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A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

We consider the one-dimensional outer stochastic Stefan problem with reflection. The problem admits maximal solutions as long as the velocity of the moving boundary remains bounded, [3,9,10]. We apply Malliavin calculus to the transformed…

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

Probability · Mathematics 2025-12-22 Davide Addona , Davide Bignamini , Carlo Orrieri , Luca Scarpa

We study the linear transport equation \[ \frac{\partial}{\partial t} u ( t,x ) +b ( t,x ) \cdot \nabla u ( t,x ) + \nabla u ( t,x ) \cdot \frac{\partial}{\partial t} X ( t ) =0, \hspace{2em} u ( 0,x ) =u_{0} ( x ) \] where $b$ is a…

Probability · Mathematics 2015-01-14 Rémi Catellier

This paper is concerned with an inverse source problem for the stochastic wave equation driven by a fractional Brownian motion. Given the random source, the direct problem is to study the solution of the stochastic wave equation. The…

Numerical Analysis · Mathematics 2021-01-14 Xiaoli Feng , Meixia Zhao , Peijun Li , Xu Wang

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

Statistical Mechanics · Physics 2019-04-03 Alexander H O Wada , Alex Warhover , Thomas Vojta

We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized…

Probability · Mathematics 2024-04-05 Ercan Sönmez

This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \Pi-rough paths in our terminology) sketched by Lyons ("Differential equations driven by rough signals", Revista Mathematica Iber. Vol 14, Nr.…

Classical Analysis and ODEs · Mathematics 2014-10-07 Lajos Gergely Gyurkó

We consider the reflection-transmission problem in a waveguide with obstacle. At certain frequencies, for some incident waves, intensity is perfectly transmitted and the reflected field decays exponentially at infinity. In this work, we…

Numerical Analysis · Mathematics 2018-01-29 Anne-Sophie Bonnet-Ben Dhia , Lucas Chesnel , Vincent Pagneux

In this article we prove path-by-path uniqueness in the sense of Davie \cite{Davie07} and Shaposhnikov \cite{Shaposhnikov16} for SDE's driven by a fractional Brownian motion with a Hurst parameter $H\in(0,\frac{1}{2})$, uniformly in the…

Analysis of PDEs · Mathematics 2021-06-15 Oussama Amine , Abdol-Reza Mansouri , Frank Proske

A geometric p-rough path can be seen to be a genuine path of finite p-variation with values in a Lie group equipped with a natural distance. The group and its distance lift (R^{d},+,0) and its Euclidean distance. This approach allows us to…

Probability · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir

We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…

Probability · Mathematics 2020-06-18 Amarjit Budhiraja , Xiaoming Song

Fractional Brownian motion with the Hurst parameter $H<\frac{1}{2}$ is used widely, for instance, to describe a 'rough' stochastic volatility process in finance. In this paper, we examine an Ait-Sahalia-type interest rate model driven by a…

Probability · Mathematics 2022-05-03 Emmanuel Coffie , Xuerong Mao , Frank Proske

In this paper we solve real-valued rough differential equations (RDEs) reflected on an irregular boundary. The solution $Y$ is constructed as the limit of a sequence $(Y^n)_{n\in\mathbb{N}}$ of solutions to RDEs with unbounded drifts…

Probability · Mathematics 2020-08-28 Alexandre Richard , Etienne Tanré , Soledad Torres

Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and H\"older continuous diffusion coefficients. Consequently, the existence of unique strong…

Probability · Mathematics 2025-03-03 David J. Prömel , David Scheffels

We consider stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst parameter H > 1/2 . We first derive supremum norm estimates for the solution and its Malliavin derivative. We then show existence and…

Probability · Mathematics 2020-04-08 Mireia Besalú , David Márquez-Carreras , Eulàlia Nualart

We study the behaviour of the solutions of the stationary diffusion equation as a function of a possibly rough ($L^{\infty}$-) diffusivity. This includes the boundary behaviour of the solution maps, associating to each diffusivity the…

Analysis of PDEs · Mathematics 2008-10-21 Burak Aksoylu , Horst R. Beyer

For an SDE driven by a rotationally invariant $\alpha$-stable noise we prove weak uniqueness of the solution under the balance condition $\alpha+\gamma>1$, where $\gamma$ denotes the Holder index of the drift coefficient. We prove existence…

Probability · Mathematics 2015-11-03 Alexei Kulik

This paper is concerned with the inverse diffraction problems by a periodic curve with Dirichlet boundary condition in two dimensions. It is proved that the periodic curve can be uniquely determined by the near-field measurement data…

Analysis of PDEs · Mathematics 2022-03-01 Xiaoxu Xu , Guanghui Hu , Bo Zhang , Haiwen Zhang

We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…

Probability · Mathematics 2020-02-04 Jean-Dominique Deuschel , Henri Elad Altman , Tal Orenshtein
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