Related papers: On singular stochastic differential equations and …

We are interested in an anisotropic singular diffusion equation in the plane and in its regularization. We establish existence, uniqueness and basic regularity of solutions to both equations. We construct explicit solutions showing the…

We prove that the weak solution of a uniformly elliptic stochastic differential equation with locally smooth diffusion coefficient and H\"{o}lder continuous drift has a H\"{o}lder continuous density function. This result complements recent…

The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's…

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…

For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…

We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth;…

The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…

We examine a stochastic Landau-Lifshitz-Gilbert equation based on an exchange energy functional containing second-order derivatives of the unknown field. Such regularizations are featured in advanced micromagnetic models recently introduced…

A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…

In this report we investigate the regularity of the solution to the fractional diffusion, advection, reaction equation on a bounded domain in $\mathbb{R}^{1}$. The analysis is performed in the weighted Sobolev spaces, $H_{(a ,…

We study regularity and numerical methods for two-sided fractional diffusion equations with a lower-order term. We show that the regularity of the solution in weighted Sobolev spaces can be greatly improved compared to that in standard…

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

Using analysis for 2-admissible functions in weighted Sobolev spaces and stochastic calculus for possibly degenerate symmetric elliptic forms, we construct weak solutions to a wide class of stochastic differential equations starting from an…

We consider the Dirichlet problem for positively homogeneous, degenerate elliptic, concave (or convex) Hessian equations. Under natural and necessary conditions on the geometry of the domain, with the $C^{1,1}$ boundary data, we establish…

We establish the $L^2$-solvability of Dirichlet, Neumann and regularity problems for divergence-form heat (or diffusion) equations with H\"older-continuous diffusion coefficients, on bounded Lipschitz domains in $\mathbb{R}^n$. This is…

This is the first of a series of papers on the interior regularity of fully nonlinear degenerate elliptic equations. We consider a stochastic optimal control problem in which the diffusion coefficients, drift coefficients and discount…

We study existence and uniqueness of distributional solutions to the differential equation of the Euler-Bernoulli rod with discontinuous coefficients and right-hand side. Upon checking the validity of a solution the occurring products of…