Related papers: Distribution-Path Dependent Nonlinear SPDEs with A…
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…
In this paper, we establish a local theory, i.e., existence, uniqueness and blow-up criterion, for a general family of singular SDEs in some Hilbert space. The key requirement is an approximation property that allows us to embed the…
We show existence and uniqueness of solutions of stochastic path-dependent differential equations driven by cadlag martingale noise under joint local monotonicity and coercivity assumptions on the coefficients with a bound in terms of the…
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…
The celebrated De Giorgi-Nash-Moser theory ensures that solutions to uniformly elliptic or parabolic PDEs are bounded and H\"older continuous, even with merely bounded measurable coefficients. For parabolic SPDEs with transport noise,…
We study the uniqueness in the path-by-path sense (i.e. $\omega$-by-$\omega$) of solutions to stochastic differential equations with additive noise and non-Lipschitz autonomous drift. The notion of path-by-path solution involves considering…
Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…
This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…
In this paper we study the stochastic inhomogeneous incompressible Euler equations in the whole space $\RR^3$. We prove the existence and pathwise uniqueness of local solutions with both additive and multiplicative stochastic noise. Our…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\circ \mathrm{d}W_i(s)+\left(V(x)+\mu\Delta…
We prove the global well-posedness of the one-dimensional Navier-Stokes-Korteweg equations driven by a stochastic multiplicative noise. The analysis is performed for the general case of capillarity and viscosity coefficients $k(\rho)=…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…
In this paper we consider a stochastic Keller-Segel type equation, perturbed with random noise. We establish that for special types of random pertubations (i.e. in a divergence form), the equation has a global weak solution for small…
We study existence and uniqueness for one-dimensional generalized stochastic differential equations with singular coefficients, including distributional drift and degenerate, possibly discontinuous, diffusion coefficients. Such…
In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness of weak and strong solutions are obtained. Moreover, some…
We construct H\"older continuous, global-in-time probabilistically strong solutions to 3D Euler equations perturbed by Stratonovich transport noise. Kinetic energy of the solutions can be prescribed a priori up to a stopping time, that can…
The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms in the context of surface processes. For such an equation we…
We establish the existence and uniqueness of pathwise strong solutions to the stochastic 3D primitive equations with only horizontal viscosity and diffusivity driven by transport noise on a cylindrical domain $M=(-h,0) \times G$, $G\subset…
In this work, we demonstrate well-posedness and regularisation by noise results for a class of geometric transport equations that contains, among others, the linear transport and continuity equations. This class is known as linear advection…