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Sampling invariant distributions from an It\^o diffusion process presents a significant challenge in stochastic simulation. Traditional numerical solvers for stochastic differential equations require both a fine step size and a lengthy…

We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…

Bounded weak solutions to a particular class of degenerate parabolic cross-diffusion systems are shown to coincide with the unique strong solution determined by the same initial condition on the maximal existence interval of the latter. The…

Let $U,H$ be two separable Hilbert spaces. The main goal of this paper is to study the weak uniqueness of the Stochastic Differential Equation evolving in $H$ \begin{align*} dX(t)=AX(t)dt+\mathcal{V}B(X(t))dt+GdW(t), \quad t>0, \quad X(0)=x…

We show weak convergence of quantile and expectile processes to Gaussian limit processes in the space of bounded functions endowed with an appropriate semimetric which is based on the concepts of epi- and hypo convergence as introduced in…

In this paper, the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations are obtained under a weak H\"{o}rmander condition. The approach relies on the apriori…

We establish weak-strong uniqueness and stability properties of renormalised solutions to a class of energy-reaction-diffusion systems. The systems considered are motivated by thermodynamically consistent models, and their formal entropy…

We introduce a novel concept of dissipative measure-valued martingale solution to the stochastic Euler equations describing the motion of an inviscid incompressible fluid. These solutions are characterized by a parametrized Young measure…

In this paper, we establish the weak averaging principle for stochastic functional partial differential equations (in short, SFPDEs) with H$\ddot{\text{o}}$lder continuous coefficients and infinite delay by a new generalized coupling…

We introduce and test methods for the calibration of the diffusion term in Stochastic Partial Differential Equations (SPDEs) describing fluids. We take two approaches, one uses ideas from the singular value decomposition and the Biot-Savart…

In this paper, we show the weak and strong well-posedness of density dependent stochastic differential equations driven by $\alpha$-stable processes with $\alpha \in(1,2)$. The existence part is based on Euler's approximation as…

In this paper, by utilizing Wang's Harnack inequality with power and the Banach fixed point theorem, the weak well-posedness for McKean-Vlasov SDEs with integrable drift is investigated. In addition, using the decoupled method, some…

We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…

Weak-strong uniqueness property in the class of finite energy weak solutions is established for two different compressible liquid crystal systems by the method of relative entropy. To overcome the difficulties caused by the molecular…

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…

A convergence theorem for the continuous weak approximation of the solution of stochastic differential equations by general one step methods is proved, which is an extension of a theorem due to Milstein. As an application, uniform second…

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

We develop a class of non-Gaussian translation processes that extend classical stochastic differential equations (SDEs) by prescribing arbitrary absolutely continuous marginal distributions. Our approach uses a copula-based transformation…

We revisit a classical continuum model for the diffusion of multiple species with size-exclusion constraint, which leads to a degenerate nonlinear cross-diffusion system. The purpose of this article is twofold: first, it aims at a…

We demonstrate a new type of weak measurement based on the dynamics of spontaneous emission. The pointer in our scheme is given by the Lorentzian distribution characterizing atomic exponential decay via emission of a single photon. We thus…