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There has been a great deal of recent interest in learning and approximation of functions that can be expressed as expectations of a given nonlinearity with respect to its random internal parameters. Examples of such representations include…
We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…
Diffusion-based generative models employ stochastic differential equations (SDEs) and their equivalent probability flow ordinary differential equations (ODEs) to establish a smooth transformation between complex high-dimensional data…
We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…
Neural Differential Equations (NDEs) excel at modeling continuous-time dynamics, effectively handling challenges such as irregular observations, missing values, and noise. Despite their advantages, NDEs face a fundamental challenge in…
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…
This paper investigates the existence, uniqueness, and regularity of solutions to evolution equations with time-measurable pseudo-differential operators in weighted mixed-norm Sobolev-Lipschitz spaces. We also explore trace embedding and…
A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…
Similarity solutions play an important role in many fields of science: we consider here similarity in stochastic dynamics. Important issues are not only the existence of stochastic similarity, but also whether a similarity solution is…
Stochastic differential equations (SDEs) are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to…
A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
We consider a class of semilinear stochastic evolution equations driven by an additive cylindrical stable noise.We investigate structural properties of the solutions like Markov, irreducibility, stochastic continuity, Feller and strong…
We shall study special regularity properties of solutions to some nonlinear dispersive models. The goal is to show how regularity on the initial data is transferred to the solutions. This will depend on the spaces where regularity is…
In this article, we study the regularity of solutions to inhomogeneous time-fractional evolution equations involving anisotropic non-local operators in mixed-norm Sobolev spaces of variable order, with non-trivial initial conditions. The…
Delattre et al. (2013) considered n independent stochastic differential equations (SDEs), where in each case the drift term is associated with a random effect, the distribution of which depends upon unknown parameters. Assuming the…
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…
Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood in the literature. Weak convergence rates for time-discrete…
This paper is concerned with the regularity of solutions to linear and nonlinear evolution equations extending our findings in [22] to domains of polyhedral type. In particular, we study the smoothness in the specific scale…
We establish the higher differentiability of solutions to a class of obstacle problems for integral functionals where the convex integrand f satisfies p-growth conditions with respect to the gradient variable. We derive that the higher…