Related papers: Weak Well Posedness for Hypoelliptic Stochastic Di…

This paper provides a detailed analysis of the Dirichlet boundary value problem for linear elliptic equations in divergence form with $L^p$-general drifts, where $p \in (d, \infty)$, and non-negative $L^1$-zero-order terms. Specifically, by…

Motivated by recent results on the (possibly conditional) regularity for time-dependent hypoelliptic equations, we prove a parabolic version of the Poincar\'e inequality, and as a consequence, we deduce a version of the classical Moser…

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

By using the It\^{o}-Tanaka trick, we prove the unique strong solvability as well as the gradient estimates for stochastic differential equations with irregular drifts in low regularity Lebesgue-H\"{o}lder space $L^q(0,T;{\mathcal…

This work revisits the well-posedness of non-degenerate McKean-Vlasov stochastic differential equations with H\"older continuous coefficients, recently established by Chaudru de Raynal. We provide a streamlined and direct proof that…

We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive L\'evy noise. We first derive a representation formula for the error which we then…

We emphasize that for a stochastic differential equation with isotropic stable additive noise and non Lipschitz drift, when considering an appropriate discretization scheme and the associated weak error, it is somehow natural to consider a…

We consider numerical approximations of stochastic differential equations by the Euler method. In the case where the SDE is elliptic or hypoelliptic, we show a weak backward error analysis result in the sense that the generator associated…

We consider stochastic semi-linear evolution equations which are driven by additive, spatially correlated, Wiener noise, and in particular consider problems of heat equation (analytic semigroup) and damped-driven wave equations (bounded…

Motivated by Girsanov's nonuniqueness examples for SDEs, we prove nonuniqueness for the parabolic stochastic partial differential equation (SPDE) \[\frac{\partial u}{\partial t}=\frac{\Delta}{2}u(t,x)…

We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…

Strong and weak approximation errors of a spatial finite element method are analyzed for stochastic partial differential equations(SPDEs) with one-sided Lipschitz coefficients, including the stochastic Allen--Cahn equation, driven by…

We establish a weak-strong uniqueness principle for the two-phase Mullins-Sekerka equation in the plane: As long as a classical solution to the evolution problem exists, any weak De Giorgi type varifold solution (see for this notion the…

In this paper, we prove that there exists a unique weak solution to the mixed boundary value problem for a general class of semilinear second order elliptic partial differential equations with singular coefficients. Our approach is…

We investigate a quasi-static-antiplane contact problem, examining a thermo-electro-visco-elastic material with a friction law dependent on the slip rate, assuming that the foundation is electrically conductive. The mechanical problem is…

We prove that $L^2$ weak solutions to hypoelliptic equations with bounded measurable coefficients are H\"older continuous. The proof relies on classical techniques developed by De Giorgi and Moser together with the averaging lemma and…

We propose a new numerical method for one dimensional stochastic differential equations (SDEs). The main idea of this method is based on a representation of a weak solution of a SDE with a time changed Brownian motion, dated back to Doeblin…

In this paper, we prove pathwise uniqueness for stochastic systems of McKean-Vlasov type with singular drift, even in the measure argument, and uniformly non-degenerate Lipschitz diffusion matrix. Our proof is based on Zvonkin's…

In this note we establish existence and uniqueness of weak solutions of linear elliptic equation $\text{div}[\mathbf{A}(x) \nabla u] = \text{div}{\mathbf{F}(x)}$, where the matrix $\mathbf{A}$ is just measurable and its skew-symmetric part…

Using elliptic and parabolic regularity results in $L^p$-spaces and generalized Dirichlet form theory, we construct for every starting point weak solutions to SDEs in $\mathbb{R}^d$ up to their explosion times including the following…