Related papers: Some remarks on Davie's uniqueness theorem
In this paper we give simple extension and uniqueness theorems for restricted additive and logarithmic functional equations.
In this paper, we establish a general discrete Fourier restriction theorem. As an application, we make some progress on the discrete Fourier restriction associated with KdV equation.
A new proof of a pathwise uniqueness result of Krylov and R\"{o}ckner is given. It concerns SDEs with drift having only certain integrability properties. In spite of the poor regularity of the drift, pathwise continuous dependence on…
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.…
We investigate the well-posedness of following McKean-Vlasov equation in $\mathbb{R}^d$: \[ \mathrm{d} X_t=\sigma(t,X_t, \mu_{X_t})\mathrm{d} W_t+b(t, X_t, \mu_{X_t}) \mathrm{d} t, \] where $\mu_{X_t}$ is the law of $X_t$. The existence of…
We prove that joint uniqueness in law and the existence of a strong solution imply pathwise uniqueness for variational solutions to stochastic partial differential equations of the form \begin{align*}…
We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…
It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted.…
We address two pressing questions in the theory of the Korteweg--de Vries (KdV) equation. First, we show the uniqueness of solutions to KdV that are merely bounded, without any further decay, regularity, periodicity, or almost periodicity…
It is conjectured that for any fixed relatively prime positive integers $a,b$ and $c$ all greater than 1 there is at most one solution to the equation $a^x+b^y=c^z$ in positive integers $x,y$ and $z$, except for specific cases. We develop…
In the paper, we investigate the uniqueness problem of entire functions concerning their linear differential polynomial in shift and obtain three results which improve and generalize the recent result due to Qi (Ann. Polon. Math., 102…
We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the…
This paper provides a direct method of establishing the existence and uniqueness of saddle-node bifurcations for nonlinear equations in general domains. The method employs the scaled extended quotient whose saddle points correspond to the…
We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the…
For a mixed stochastic differential equation involving standard Brownian motion and an almost surely H\"older continuous process $Z$ with H\"older exponent $\gamma>1/2$, we establish a new result on its unique solvability. We also establish…
In this article, a class of second order differential equations on [0,1], driven by a general H\"older continuous function and with multiplicative noise, is considered. We first show how to solve this equation in a pathwise manner, thanks…
By combining the formalism of \cite{RHE} with a discrete approach close to the considerations of \cite{Davie}, we interpret and solve the rough partial differential equation $dy_t=A y_t \, dt+\sum_{i=1}^m f_i(y_t) \, dx^i_t$ ($t\in [0,T]$)…
Using Carleman estimates, we give a lower bound for solutions to the discrete Schr\"odinger equation in both dynamic and stationary settings that allows us to prove uniqueness results, under some assumptions on the decay of the solutions.
We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of…
We show pathwise uniqueness of multiplicative SDEs, in arbitrary dimensions, driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ with volatility coefficient $\sigma$ that is at least $\gamma$-H\"older continuous for…