Related papers: Local Lipschitz continuity in the initial value an…

We prove the interior and global Lipschitz regularity results for a solution of fully nonlinear equations with $(p,q)$-growth. We prove that for a small gap $q-p$, a solution is locally or globally Lipschitz continuous. We also prove that a…

We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not necessarily uniformly elliptic nor locally Lipschitz continuous nor bounded. Moreover, for each $t$, the solution flow $F_t$ is weakly…

There are numerous applications of the classical (deterministic) Gronwall inequality. Recently, Michael Scheutzow discovered a stochastic Gronwall inequality which provides upper bounds for $p$-th moments, $p\in(0,1)$, of the supremum of…

We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…

We consider integral functionals with slow growth and explicit dependence on u of the lagrangian; this includes many relevant examples, as, for instance, in elastoplastic torsion problems or in image restoration problems. Our aim is to…

We prove the existence and uniqueness of solutions of SDEs with Lipschitz coefficients, driven by continuous, model-free martingales. The main tool in our reasoning is Picard's iterative procedure and a model-free version of the…

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…

We establish the local Lipschitz continuity and the higher differentiability of vector-valued local minimizers of a class of energy integrals of the Calculus of Variations. The main novelty is that we deal with possibly degenerate energy…

This paper is concerned with long-time strong approximations of SDEs with non-globally Lipschitz coefficients.Under certain non-globally Lipschitz conditions, a long-time version of fundamental strong convergence theorem is established for…

We consider integral functionals with fast growth and the lagrangian explicitly depending on $u$. We prove that the local minimizers are locally Lipschitz continuous.

We study pathwise approximation of scalar stochastic differential equations at a single time point or globally in time by means of methods that are based on finitely many observations of the driving Brownian motion. We prove lower error…

In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of solutions in $L^p\ (p>1)$,…

Poincar\'{e}'s classical results [H. Poincar\'{e}, Sur l'int\'{e}gration des \'{e}quations diff\'{e}rentielles du premier order et du premier degr\'{e} I and II, Rend. Circ. Mat. Palermo 5 (1891) 161-191; 11 (1897) 193-239] first provide a…

We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

Numerical methods for stochastic differential equations with non-globally Lipschitz coefficients are currently studied intensively. This article gives an overview of our work for the case that the drift coefficient is potentially…

We prove the local Lipschitz regularity of the local minimizers of scalar integral functionals of the form \begin{equation*} \mathcal{F}(v;\Omega)= \int_{\Omega} f (x, Dv) dx \end{equation*} under $(p,q)$-growth conditions. The main novelty…

In this paper, we study linear backward parabolic SPDEs in bounded domains and present new a priori estimates for their weak solutions. Inspired by the seminal work of Y. Hu, J. Ma and J. Yong from 2002 on strong solutions, we establish…

In this paper, we show that the density in energy of Lipschitz functions in a Sobolev space $N^{1,p}(X)$ holds for all $p\in [1,\infty)$ whenever the space $X$ is complete and separable and the measure is Radon and finite on balls.…

The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…