Related papers: Propagation of microlocal singularities for stocha…

In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

We obtain well-posedness results for a class of ODE with a singular drift and additive fractional noise, whose right-hand-side involves some bounded variation terms depending on the solution. Examples of such equations are reflected…

The aim of this paper is to give an account of some applications of pseudodifferential calculus for solving linear wave equations in the limit of high frequency/short wavelength waves. More specifically, on using as a benchmark the case of…

A nonlinear Schrodinger equation arising from light propagation down an inhomogeneous medium is considered. The inhomogeneity is reflected through a non-uniform coefficient of the non-linear term in the equation. In particular, a…

The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…

In this paper, we study Brinkman's equations with microscale properties that are highly heterogeneous in space and time. The time variations are controlled by a stochastic particle dynamics described by an SDE. The particle dynamics can be…

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in \cite{FHSX}, which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a…

We prove global well-posedness and scattering in $H^1$ for the defocusing nonlinear Schr\"{o}dinger equations \begin{equation*} \begin{cases} &(i\partial_t+\Delta_\g)u=u|u|^{2\sigma}; &u(0)=\phi, \end{cases} \end{equation*} on the…

In this article we study the propagation of Wigner measures linked to solutions of the Schr{\"o}dinger equation with potentials presenting conical singularities and show that they are transported by two different Hamiltonian flows, one over…

This paper considers the problem of uniqueness of the solutions to a class of Markovian backward stochastic differential equations (BSDEs) which are also connected to certain nonlinear partial differential equation (PDE) through a…

We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic…

We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

We consider discrete Schr\"odinger operators on $\ell^2(\mathbb{Z})$ with bounded random but not necessarily identically distributed values of the potential. We prove spectral localization (with exponentially decaying eigenfunctions) as…

Critical transitions (or tipping points) are drastic sudden changes observed in many dynamical systems. Large classes of critical transitions are associated to systems, which drift slowly towards a bifurcation point. In the context of…

By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard Brownian motion including to the Law of the Iterated…

We investigate the well-posedness of stochastic differential equations driven by fractional Brownian motion, focusing on the long-range dependent case $H \in (\frac{1}{2}, 1)$. While existing results on regularization by such noise…

We consider the Schr\"odinger equation \begin{equation*} i \displaystyle\frac{\partial u}{\partial t} +Hu=0,\quad H=a(x,D), \end{equation*} where the Hamiltonian $a(z)$, $z=(x,\xi)$, is assumed real-valued and smooth, with bounded…

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…