English
Related papers

Related papers: Uniqueness for continuity equations in Hilbert spa…

200 papers

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.…

Analysis of PDEs · Mathematics 2016-09-14 Zied Ammari , Quentin Liard

We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue space, and prove the existence and uniqueness of weak solutions for a class of SDEs. To be more precise, let $b: [0,T]\times{\mathbb…

Analysis of PDEs · Mathematics 2017-11-15 Jinlong Wei , Guangying Lv , Jiang-Lun Wu

In this article we prove the existence and uniqueness for degenerate stochastic differential equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized sense. In particular, our result covers the classical…

Probability · Mathematics 2010-09-07 Xicheng Zhang

We consider Dirichlet problems for linear elliptic equations of second order in divergence form on a bounded or exterior smooth domain $\Omega$ in $\mathbb{R}^n$, $n \ge 3$, with drifts $\mathbf{b}$ in the critical weak $L^n$-space…

Analysis of PDEs · Mathematics 2018-11-09 Hyunseok Kim , Tai-Peng Tsai

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

Probability · Mathematics 2023-06-01 Davide Addona , Federica Masiero , Enrico Priola

We establish weak existence and uniqueness for random field solutions of the one-dimensional SPDE \[ d_tX_t = \frac{1}{2}\Delta X_t +h(X_t)+ \sqrt{X_t}\dot{W}, \quad t\geq 0,\] where $\dot{W}$ is space-time white noise and $h$ is a bounded…

Probability · Mathematics 2026-02-03 Leonid Mytnik , Johanna Weinberger

The existence and uniqueness of mild solutions are proved for a class of degenerate stochastic differential equations on Hilbert spaces where the drift is Dini continuous in the component with noise and H\"older continuous of order larger…

Probability · Mathematics 2015-01-20 Feng-Yu Wang , Xicheng Zhang

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

Probability · Mathematics 2022-03-17 Balint Fárkas , Martin Friesen , Barbara Rüdiger , Dennis Schroers

We consider general difference equations $u_{n+1} = F(u)_n$ for $n \in \mathbb{Z}$ on exponentially weighted $\ell_2$ spaces of two-sided Hilbert space valued sequences $u$ and discuss initial value problems. As an application of the…

Dynamical Systems · Mathematics 2018-10-05 Konrad Kitzing , Rainer Picard , Stefan Siegmund , Sascha Trostorff , Marcus Waurick

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…

Probability · Mathematics 2019-12-17 Lisa Beck , Franco Flandoli , Massimiliano Gubinelli , Mario Maurelli

We consider the unique continuation properties of asymptotically Anti-de Sitter spacetimes by studying Klein-Gordon-type equations $\Box_g \phi + \sigma \phi = \mathcal{G} ( \phi, \partial \phi )$, $\sigma \in \mathbb{R}$, on a large class…

General Relativity and Quantum Cosmology · Physics 2016-09-14 Gustav Holzegel , Arick Shao

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…

Functional Analysis · Mathematics 2021-10-26 Georgy Chargaziya , Alexei Daletskii

An inverse problem of finding an obstacle and the boundary condition on its surface from the fixed-energy scattering data is studied. A new method is developed for a proof of the uniqueness results. The method does not use the discreteness…

Mathematical Physics · Physics 2007-05-23 A. G. Ramm

This paper is devoted to existence and uniqueness results for classes of nonlinear diffusion equations (or systems) which may be viewed as regular perturbations of Wasserstein gradient flows. First, in the case. where the drift is a…

Analysis of PDEs · Mathematics 2015-05-07 Guillaume Carlier , Maxime Laborde

We prove uniqueness in law for possibly degenerate SDEs having a linear part in the drift term. Diffusion coefficients corresponding to non-degenerate directions of the noise are assumed to be continuous. When the diffusion part is constant…

Probability · Mathematics 2014-09-03 Enrico Priola

For the fractional Laplace equation, a surprising observation is the non-uniqueness for the basic Dirichlet type problems. In this paper, a somewhat sharp uniqueness condition for the fractional Laplace equation is established. We derive…

Analysis of PDEs · Mathematics 2024-12-16 Congming Li , Chenkai Liu

We investigate uniqueness, in suitable weighted Lebesgue spaces, of solutions to a class of fractional parabolic and elliptic equations with a drift.

Analysis of PDEs · Mathematics 2022-04-21 Giulia Meglioli , Fabio Punzo

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

Probability · Mathematics 2015-01-13 Feng-Yu Wang

We establish, in a rather general setting, an analogue of DiPerna-Lions theory on well-posedness of flows of ODE's associated to Sobolev vector fields. Key results are a well-posedness result for the continuity equation associated to…

Functional Analysis · Mathematics 2014-12-02 Luigi Ambrosio , Dario Trevisan

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,…

Probability · Mathematics 2019-12-17 Martin Bauer , Thilo Meyer-Brandis