Related papers: On singular stochastic differential equations and …

We prove continuity for bounded weak solutions of a nonlinear nonlocal parabolic type equation associated to a Dirichlet form with a rough kernel. The equation is allowed to be singular at the level zero, and solutions may change sign. If…

We apply improved elliptic regularity results to a concrete symmetric Dirichlet form and various non-symmetric Dirichlet forms with possibly degenerate symmetric diffusion matrix. Given the (non)-symmetric Dirichlet form, using elliptic…

For given strongly local Dirichlet forms with possibly degenerate symmetric (sub)-elliptic matrix, we show the existence of weak solutions to the stochastic differential equations (associated with the Dirichlet forms) starting from all…

We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…

The regular subspaces of a Dirichlet form are the regular Dirichlet forms that inherit the original form but possess smaller domains. The two problems we are concerned are: (1) the existence of regular subspaces of a fixed Dirichlet form,…

We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…

In this article, we study the stochastic aggregation-diffusion equation with a singular drift represented by a monotone radial kernel. We demonstrate the existence and uniqueness of a diffusion process that acts as a weak solution to our…

This paper is concerned with the well-posedness and regularity of the distributional solutions for the stochastic acoustic and elastic scattering problems. We show that the regularity of the solutions depends on the regularity of both the…

We derive some regularity estimates of the solution to a time fractional diffusion equation, that are useful for numerical analysis, and partially unravel the singularity structure of the solution with respect to the time variable.

We describe singular diffusion in bounded subsets $\Omega$ of $\mathbb{R}^n$ by form methods and characterize the associated operator. We also prove positivity and contractivity of the corresponding semigroup. This results in a description…

We develop a quantitative theory of stochastic homogenization in the more general framework of differential forms. Inspired by recent progress in the uniformly elliptic setting, the analysis relies on the study of certain subadditive…

Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…

We study stochastic differential equations with jumps with no diffusion part. We provide some basic stochastic characterizations of solutions of the corresponding non-local partial differential equations and prove the Harnack inequality for…

This paper provides a comprehensive Sobolev regularity theory for the Dirichlet problem of stochastic partial differential equations in $C^{1,\sigma}$ open sets. We consider substantially large classes of nonlocal operators and generalized…

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

The main purpose of this paper is to explore the structure of local and regular Dirichlet forms associated with symmetric linear diffusions. Let $(\mathcal{E},\mathcal{F})$ be a regular and local Dirichlet form on $L^2(I,m)$, where $I$ is…

We focus on open questions regarding the uniqueness of distributional solutions of the fast diffusion equation (FDE) with a given source term. When the source is sufficiently smooth, the uniqueness follows from standard results. Assuming…

In this paper we shall prove the weak convergence of the associated diffusion processes of regular subspaces with monotone characteristic sets for a fixed Dirichlet form. More precisely, given a fixed 1-dimensional diffusion process and a…

We consider the stochastic continuity equation associated to an It\^{o} diffusion with irregular drift and diffusion coefficients. We give regularity conditions under which weak solutions are renormalized in the sense of DiPerna/Lions, and…