Related papers: Local Lipschitz continuity in the initial value an…
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…
We study a quite general class of stochastic dispersive equations with linear multiplicative noise, including especially the Schr\"odinger and Airy equations. The pathwise Strichartz and local smoothing estimates are derived here in both…
For $\Omega\subseteq\mathbb{R}^{n}$ an open and bounded region we consider solutions $u\in W_{\text{loc}}^{1,p(x)}\big(\Omega;\mathbb{R}^{N}\big)$, with $N>1$, of the $p(x)$-Laplacian system \begin{equation}…
We establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equations (SDEs) under mild assumptions on the coefficients. Our…
The goal of this article is to establish local Lipschitz continuity of weak solutions for a class of degenerated elliptic equations of divergence form, in the Heisenberg Group. The considered hypothesis for the growth and ellipticity…
The present paper is devoted to the study of spectral properties of random Schroedinger operators. Using a finite section method for Toeplitz matrices, we prove a Wegner estimate for some alloy type models where the single site potential is…
In Hilbert space setting we prove local lipchitzness of projections onto parametric polyhedral sets represented as solutions to systems of inequalities and equations with parameters appearing both in left-hand-sides and right-hand-sides of…
In this paper we study strong approximation of the solution of a scalar stochastic differential equation (SDE) at the final time in the case when the drift coefficient may have discontinuities in space. Recently it has been shown in…
We prove logarithmic conditional stability up to the final time for backward-parabolic operators whose coefficients are Log-Lipschitz continuous in $t$ and Lipschitz continuous in $x$. The result complements previous achievements of Del…
Recently a lot of effort has been invested to analyze the $L_p$-error of the Euler-Maruyama scheme in the case of stochastic differential equations (SDEs) with a drift coefficient that may have discontinuities in space. For scalar SDEs with…
We consider the stability of Robust Optimization problems with respect to perturbations in their uncertainty sets. We focus on Linear Optimization problems, including those with a possibly infinite number of constraints, also known as…
The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time change given by an inverse subordinator. SDEs to be considered are unique…
We consider the derivative nonlinear Schr\"odinger equation on the real line, with a background function $\psi(t,x)\in L^\infty(\mathbb{R}^2)$ that satisfies suitable conditions. Such a function may, for example, be a non-decaying solution…
We consider the Cauchy problem for the spatially inhomogeneous non-cutoff Boltzmann equation with polynomially decaying initial data in the velocity variable. We establish short-time existence for any initial data with this decay in a fifth…
We study averaging for Stochastic Differential Equations (SDEs) and Poisson equations. We succeed in obtaining a uniform in time (UiT) averaging result, with a rate, for fully coupled SDE models with super-linearly growing coefficients.…
We study Malliavin differentiability of solutions to sub-critical singular parabolic stochastic partial differential equations (SPDEs) and we prove the existence of densities for a class of singular SPDEs. Both of these results are…
Let $(X,d)$ be a pathwise connected metric space equipped with an Ahlfors $Q$-regular measure $\mu$, $Q\in[1,\infty)$. Suppose that $(X,d,\mu)$ supports a 2-Poincar\'e inequality and a Sobolev-Poincar\'e type inequality for the…
This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…
This paper is dedicated to the analysis of forward backward stochastic differential equations driven by a L{\'e}vy process. We assume that the generator and the terminal condition are path-dependent and satisfy a local Lipschitz condition.…
We study the continuity of weak solutions for quasilinear elliptic systems with source terms of critical growth arising from a transport-energy structure. The latter occurs frequently in connection with the first balance principles of…