Related papers: Propagation of microlocal singularities for stocha…
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion with Hurst parameter H > 1/2 have similar ergodic properties as SDEs driven by standard Brownian motion. The focus in this article is on…
Local diffusion of strictly hyperbolic higher-order PDE's with constant coefficients at all simple singularities of corresponding wavefronts can be explained and recognized by only two local geometrical features of these wavefronts. We…
We use semiclassical propagation of singularities to give a general method for gluing together resolvent estimates. As an application we prove estimates for the analytic continuation of the resolvent of a Schr\"odinger operator for certain…
We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…
In the first part of the paper the authors study the minimal and maximal extension of a class of weighted pseudodifferential operators in the Fr\'echet space $L^p_{\rm loc}(\Omega)$. In the second one non homogeneous microlocal properties…
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…
We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…
We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…
We formulate and prove a {\it Local Stable Manifold Theorem\/} for stochastic differential equations (sde's) that are driven by spatial Kunita-type semimartingales with stationary ergodic increments. Both Stratonovich and It\^o-type…
In this paper, we are interested in path-dependent stochastic differential equations (SDEs) which are controlled by Brownian motion and its delays. Within this non-Markovian context, we give a H \"ormander-type criterion for the regularity…
We consider the perturbation of parabolic operators of the form $\partial_t+P(x,D)$ by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the…
Here, we introduce a stochastic partial differential equation (SPDE) formulation driven by temporally correlated noise to describe light propagation beyond the standard Markov approximation. By representing the squared refractive index…
This article addresses linear hyperbolic partial differential equations with non-smooth coefficients and distributional data. Solutions are studied in the framework of Colombeau algebras of generalized functions. Its aim is to prove upper…
We study the propagation of wave packets for nonlinear nonlocal Schrodinger equations in the semi-classical limit. When the kernel is smooth, we construct approximate solutions for the wave functions in subcritical, critical and…
We introduce an approach to study certain singular PDEs which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths. We illustrate its applicability on some model problems like…
The existence of random attractors for a large class of stochastic partial differential equations (SPDE) driven by general additive noise is established. The main results are applied to various types of SPDE, as e.g. stochastic…
In this paper we are interested in a quasi-linear hyperbolic stochastic differential equation (HSPDE) when the vector field is merely bounded and measurable. Although the deterministic counterpart of such equation may be ill-posed (in the…
A stochastic partial differential equation (SPDE) is derived for super-Brownian motion regarded as a distribution function valued process. The strong uniqueness for the solution to this SPDE is obtained by an extended Yamada-Watanabe…
Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…