Related papers: Uniqueness of Stable Processes with Drift

We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…

We study uniqueness of mild solutions to the two--dimensional incompressible Navier-Stokes equations on the torus in borderline spatial classes. While Lorentz-space methods yield uniqueness in $C([0,T);L^{2,1}(\mathbb{T}^2))$ via real…

This work is devoted to long-time properties of the Arratia flow with drift -- a stochastic flow on $\mathbb{R}$ whose one-point motions are weak solutions to a stochastic differential equation $dX(t)=a(X(t))dt+dw(t)$ that move…

We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the $L^d$ class, the weak…

We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is…

Let $q(x)$ be real-valued compactly supported sufficiently smooth function. It is proved that the scattering data $A(-\beta,\beta,k)$ $\forall \beta\in S^2$, $\forall k>0,$ determine $q$ uniquely.

We generalise and sharpen several recent results in the literature regarding the existence and complete classification of the isolated singularities for a broad class of nonlinear elliptic equations of the form \begin{equation} -{\rm…

The martingale characterizes a kind of fairness or unbiased nature of the stochastic process which is associated with another stochastic process. If $x_t$ evolves according to the Langevin equation whose mean drift is $a_t$ as function of…

In this paper, we study the following time-dependent stochastic differential equation (SDE) in ${\bf R}^d$: $$ d X_{t}= \sigma_t(X_{t-}) d Z_t + b_t(X_{t})d t, \quad X_{0}=x\in {\bf R}^d, $$ where $Z$ is a $d$-dimensioanl nondegenerate…

We construct a strong Feller process associated with $-\Delta + \sigma \cdot \nabla$, with drift $\sigma$ in a wide class of measures (weakly form-bounded measures, e.g. combining weak $L^d$ and Kato class measure singularities), by…

We consider the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, driven by cylindrical $\alpha$-stable process $Z_t$ in $R^d$, where $\alpha \in (0,1)$ and $d \ge 2$. We assume that the determinant of $A(x) =…

We consider the stochastic differential equation $$ X_t = x_0 + \int_0^t f(X_s)ds + \int_0^t\sigma(X_s)dB^{H}_s,$$ with $x_0 \in \mathbb{R}^d$, $d \geq 1$, $f: \mathbb{R}^d \rightarrow \mathbb{R}^d$ is bounded continuous, $\sigma:…

We prove that for every locally stable and tempered pair potential $\phi$ with bounded range, there exists a unique infinite-volume Gibbs point process on $\mathbb{R}^d$ for every activity $\lambda < (e^{L} \hat{C}_{\phi})^{-1}$, where $L$…

We consider the stochastic electrokinetic flow in a smooth bounded domain $\mathcal{D}$, modelled by a Nernst-Planck-Navier-Stokes system with a blocking boundary conditions for ionic species concentrations, perturbed by multiplicative…

In this note we study the 2d stochastic quasi-geostrophic equation in $\mathbb{T}^2$ for general parameter $\alpha\in (0,1)$ and multiplicative noise. We prove the existence of martingale solutions and pathwise uniqueness under some…

In this note we show that if a continuous-time, nonlinear, time-invariant, finite-dimensional system evolves on a compact subset of Rn and if the Jacobian of the vector field is Hurwitz at each point of the compact set, then there is a…

We prove global existence and uniqueness of solutions of Oldroyd-B systems with relatively small data in $\Rr^d$, in a large functional setting ($C^{\alpha}\cap L^1$). This is a stability result, solutions select an equilibrium and converge…

We prove weak uniqueness for admissible solutions of It\^o's equations with uniformly nondegenerate $a$ which is almost in VMO and $b$ in a Morrey class of functions with low integrability property. If $b\in L_{d}$ any solution is…

Stability of the value function and the set of minimizers w.r.t. the given data is a desirable feature of optimal transport problems. For the classical Kantorovich transport problem, stability is satisfied under mild assumptions and in…

We prove existence and uniqueness of strong solutions for a class of second-order stochastic PDEs with multiplicative Wiener noise and drift of the form $\operatorname{div} \gamma(\nabla \cdot)$, where $\gamma$ is a maximal monotone graph…