Related papers: On singular stochastic differential equations and …
In this paper we address the regularity issues of drift-diffusion equation with nonlocal diffusion, where the diffusion operator is in the realm of stable-type L\'evy operator and the velocity field is defined from the considered quantity…
We consider a wide class of fully nonlinear integro-differential equations that degenerate when the gradient of the solution vanishes. By using compactness and perturbation arguments, we give a complete characterization of the regularity of…
In this paper we obtain interior regularity estimates for viscosity solutions of nonlocal Dirichlet problems that degenerate when the gradient of the solution vanishes. Interior H\"older estimates are obtained when the order of the…
In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…
We prove existence, uniqueness and regularity of solutions of nonlocal heat equations associated to anisotropic stable diffusion operators. The main features are that the right-hand side has very few regularity and that the spectral measure…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We consider the singular limit of a bistable reaction diffusion equation in the case when the velocity of the traveling wave solution depends on the space variable and converges to a discontinuous function. We show that the family of…
The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…
Differentiability of semigroups is useful for many applications. Here we focus on stochastic differential equations whose diffusion coefficient is the square root of a differentiable function but not differentiable itself. For every…
A general system of several ordinary differential equations coupled with a reaction-diffusion equation in a bounded domain with zero-flux boundary condition is studied in the context of pattern formation. These initial-boundary value…
This paper focuses on the study of semilinear fractional diffusion-wave equations in the context of critical nonlinearities. Firstly, we address the issue of local well-posedness for the problem, examine spatial regularity, and the…
We begin by reviewing some probabilistic results about the Dirichlet Process and its close relatives, focussing on their implications for statistical modelling and analysis. We then introduce a class of simple mixture models in which…
A system of boundary-domain integral equations is derived from the bidimensional Dirichlet problem for the diffusion equation with variable coefficient using the novel parametrix from [22] different from the one in [5,18]. Mapping…
We derive the solvability and regularity of the Dirichlet problem for fully non-linear elliptic equations possibly with degenerate right-hand side on Hermitian manifolds, through establishing a quantitative version of boundary estimate…
We study regularity for a parabolic problem with fractional diffusion in space and a fractional time derivative. Our main result is a De Giorgi-Nash-Moser Holder regularity theorem for solutions in a divergence form equation. We also prove…
We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…
We study mean field stochastic differential equations with a diffusion coefficient that depends on the distribution function of the unknown process in a discontinuous manner, which is a type of distribution dependent regime switching. To…
Mathematical diffraction theory is concerned with the analysis of the diffraction image of a given structure and the corresponding inverse problem of structure determination. In recent years, the understanding of systems with continuous and…
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 the context of mathematical modeling, it is sometimes convenient to integrate models of different nature. These types of combinations, however, might entail difficulties even when individual models are well-understood, particularly in…