Related papers: Regularity of stochastic nonlocal diffusion equati…

In the prototypical setting of non-Euclidean geometry, the 2-dimensional Real Hyperbolic space $\mathbb{H}^2$, we consider the Carleson's problem for the Schr\"odinger equation and improve the best known result until now by proving that the…

This paper provides a comprehensive Sobolev regularity theory for the Dirichlet problem of stochastic partial differential equations in $C^{1,\sigma}$ open sets. We consider substantially large classes of nonlocal operators and generalized…

In this article, we obtain higher H\"older regularity results for weak solutions to nonlocal problems driven by the fractional double phase operator \begin{align*} \mc L u(x):=&2 \; {\rm P.V.} \int_{\mathbb R^N}…

In this paper we study the regularity of non-linear parabolic PDEs and stochastic PDEs on metric measure spaces admitting heat kernels. In particular we consider mild function solutions to abstract Cauchy problems and show that the unique…

We study second-order stochastic parabolic equations in a cylindrical domain with homogeneous Dirichlet boundary conditions. Under a natural compatibility condition on the gradient-type noise, we establish global Schauder estimates in…

In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…

We consider a system of stochastic partial differential equations modeling heat conduction in a non-linear medium. We show global existence of solutions for the system in Sobolev spaces of low regularity, including spaces with norm beneath…

In this paper, we systematically study weak solutions of a linear singular or degenerate parabolic equation in a mixed divergence form and nondivergence form, which arises from the linearized fast diffusion equation and the linearized…

We prove existence and up to the boundary regularity estimates in $L^{p}$ and H\"{o}lder spaces for weak solutions of the linear system $$ \delta \left( A d\omega \right) + B^{T}d\delta \left( B\omega \right) = \lambda B\omega + f \text{ in…

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…

We study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth…

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

In this paper we consider viscosity solutions of a class of non-homogeneous singular parabolic equations $$\partial_t u-|Du|^\gamma\Delta_p^N u=f,$$ where $-1<\gamma<0$, $1<p<\infty$, and $f$ is a given bounded function. We establish…

Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…

We study a time--space nonlocal diffusion equation driven by additive time--space white noise, where the time derivative is the Caputo derivative of order $\alpha\in(0,2)$. The model couples local diffusion with a nonlocal convolution…

In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone…

The primary objective of this work is to establish pointwise gradient estimates for solutions to a class of parabolic nonlinear nonlocal measure data problems, expressed in terms of caloric Riesz potentials of the data. As a consequence of…

We investigate the regularity of the solutions for a class of degenerate/singular fully nonlinear nonlocal equations. In the degenerate scenario, we establish that there exists at least one viscosity solution of class $C_{loc}^{1, \alpha}$,…

We prove space and time regularity for solutions of fully nonlinear parabolic integro-differential equations with rough kernels. We consider parabolic equations $u_t = \I u$, where $\I$ is translation invariant and elliptic with respect to…