Related papers: On singular stochastic differential equations and …
We are interested in the uniqueness of solutions of a nonlinear, pseudomonotone, stochastic diffusion evolution problem with homogeneous Dirichlet boundary conditions with reflection, where the noise term is additive and given by a…
This is a study of a class of nonlocal nonlinear diffusion equations. We present a strong maximum principle for nonlocal time-dependent Dirichlet problems. Results are for bounded functions of space, rather than (semi)-continuous functions.…
The well-posedness for SDEs with singularity in both space and distribution variables is derived, where the interacting drift term is bounded and Lipschitz continuous under total variation distance and the diffusion term is allowed to be…
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…
The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general…
In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than…
We review recent contributions on nonlinear Dirichlet forms. Then, we specialise to the case of 2-homogeneous and local forms. Inspired by the theory of Finsler manifolds and metric measure spaces, we establish new properties of such…
The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. In particular, such problems describe chemical reactions and biological processes in which…
We provide examples of initial data which saturate the enhanced diffusion rates proved for general shear flows which are H\"{o}lder regular or Lipschitz continuous with critical points, and for regular circular flows, establishing the…
We present a series of recent results on the well-posedness of very singular parabolic stochastic partial differential equations. These equations are such that the question of what it even means to be a solution is highly non-trivial. This…
The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. Such problems describe biological processes and chemical reactions in which diffusive and…
This paper is a continuation of [26]. Here theorems on conditional uniqueness and regularity for solutions to stochastic Navier-Stokes equations in $\mathbb R^d$ are presented.
We prove the solvability of It\^o stochastic equations with uniformly nondegenerate, bounded, measurable diffusion and drift in $L_{d+1}(\mathbb{R}^{d+1})$. Actually, the powers of summability of the drift in $x$ and $t$ could be different.…
A linear stochastic continuity equation with non-regular coefficients is considered. We prove existence and uniqueness of strong solution, in the probabilistic sense, to the Cauchy problem when the vector field has low regularity, in which…
The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the…
In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
Some little considerations concerning the application of the Theory of Dirichlet Forms to stocastic variational principle on riemannian manifolds are performed
The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…
We show regularity properties of local densities of solutions of stochastic differential equations (SDEs) with the Fourier analytic approach. With this simple method, statements that were previously derived with approaches using Malliavin…