Related papers: On Multidimensional stable-driven Stochastic Diffe…

In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…

In this paper, we first prove existence and uniqueness of the solution of a backward doubly stochastic differential equation (BDSDE) and of the related stochastic partial differential equation (SPDE) under monotonicity assumption on the…

We prove short-time well-posedness and existence of global weak solutions of the Beris--Edwards model for nematic liquid crystals in the case of a bounded domain with inhomogeneous mixed Dirichlet and Neumann boundary conditions. The system…

In this paper we prove a new strong uniqueness result and a weak existence result for possibly {\it degenerate} multidimensional stochastic differential equations with Sobolev diffusion coefficients and rough drifts. In particular, examples…

We study a time-inhomogeneous nonlinear SDE with drift and diffusion governed by state-dependent variable exponents. This framework generalizes models like the geometric Brownian motion (GBM) and the constant elasticity of variance (CEV),…

In this paper, we give easily verifiable sufficient conditions for two classes of perturbed linear, passive PDE systems to be well-posed, and we provide an energy inequality for the perturbed systems. Our conditions are in terms of…

We consider a family of dissipative active scalar equations outside the $L^{2}$-space. This was introduced in [D. Chae, P. Constantin, J. Wu, to appear in IUMJ (2014)] and its velocity fields are coupled with the active scalar via a class…

Let $d\geq 2$. In this paper, we investigate the following stochastic differential equation (SDE) in ${\mathbb R}^d$ driven by Brownian motion $$ {\rm d} X_t=b(t,X_t){\rm d} t+\sqrt{2}{\rm d} W_t, $$ where $b$ belongs to the space ${\mathbb…

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…

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…

We investigate the well-posedness in the generalized Hartree equation $iu_t + \Delta u + (|x|^{-(N-\gamma)} \ast |u|^p)|u|^{p-2}u=0$, $x \in \mathbb{R}^N$, $0<\gamma<N$, for low powers of nonlinearity, $p<2$. We establish the local…

We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…

We consider a $p$-Laplace evolution problem with stochastic forcing on a bounded domain $D\subset\mathbb{R}^d$ with homogeneous Dirichlet boundary conditions for $1<p<\infty$. The additive noise term is given by a stochastic integral in the…

Motivated by an equation arising in magnetohydrodynamics, we address the well-posedness theroy for the non-diffusive magneto-geostrophic equation. Namely, an active scalar equation in which the divergence-free drift velocity is one…

The well-posedness and regularity estimates in initial distributions are derived for singular McKean-Vlasov SDEs, where the drift contains a locally standard integrable term and a superlinear term in the spatial variable, and is Lipchitz…

This paper investigates a class of PDEs with coefficients in negative Besov spaces and whose solutions have linear growth. We show existence and uniqueness of mild and weak solutions, which are equivalent in this setting, and several…

We consider the two-dimensional stationary Navier--Stokes equations on the whole plane $\mathbb{R}^2$. In the higher-dimensional cases $\mathbb{R}^n$ with $n \geqslant 3$, the well-posedness and ill-posedness in scaling critical spaces are…

Semilinear, $N-$dimensional stochastic differential equations (SDEs) driven by additive L\'evy noise are investigated. Specifically, given $\alpha\in\left(\frac{1}{2},1\right)$, the interest is on SDEs driven by $2\alpha-$stable,…

We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is…