Related papers: Complex Solutions to Bessel SDEs and SLEs

We study decidability and complexity questions related to a continuous analogue of the Skolem-Pisot problem concerning the zeros and nonnegativity of a linear recurrent sequence. In particular, we show that the continuous version of the…

We formulate the flow of thick fluids as evolution variational and quasi-variational inequalities, with a variable threshold on the absolute value of the deformation rate tensor. In the variational case, we show the existence and uniqueness…

Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this paper we construct…

We show how to relate Schramm-Loewner Evolutions (SLE) to highest-weight representations of infinite dimensional Lie Algebras using the conformal restriction properties studied by Lawler, Schramm and Werner in the paper…

In this paper, by introducing a new notion of envelope of the stochastic process, we construct a family of random differential equations whose solutions can be viewed as solutions of a family of ordinary differential equations and prove…

In this note, we show the existence of regular solutions to the stationary version of the Navier-Stokes system for compressible fluids with a density dependent viscosity, known as the shallow water equations. For arbitrary large forcing we…

Elliptic stochastic differential equations (SDE) make sense when the coefficients are only continuous. We study the corresponding linearized SDE whose coefficients are not assumed to be locally bounded. This leads to existence of…

We study the strong approximation of the solutions to singular stochastic kinetic equations (also referred to as second-order SDEs) driven by $\alpha$-stable processes, using an Euler-type scheme inspired by [11]. For these equations, the…

We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded…

Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…

In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.

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 study the weak limits of solutions to SDEs \[dX_n(t)=a_n\bigl(X_n(t)\bigr)\,dt+dW(t),\] where the sequence $\{a_n\}$ converges in some sense to $(c_- 1\mkern-4.5mu\mathrm{l}_{x<0}+c_+ 1\mkern-4.5mu\mathrm{l}_{x>0})/x+\gamma\delta_0$.…

Schramm-Loewner Evolution (SLE) is a stochastic process that helps classify critical statistical models using one real parameter $\kappa$. Numerical study of SLE often involves curves that start and end on the real axis. To reduce numerical…

We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…

Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…

In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…

We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…

In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinear stochastic differential equations (SDEs). We show that…

Given strong uniqueness for an It\^o's stochastic equation, we prove that its solution can beconstructed on "any" probability space by using, for example, Euler's polygonal approximations. Stochastic equations in $\mathbb{R}^{d}$ and in…