Related papers: Support theorem for a singular semilinear stochast…
This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…
A procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos expansion. Existence and uniqueness of this Wiener Chaos solution is established for…
We study the global existence of the singular nonlinear parabolic Anderson model equation on $2$-dimensional tours $\mathbb{T}^2$. The method is based on paracontrolled distribution and renormalization. After split the original nonlinear…
In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…
We introduce several notions of generalised principal eigenvalue for a linear elliptic operator on a general unbounded domain, under boundary condition of the oblique derivative type. We employ these notions in the stability analysis of…
We establish a notion of universality for the parabolic Anderson model via an invariance principle for a wide family of parabolic stochastic partial differential equations. We then use this invariance principle in order to provide an…
We obtain a generalisation of the Stroock-Varadhan support theorem for a large class of systems of subcritical singular stochastic PDEs driven by a noise that is either white or approximately self-similar. The main problem that we face is…
In a recent paper the first coauthor presented a new parabolic extension (PADM) of the standard 3+1 Arnowitt, Deser, Misner formulation of the equations of general relativity. By parabolizing first-order ADM in a certain way, the PADM…
We present a series of recent results on the well-posedness of very singular parabolic stochastic partial differential equations. These equations are such that the question of what it even means to be a solution is highly non-trivial. This…
In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify these as the solutions of coupled forward-backward infinite horizon stochastic integral equations in general…
We propose a variational approach to solve Cauchy problems for parabolic equations and systems independently of regularity theory for solutions. This produces a universal and conceptually simple construction of fundamental solution…
We obtain sufficient conditions ensuring the existence of a uniformly continuous and H\"older continuous homeomorphism between the solutions of a linear system of differential equations with piecewise constant argument of generalized type…
This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An $L^p$-theory is given for the Cauchy problem of BSPDEs, separately for the case of $p\in (1,2]$ and…
The paper is mainly devoted to systematic developments and applications of geometric aspects of second-order variational analysis that are revolved around the concept of parabolic regularity of sets. This concept has been known in…
The parabolic Anderson model (PAM) is one of the most interesting and challenging SPDEs related to various physical phenomena, and can be described mathematically as a stochastic heat equation driven by linear multiplicative noise. In this…
In this paper, we establish the Stroock-Varadhan type support theorems for stochastic differential equations (SDEs) under Lyapunov conditions, which significantly improve the existing results in the literature where the coefficients of the…
In [1] a detailed analysis was given of the large-time asymptotics of the total mass of the solution to the parabolic Anderson model on a supercritical Galton-Watson random tree with an i.i.d. random potential whose marginal distribution is…
We consider the Anderson Hamiltonian (AH) and the parabolic Anderson model (PAM) with white noise and Dirichlet boundary condition on a bounded planar domain $D\subset\mathbb R^2$. We compute the small time asymptotics of the AH's…
A generalized Benjamin-Bona-Mahony (gBBM) equation subject to the periodic boundary condition is studied in this paper. Based on a new infinite dimensional Kolomogorov-Arnold-Moser (KAM) theorem with normal frequencies of finite…
This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…