Related papers: A Schauder estimate for stochastic PDEs
We prove sharp Strichartz estimates for the semi-classical Schrodinger equation on a compact manifold with smooth, strictly geodesically concave boundary. We deduce sharp (classical) Strichartz estimates for the Schrodinger equation outside…
In this paper, we are concerned with the estimates for the moments of stochastic convolution integrals. We first deal with the stochastic singular integral operators and we aim to derive the Morrey-Campanato estimates for the $p$-moments…
We investigate existence, uniqueness and approximation of solutions to stochastic delay differential equations (SDDEs) under Carath\'eodory-type drift coefficients. Moreover, we also assume that both drift $f=f(t,x,z)$ and diffusion…
In this paper, we investigate an ill-posed Cauchy problem involving a stochastic parabolic equation. We first establish a Carleman estimate for this equation. Leveraging this estimate, we derive the conditional stability and convergence…
The goal of the paper is to show, under possibly weak assumptions, that the function given by the Feynman-Kac formula is a classical solution of the associated Kolmogorov equation. We also show that although this solution is unbounded it…
A new method to compute Schauder Estimates for multidimensional fourth order heat-type equations is proposed. In particular, we show how knowing Schauder or Sobolev estimates for the one-dimensional fourth order heat equation allows to…
In this note, we study solutions to semiclassical Schrodinger equations on a real analytic manifold with a real analytic potential and prove the semiclassical version of Cauchy estimates on derivatives. As an application, we use Donnelly…
Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…
We study the Cauhcy problem for space-time fractional nonlinear Schr\"odinger equation with a general nonlinearity. We prove the local well-posedness of it in fractional Sobolev spaces based on the decay estimates and H\"older type…
Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the equation can be degenerate. Some generalized solutions…
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…
In this paper we study the regularity of non-linear parabolic PDEs and stochastic PDEs on metric measure spaces admitting heat kernels. In particular we consider mild function solutions to abstract Cauchy problems and show that the unique…
We consider the Cauchy problem for strictly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that the problem is $L^2$ well-posed in the case of Lipschitz…
The Cauchy- and periodic boundary value problem for the nonlinear Schroedinger equations in $n$ space dimensions [u_t - i\Delta u = (\nabla \bar{u})^{\beta}, |\beta|=m \ge 2, u(0)=u_0 \in H^{s+1}_x] is shown to be locally well posed for $s…
In this paper we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monotonicity condition) and the convergence of its numerical…
We obtain Schauder estimates for a class of concave fully nonlinear nonlocal parabolic equations of order $\sigma\in (0,2)$ with rough and non-symmetric kernels. As a application, we prove that the solution to a translation invariant…
We show how H\"older estimates for Feller semigroups can be used to obtain regularity results for solutions to the Poisson equation $Af=g$ associated with the (extended) infinitesimal generator $A$ of a Feller process. The regularity of $f$…
Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…
We consider a general class of $L^2$-valued stochastic processes that arise primarily as solutions of parabolic SPDEs on p.c.f. fractals. Using a Kolmogorov-type continuity theorem, conditions are found under which these processes admit…