Related papers: Integrability Conditions for SDEs and Semi-Linear …
The object of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an…
We study the effect of domain perturbation on invariant manifolds for semilinear parabolic equations subject to Dirichlet boundary condition. Under Mosco convergence assumption on the domains, we prove the upper and lower semicontinuity of…
By using the integration by parts formula of a Markov operator, the closability of quadratic forms associated to the corresponding invariant probability measure is proved. The general result is applied to the study of semilinear SPDEs,…
For non-autonomous linear stochastic differential equations (SDEs), we establish that the top Lyapunov exponent is continuous if the coefficients "almost" uniformly converge. For autonomous SDEs, assuming the existence of invariant measures…
This paper investigates the Harnack inequality for nonnegative solutions to second-order parabolic equations in double divergence form. We impose conditions where the principal coefficients satisfy the Dini mean oscillation condition in…
Two new approaches to solving first-order quasilinear elliptic systems of PDEs in many dimensions are proposed. The first method is based on an analysis of multimode solutions expressible in terms of Riemann invariants, based on links…
We consider a class of Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part, and we analyze their numerical discretizations by symplectic methods when the initial value is small in Sobolev norms.…
We consider second-order linear parabolic operators in non-divergence form that are intrinsically defined on Riemannian manifolds. In the elliptic case, Cabr\'e proved a global Krylov-Safonov Harnack inequality under the assumption that the…
We derive the integrability conditions of nonautonomous nonlinear Schr$\rm\ddot o$dinger equations using the Lax Pair and Similarity Transformation methods. We present a comparative analysis of these integrability conditions with those of…
In this paper, the dimension-free Harnack inequality is proved for the associated transition semigroups to a large class of stochastic evolution equations with monotone drifts. As applications, the ergodicity, hyper-(or ultra-)contractivity…
In this paper we prove the existence and uniqueness of strong solutions for SPDE in Hilbert space with locally monotone coefficients, which is a generalization of the classical result of Krylov and Rozovskii for monotone coefficients. Our…
In this paper, we consider a class of variational problems with integral functionals involving nonlocal gradients. These models have been recently proposed as refinements of classical hyperelasticity, aiming for an effective framework to…
We study the most general class of eigenfunction expansions for abstract normal operators with pure point spectrum in a complex Hilbert space. We find sufficient conditions for such expansions to be unconditionally convergent in spaces with…
We establish the Krylov Safonov Harnack inequalities and Holder estimates for fully nonlinear nonlocal operators of non-divergence form on Riemannian manifolds with nonnegative sectional curvatures. To this end, we first define the nonlocal…
In this article, using DiPerna-Lions theory \cite{Di-Li}, we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and…
We consider solutions to some semilinear elliptic equations on complete noncompact Riemannian manifolds and study their classification as well as the effect of their presence on the underlying manifold. When the Ricci curvature is…
In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…
We analyze the concepts of analytically weak solutions of stochastic differential equations (SDEs) in Hilbert spaces with time-dependent unbounded operators and give conditions for existence and uniqueness of such solutions. Our studies are…
We introduce a framework for stochastic differential equations (SDEs) with interaction on compact, connected, $d$-dimensional manifolds. For SDEs whose drift and diffusion coefficients may depend on both the state variable and the empirical…