the mild solution are proved. By generalizing the…

We study global existence, uniqueness and positivity of weak solutions of a class of reaction-diffusion systems of chemical kinetics type, under the assumptions of logarithmic Sobolev inequality and appropriate exponential integrability of…

This paper introduces an ultra-weak space-time DPG method for the heat equation. We prove well-posedness of the variational formulation with broken test functions and verify quasi-optimality of a practical DPG scheme. Numerical experiments…

We develop a general distributional theory of fractional (an)isotropic Sobolev spaces associated with the non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$.

An analysis of errors in measurement yields new insight into the penetration of quantum particles into classically forbidden regions. In addition to ``physical" values, realistic measurements yield ``unphysical" values which, we show, can…

Based on Dou Huashu's energy gradient theory, this paper focuses on the weak singularity of the incompressible Navier-Stokes (NS) equations in steady, fully developed flows. When the gradient of total mechanical energy is perpendicular to…

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential…

We study stochastic convolutions providing by fundamental solutions of a class of integrodifferential equations which interpolate the heat and the wave equations. We give sufficient condition for the existence of function--valued…

In this paper, we consider a quasi-linear stochastic heat equation on $[0,1]$, with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace the random perturbation by a family of noisy inputs…

We emphasize that for a stochastic differential equation with isotropic stable additive noise and non Lipschitz drift, when considering an appropriate discretization scheme and the associated weak error, it is somehow natural to consider a…

In this article we prove both norm and modular Hardy inequalities for a class functions in one-dimensional fractional Orlicz-Sobolev spaces.

We study a time fractional heat equation in a noncylindrical domain. The problem is one-dimensional. We prove existence of properly defined weak solutions by means of the Galerkin approximation.

We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to study stochastic heat equation (SHE) driven by Gaussian…