Related papers: Rough linear transport equation with an irregular …
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.
We investigate the transport equation: $u_t+b \cdot \nabla u=0$. Our result improves the criteria on uniqueness of weak solutions, replacing the classical condition: $\div b \in L_\infty$ by $\div b \in BMO$.
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…
Motivated by applications to fluid dynamics, we study rough differential equations (RDEs) and rough partial differential equations (RPDEs) with non-Lipschitz drifts. We prove well-posedness and existence of a flow for RDEs with Osgood…
We consider the 2D Euler equation with bounded initial vorticity and perturbed by rough transport noise. We show that there exists a unique solution, which coincides with the starting condition advected by the Lagrangian flow. Moreover, the…
Let $u=u(t,{\bf x},{\bf p})$ satisfy the transport equation $\frac {\partial u}{\partial t}+\frac {{\bf p}}{p_0}\frac{\partial u}{\partial{\bf x}}=f$, where $f=f(t,\bf x,\bf p)$ belongs to $ L^{p}((0,T)\times {\bf R}^{3}\times {\bf R}^{3})$…
We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ is a time-dependent vector field which possibly is only a distribution in the space variable. We…
We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…
We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to…
We establish Talagrand's $T_1$ and $T_2$ inequalities for the law of the solution of a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $H>1/2$. We use the $L^2$ metric and the uniform metric on…
We present an innovating sensitivity analysis for stochastic differential equations: We study the sensitivity, when the Hurst parameter~$H$ of the driving fractional Brownian motion tends to the pure Brownian value, of probability…
We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…
We address a slow-fast system of coupled three dimensional Navier--Stokes equations where the fast component is perturbed by an additive Brownian noise. By means of the rough path theory, we establish the convergence in law of the slow…
In this note, we provide a non trivial example of differential equation driven by a fractional Brownian motion with Hurst parameter 1/3 < H < 1/2, whose solution admits a smooth density with respect to Lebesgue's measure. The result is…
In this paper, we investigate Harnack estimates for weak solutions to the following nonlocal equation: $$ \partial_t u = \Delta^{\alpha/2} u + b \cdot \nabla u + f, $$ where $\Delta^{\alpha/2}$ denotes the fractional Laplacian, $b$ is a…
We give meaning to differential equations with a rough path term and a Brownian noise term as driving signals. Such differential equations as well as the question of regularity of the solution map arise naturally and we discuss two…
We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slightly improve existing results and discuss some possible…
In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion. We firstly derive the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck…
We study a two-dimensional incompressible vorticity equation on the torus driven by transport-type fractional Brownian noise with Hurst parameter $H \in (1/2,1)$. The model captures persistent, long-range correlated forcing consistent with…