Related papers: Strong solution for stochastic transport equations…

In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst…

In this paper, we investigate the stochastic differential equation on $\mathbb{R}^d,d\geq2$: \begin{align*} \dif X_t&=v(t,X_t)\dif t+\sqrt{2} \dif W_t. \end{align*} For any finite collection of initial probability measures…

We study systems of stochastic differential equations describing positions x_1,x_2,...,x_p of p ordered particles, with inter-particles repulsions of the form H_{ij}(x_i,x_j)/(x_i-x_j). We show the existence of strong and pathwise unique…

We consider the one-dimensional stochastic differential equation \begin{equation*} X_t = x_0 + L_t + \int_0^t \mu(X_s)ds, \quad t \geq 0, \end{equation*} where $\mu$ is a finite measure of Kato class $K_{\eta}$ with $\eta \in (0,\alpha-1]$…

We study a one-dimensional stochastic differential equation driven by a stable L\'evy process of order $\alpha$ with drift and diffusion coefficients $b,\sigma$. When $\alpha\in (1,2)$, we investigate pathwise uniqueness for this equation.…

In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized…

We prove non-uniqueness of weak solutions to the forced $\alpha$-SQG equation with Sobolev regularity $W^{s,p}$ in the supercritical regime $s < \alpha + \frac{2}{p}$, covering the 2D Euler equation ($\alpha = 0$), the Surface…

We are concerned with the three dimensional incompressible Navier--Stokes equations driven by an additive stochastic forcing of trace class. First, for every divergence free initial condition in $L^{2}$ we establish existence of infinitely…

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

We show that the parametrically driven nonlinear Schroedinger equation has wide classes of travelling soliton solutions, some of which are stable. For small driving strengths nonpropogating and moving solitons co-exist while strongly forced…

In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong…

We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness.We then…

We establish the existence of strong solutions to a class of nonlinear strongly coupled and uniform elliptic systems consisting of more than two equations. The existence of of nontrivial and non constant solutions (or pattern formations)…

We study existence and uniqueness for one-dimensional generalized stochastic differential equations with singular coefficients, including distributional drift and degenerate, possibly discontinuous, diffusion coefficients. Such…

In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a H{\"o}lder drift, for a H{\"o}lder exponent larger than the critical value 2/3. This work extends to the degenerate setting the earlier results obtained by…

We prove some theorems on the existence, uniqueness, stability and compactness properties of solutions to inhomogeneous transport equations with Sobolev coefficients, where the inhomogeneous term depends upon the solution through an…

We investigate the well-posedness of stochastic differential equations driven by fractional Brownian motion, focusing on the long-range dependent case $H \in (\frac{1}{2}, 1)$. While existing results on regularization by such noise…

We prove existence and uniqueness of strong solutions to a large class of autonomous stochastic differential equations on an open domain, where the drift exhibits a singular behaviour at the boundary. The main result involves a drift…

In this paper we consider a scalar transport equation with constant coefficients on domains with discrete space and continuous, discrete or general time. We show that on all these underlying domains solutions of the transport equation can…