Related papers: Weak Well Posedness for Hypoelliptic Stochastic Di…

We investigate uniqueness of weak solutions for a system of partial differential equations capturing behavior of magnetoelastic materials. This system couples the Navier-Stokes equations with evolutionary equations for the deformation…

We consider the one-dimensional stochastic differential equation \begin{equation*} X_t = x_0 + L_t + \int_0^t \mu(X_s)ds, \quad t \geq 0, \end{equation*} where $\mu$ is a finite measure of Kato class $K_{\eta}$ with $\eta \in (0,\alpha-1]$…

We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functionals f. Based on tools from functional It\^o calculus, such…

The paper investigates existence and uniqueness for a stochastic differential equation (SDE) with distributional drift depending on the law density of the solution. Those equations are known as McKean SDEs. The McKean SDE is interpreted in…

In this paper we show the weak differentiability of the unique strong solution with respect to the starting point $x$ as well as Bismut-Elworthy-Li's derivative formula for the following stochastic differential equation in $\mathbb R^d$: $$…

In this paper we are interested in a quasi-linear hyperbolic stochastic differential equation (HSPDE) when the vector field is merely bounded and measurable. Although the deterministic counterpart of such equation may be ill-posed (in the…

We study a fractional $p$-Laplace equation involving a variable exponent singular nonlinearity in the framework of the Heisenberg group. We first establish the existence and regularity of weak solutions. In the case of a constant singular…

We obtain an estimate for the H\"older continuity exponent for weak solutions to the following elliptic equation in divergence form: \[ \mathrm{div}(A(x)\nabla u)=0 \qquad\mathrm{in\}\Omega, \] where $\Omega$ is a bounded open subset of…

We prove the non-uniqueness of weak solutions to 3D hyper viscous and resistive MHD in the class $L^\gamma_tW^{s,p}_x$, where the exponents $(s,\gamma,p)$ lie in two supercritical regimes. The result reveals that the scaling-invariant…

In this paper we consider stochastic differential equations with discontinuous diffusion coefficient of varying sign, for which weak existence and uniqueness holds but strong uniqueness fails. We introduce the notion of $\varphi $-strong…

The well-posedness of nonlocal elliptic equation with singular drift is investigated in Besov-H\"older spaces. As an application, we show the existence and uniqueness for corresponding martingale problem. Moreover, we prove that the one…

A class of stochastic parabolic equations with singular potentials is analysed in the chaos expansion setting where the Wick product is used to give sense to the product of generalized stochastic processes. For the analysis of such…

We prove unique weak solvability and Feller property for stochastic differential equations with drift in a large class of time-dependent vector fields. This class contains, in particular, the critical Ladyzhenskaya-Prodi-Serrin class, the…

We prove the unique weak solvability of stochastic differential equations with time-inhomogeneous drift in essentially the largest (scaling-invariant) Morrey class, i.e.\,with integrability parameter $q>1$ close to $1$. The constructed weak…

In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise…

We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not necessarily uniformly elliptic nor locally Lipschitz continuous nor bounded. Moreover, for each $t$, the solution flow $F_t$ is weakly…

We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…

In this article we prove the existence and uniqueness for degenerate stochastic differential equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized sense. In particular, our result covers the classical…

In this paper we prove well-posedness and stabibility of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.

We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…