Related papers: An It\^o Formula for rough partial differential eq…
We prove a series of results tied to the regularity and geometry of solutions to the $3D$ compressible Euler equations with vorticity and entropy. Our framework exploits and reveals additional virtues of a recent new formulation of the…
We prove that a solution, in a variational framework, to the Stratonovich stochastic partial differential equation with noise $G\left(t, \Psi_t\right) \circ dW_t$ is given by a solution to the It\^{o} equation with It\^{o}-Stratonovich…
We study the problem of existence and uniqueness of strong solutions to a degenerate quasilinear parabolic non-Newtonian thin-film equation. Originating from a non-Newtonian Navier--Stokes system the equation is derived by lubrication…
Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…
In this note, we establish sharp regularity for solutions to the following generalized $p$- Poisson equation $$-\ div\ \big(\langle A\nabla u,\nabla u\rangle^{\frac{p-2}{2}}A\nabla u\big)=-\ div\ \mathbf{h}+f$$ in the plane (i.e. in…
We consider a d-dimensional stochastic differential equation with additive noise and a drift coefficient which is assumed only to be a bounded Borel function. We show that, for almost all choices of the driving Brownian path, the equation…
We investigate the parabolic Cauchy problem associated with quantum graphs including Lipschitz or polynomial type nonlinearities and additive Gaussian noise perturbed vertex conditions. The vertex conditions are the standard continuity and…
The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does in general not satisfy an It\^{o} formula like the solution…
We prove existence and uniqueness of solutions to the initial-boundary value problem for the Lifshitz--Slyozov equation (a nonlinear transport equation on the half-line), focusing on the case of kinetic rates with unbounded derivative at…
With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily diffusions, they are given by stochastic differential…
A peculiar feature of It\^o's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative…
We consider a rough differential equation of the form \(dY_t=\sum_i V_i(Y_t)d\boldsymbol{X}^i_t+V_0(Y_t)dt \), where \(\boldsymbol{X}_t \) is a Markovian rough path. We demonstrate that if the vector fields \((V_i)_{0\leq i\leq d} \)…
We consider the generalised Surface Quasi-Geostrophic (gSQG) equations in $\mathbb R^2$ with parameter $\beta\in (0,1)$, an active scalar model interpolating between SQG ($\beta=1$) and the 2D Euler equations ($\beta=0$) in vorticity form.…
The aim of this work is to prove an existence and uniqueness result of Kato-Fujita type for the Navier-Stokes equations, in vorticity form, in $2-D$ and $3-D$, perturbed by a gradient type multiplicative Gaussian noise (for sufficiently…
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…
We prove the large deviation principle for the law of the solutions to a class of parabolic semilinear stochastic partial differential equations driven by multiplicative noise, in $C\big([0,T]:L^\rho(D)\big)$, where $D\subset {\mathbb R}^d$…
In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…
We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…
We establish the existence and uniqueness of pathwise strong solutions to the stochastic 3D primitive equations with only horizontal viscosity and diffusivity driven by transport noise on a cylindrical domain $M=(-h,0) \times G$, $G\subset…
In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…