Related papers: A Stochastic Gronwall Lemma and Well-Posedness of …

There are numerous applications of the classical (deterministic) Gronwall inequality. Recently, Michael Scheutzow discovered a stochastic Gronwall inequality which provides upper bounds for $p$-th moments, $p\in(0,1)$, of the supremum of…

This article studies the Cauchy problem for the Boltzmann equation with stochastic kinetic transport. Under a cut-off assumption on the collision kernel and a coloring hypothesis for the noise coefficients, we prove the global existence of…

We prove the existence and the uniqueness of a solution to the stochastic NSLE on a two-dimensional compact riemannian manifold. Thus we generalize a recent work by Burq, G\'erard and Tzvetkov in the deterministic setting, and a series of…

In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…

In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…

We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…

We consider a system of stochastic Allen-Cahn equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative Gaussian noise driven stochastic Allen-Cahn equation is given with possibly different…

One proves here the backward uniqueness of solutions to stochastic semilinear parabolic equations and also for the tamed Navier-Stokes equations driven by linearly multiplicative Gaussian noises. Applications to approximate controllability…

This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

We consider a class of time-inhomogeneous optimal stopping problems and we provide sufficient conditions on the data of the problem that guarantee monotonicity of the optimal stopping boundary. In our setting, time-inhomogeneity stems not…

The existence of unique solutions is established for rough differential equations (RDEs) with path-dependent coefficients and driven by c\`adl\`ag rough paths. Moreover, it is shown that the associated solution map, also known as…

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

We give a new take on the error analysis of approximations of stochastic differential equations (SDEs), utilizing and developing the stochastic sewing lemma of L\^e (2020). This approach allows one to exploit regularization by noise effects…

We generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set on a sub-domain with Neumann boundary conditions. Under a…

The purpose of this paper is twofold. Firstly, we prove transportation inequalities ${\bf T_2}(C)$ on the space of continuous paths with respect to the uniform metric for the law of the solution to a class of non-linear monotone stochastic…

We consider invariant measures for the stochastic Burgers equation on $\mathbb{R}$, forced by the derivative of a spacetime-homogeneous Gaussian noise that is white in time and smooth in space. An invariant measure is indecomposable, or…

We consider a stochastic Camassa-Holm equation driven by a one-dimensional Wiener process with a first order differential operator as diffusion coefficient. We prove the existence and uniqueness of local strong solutions of this equation.…