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We study a two-dimensional stochastic differential equation that has a unique weak solution but no strong solution. We show that this SDE shares notable properties with Tsirelson's example of a one-dimensional SDE with no strong solution.…

Probability · Mathematics 2025-06-10 Alexander M. G. Cox , Benjamin A. Robinson

We give a new approach to prove the existence of a weak solution of \[dx_t = f(t,x_t)dt + g(t)dB^H_t\] where $B^H_t$ is a fractional Brownian motion with values in a separable Hilbert space for suitable functions $f$ and $g$. Our idea is to…

Probability · Mathematics 2022-06-16 Pedro J. Catuogno , Diego S. Ledesma

We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…

Numerical Analysis · Mathematics 2020-06-25 Sebastian Riedel , Yue Wu

In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…

Probability · Mathematics 2025-08-21 Bixiang Wang

The existence of at least three weak solutions for a kind of nonlinear time-dependent equation is studied. In fact, we consider the case that the source function has singularity at origin. To this aim, the variational methods and the…

Analysis of PDEs · Mathematics 2020-05-20 F. Abdolrazaghi , A. Razani , R. Mirzaei

This article is divided into two parts. In the first part, we examine the Brezis-Oswald problem involving a mixed anisotropic and nonlocal $p$-Laplace operator. We establish results on existence, uniqueness, boundedness, and the strong…

Analysis of PDEs · Mathematics 2025-03-03 Prashanta Garain

In this article, we prove the existence of global weak solutions to the three-dimensional focusing energy-critical nonlinear Schr\"odinger (NLS) equation in the non-radial case. Furthermore, we prove the weak-strong uniqueness for some…

Analysis of PDEs · Mathematics 2026-01-30 Xing Cheng , Chang-Yu Guo , Yunrui Zheng

We consider several quantities related to weak sequential completeness of a Banach space and prove some of their properties in general and in $L$-embedded Banach spaces, improving in particular an inequality of G. Godefroy, N. Kalton and D.…

Functional Analysis · Mathematics 2011-03-18 O. F. K. Kalenda , H. Pfitzner , J. Spurný

In the present paper, we study a double-phase variable exponent problem which is set up within a variational framework including a singular potential of fractional-Hardy-type. We employ the Mountain-Pass theorem and the strong minimum…

Analysis of PDEs · Mathematics 2026-04-02 Mustafa Avci

We consider Dirichlet problems for linear elliptic equations of second order in divergence form on a bounded or exterior smooth domain $\Omega$ in $\mathbb{R}^n$, $n \ge 3$, with drifts $\mathbf{b}$ in the critical weak $L^n$-space…

Analysis of PDEs · Mathematics 2018-11-09 Hyunseok Kim , Tai-Peng Tsai

In [8] probabilistic methods, in particular a variant of the Weak Law of Large Numbers related to the Bernoulli distribution, have been used to show that for every infinite compact spaces K and L there exists a sequence $(\mu_n)$ of…

Functional Analysis · Mathematics 2025-12-02 Jerzy Kakol , Wiesław Śliwa

We establish a unconditional and optimal strong convergence rate of Wong--Zakai type approximations in Banach space norm for a parabolic stochastic partial differential equation with monotone drift, including the stochastic Allen--Cahn…

Probability · Mathematics 2019-04-05 Zhihui Liu , Zhonghua Qiao

This article investigates the existence, nonexistence, and multiplicity of positive solutions to the sublinear fractional elliptic problem $(P_{\lambda}^s)$. We begin by establishing several a priori estimates that provide regularity…

Analysis of PDEs · Mathematics 2025-11-12 Jefferson Abrantes , Rohit Kumar , Abhishek Sarkar

In this paper, we study a class of stochastic differential equations with additive noise that contains a fractional Brownian motion (fBM) and a Poisson point process of class (QL). The differential equation of this kind is motivated by the…

Probability · Mathematics 2015-04-14 Lihua Bai , Jin Ma

In the present work, we consider a fractional p-Kirchhoff equation in the entire space R^N featuring doubly nonlinearities, involving a generalized nonlocal Choquard subcritical term together with a local critical Sobolev term; the problem…

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège

In this paper, we are concerned with stochastic Volterra equations with singular kernels and H\"older continuous coefficients. We first establish the well-posedness of these equations by utilising the Yamada-Watanabe approach. Then, we aim…

Probability · Mathematics 2024-07-03 Huijie Qiao , Jiang-Lun Wu

In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by a fractional Brownian motion in a Hilbert space. We prove an existence and uniqueness result for the mild…

Probability · Mathematics 2016-10-31 B. Boufoussi , S. Hajji , E. Lakhel

We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for…

Probability · Mathematics 2009-11-20 Max-K. von Renesse , Michael Scheutzow

We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that…

Probability · Mathematics 2025-01-29 Lucio Galeati , Máté Gerencsér
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