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We provide a general construction scheme for $\mathcal L^p$-strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified regularity assumptions, we construct an associated…
We prove the existence of weak solutions for distribution-dependent stochastic Volterra equations under linear growth and continuity conditions on the coefficients and mild regularity assumptions on the kernels, including singular kernels.…
We show, that under natural assumptions, solutions of Dirichlet problems for uniformly elliptic divergence form operator can be approximated pointwise by solutions of some versions of Robin problems. The proof is based on stochastic…
We consider the problem of constructing weak solutions to the It\^{o} and to the Stratonovich stochastic differential equations having critical-order singularities in the drift and critical-order discontinuities in the dispersion matrix.
The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented…
In this contribution we prove the existence of weak solutions to degenerate parabolic systems arising from the coupled moisture movement, transport of dissolved species and heat transfer through partially saturated porous materials.…
We study the time regularity of local weak solutions of the heat equation in the context of local regular symmetric Dirichlet spaces. Under two basic and rather minimal assumptions, namely, the existence of certain cut-off functions and a…
For scalar fully nonlinear partial differential equations depending on the Hessian andspatial coordinates, we present a general theory for obtaining comparison principles and well posedness for the associated Dirichlet problem with…
We find an explicit form of weak solutions to a Riemann problem for a degenerate semilinear parabolic equation with piecewise constant diffusion coefficient. It is demonstrated that the phase transition lines (free boundaries) correspond to…
A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…
We consider Dirichlet problems for linear elliptic equations of second order in divergence form on a bounded or exterior smooth domain $\Omega$ in $\mathbb{R}^n$, $n \ge 3$, with drifts $\mathbf{b}$ in the critical weak $L^n$-space…
We extend and improve the results in \cite{DK16}: showing that weak solutions to full elliptic equations in divergence form with zero Dirichlet boundary conditions are continuously differentiable up to the boundary when the leading…
We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…
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 $\mathbb R^d$: $$…
We study the regularity and uniqueness of weak solutions of a degenerate parabolic equation, arising as the limit of a stochastic lattice model of self-propelled particles. The angle-average of the solution appears as a coefficient in the…
In a previous paper we considered a class of infinitely degenerate quasilinear equations and derived a priori bounds for high order derivatives of solutions in terms of the Lipschitz norm. We now show that it is possible to obtain bounds…
In this paper we study existence and spectral properties for weak solutions of Neumann and Dirichlet problems associated to second order linear degenerate elliptic partial differential operators $X$, with rough coefficients of the form…
In this paper we consider a very singular elliptic equation that involves an anisotropic diffusion operator, including one-Laplacian, and is perturbed by a $p$-Laplacian-type diffusion operator with $1<p<\infty$. This equation seems…
We analyze the local elliptic regularity of weak solutions to the Dirichlet problem associated with the fractional Laplacian $(-\Delta)^s$ on an arbitrary bounded open set $\Omega\subset\mathbb{R}^N$. For $1<p<2$, we obtain regularity in…