Related papers: Weak and strong solutions of general stochastic mo…
The Yamada-Watanabe theory provides a robust framework for understanding stochastic equations driven by Wiener processes. Despite its comprehensive treatment in the literature, the applicability of the theory to SPDEs driven by Poisson…
A global existence theorem on weak solutions is shown for the continuous coagulation equation with collisional breakage under certain classes of unbounded collision kernels and distribution functions. This model describes the dynamics of…
The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…
In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried…
A new definition of continuous-time equilibrium controls is introduced. As opposed to the standard definition, which involves a derivative-type operation, the new definition parallels how a discrete-time equilibrium is defined, and allows…
Symmetry properties of PDE's are considered within a systematic and unifying scheme: particular attention is devoted to the notion of conditional symmetry, leading to the distinction and a precise characterization of the notions of ``true''…
This work establishes the weak convergence of Euler-Maruyama's approximation for stochastic differential equations (SDEs) with singular drifts under the integrability condition in lieu of the widely used growth condition. This method is…
Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…
We use spin-coherent states as a time-dependent variational ansatz for a semiclassical description of a large family of Heisenberg models. In addition to common approaches we also evaluate the square variance of the Hamiltonian in terms of…
Introducing certain singularities, we generalize the class of one-dimensional stochastic differential equations with so-called generalized drift. Equations with generalized drift, well-known in the literature, possess a drift that is…
We propose a new approach to models of general compressible viscous fluids based on the concept of dissipative solutions. These are weak solutions satisfying the underlying equations modulo a defect measure. A dissipative solution coincides…
We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results concerning existence and uniqueness are obtained under…
In this paper, we study the averaging principle for distribution dependent stochastic differential equations with drift in localized $L^p$ spaces. Using Zvonkin's transformation and estimates for solutions to Kolmogorov equations, we prove…
We consider backward problems for semilinear coupled parabolic systems in bounded domains. We prove conditional stability estimates for linear and semilinear systems of strongly coupled parabolic equations involving general semilinearities.…
We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…
We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and…
We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.
In this paper we explain how the notion of ''weak Dirichlet process'' is the suitable generalization of the one of semimartingale with jumps. For such a process we provide a unique decomposition which is new also for semimartingales: in…
It is a well-known rule of thumb that approximations of stochastic partial differential equations have essentially twice the order of weak convergence compared to the corresponding order of strong convergence. This is already known for many…