Related papers: Well-Posedness for Some Non-Linear Diffusion Proce…
We formulate and solve the martingale problem in a nonlinear expectation space. Unlike the classical work of Stroock and Varadhan (1969) where the linear operator in the associated PDE is naturally defined from the corresponding diffusion…
This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued stochastic differential equations under the Lipschitz…
Nowadays we have many methods allowing to exploit the regularising properties of the linear part of a nonlinear dispersive equation (such as the KdV equation, the nonlinear wave or the nonlinear Schroedinger equations) in order to prove…
We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…
Backward stochastic differential equations extend the martingale representation theorem to the nonlinear setting. This can be seen as path-dependent counterpart of the extension from the heat equation to fully nonlinear parabolic equations…
This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…
We regard the Cauchy problem for a particular Whitham-Boussinesq system modelling surface waves of an inviscid incompressible fluid layer. The system can be seen as a weak nonlocal dispersive perturbation of the shallow water system. The…
Given a collection of multidimensional pairs $\{(X_i,Y_i):1 \leq i\leq n\}$, we study the problem of projecting the associated suitably smoothed empirical measure onto the space of martingale couplings (i.e. distributions satisfying…
The aim of this paper is threefold. Firstly, we prove the existence and the uniqueness of a global strong (in both the probabilistic and the PDE senses) $\mathrm{H}^{1}_2$-valued solution to the 2D stochastic Navier-Stokes equations (SNSEs)…
We construct non-negative martingale solutions to the stochastic porous medium equation in one dimension with homogeneous Dirichlet boundary conditions which exhibit a type of sticky behavior at zero. The construction uses the stochastic…
In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\circ \mathrm{d}W_i(s)+\left(V(x)+\mu\Delta…
We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…
We establish weak well-posedness for critical symmetric stable driven SDEs in R d with additive noise Z, d $\ge$ 1. Namely, we study the case where the stable index of the driving process Z is $\alpha$ = 1 which exactly corresponds to the…
We study the Cauchy problem for a generalized derivative nonlinear Schr\"odinger equation with the Dirichlet boundary condition. We establish the local well-posedness results in the Sobolev spaces $H^1$ and $H^2$. Solutions are constructed…
We study the wellposedness of Cauchy problem for the fourth order nonlinear Schr\"odinger equations i\partial_t u=-\eps\Delta u+\Delta^2 u+P((\partial_x^\alpha u)_{\abs{\alpha}\ls 2}, (\partial_x^\alpha \bar{u})_{\abs{\alpha}\ls 2}),\quad…
By investigating path-distribution dependent stochastic differential equations, the following type of nonlinear Fokker--Planck equations for probability measures $(\mu_t)_{t \geq 0}$ on the path space $\mathcal C:=C([-r_0,0];\mathbb R^d),$…
We study a class of McKean--Vlasov Stochastic Differential Equations (MV-SDEs) with drifts and diffusions having super-linear growth in measure and space -- the maps have general polynomial form but also satisfy a certain monotonicity…
In this paper, we introduce a novel first-order derivative for functions on a lattice graph, which extends the discrete Laplacian and generalizes the theory of discrete PDEs on lattices. First, we establish the well-posedness of generalized…
In this paper, we prove global well-posedness and scattering of the Cauchy problem for the elliptic-elliptic Davey-Stewartson system (eeDS) for initial data $u_{0}\in L^{2}(\mathbb{R}^{2})$ in the defocusing case and for $u_{0}\in…
This article represents a first step towards understanding the well-posedness for the dispersive Hunter-Saxton equation. This problem arises in the study of nematic liquid crystals, and although the equation has formal similarities with the…