Related papers: Stochastic transport equation with singular drift

Recently Krylov established weak existence of solutions to SDEs for integrable drifts in mixed Lebesgue spaces, whose exponents satisfy the condition $1/q+d/p\leq 1$, thus going below the celebrated Ladyzhenskaya-Prodi-Serrin condition. We…

We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $\sigma$-additivity in probability and continuity of paths. The…

In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong…

This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…

We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…

In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…

We study a multidimensional stochastic differential equation with additive noise: \[ d X_t=b(t, X_t) dt +d \xi_t, \] where the drift $b$ is integrable in space and time, and $\xi$ is either a fractional Brownian motion or a L\'evy process.…

In this note, we study the well-posedness of the Cauchy problem for the transport equation in the BMO space and certain Triebel-Lizorkin spaces.

It is known, after \cite{Jabin16} and \cite{AlbertiCrippaMazzucato18}, that ODE flows and solutions of the transport equation associated to Sobolev vector fields do not propagate Sobolev regularity, even of fractional order. In this paper,…

In this paper we study a one-dimensional space-discrete transport equation subject to additive Levy forcing. The explicit form of the solutions allows their analytic study. In particular we discuss the invariance of the covariance structure…

In this paper we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to the coefficients, weak differentiability…

Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to…

We prove some theorems on the existence, uniqueness, stability and compactness properties of solutions to inhomogeneous transport equations with Sobolev coefficients, where the inhomogeneous term depends upon the solution through an…

We consider the Cauchy problem for the continuity equation with a bounded nearly incompressible vector field $b\colon (0,T) \times \mathbb R^d \to \mathbb R^d$, $T>0$. This class of vector fields arises in the context of hyperbolic…

This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal…

We consider the linear transport equations driven by an incompressible flow in dimensions $d\geq 3$. For divergence-free vector fields $u \in L^1_t W^{1,q}$, the celebrated DiPerna-Lions theory of the renormalized solutions established the…

A transport equation with a non-smooth velocity field is considered under inhomogeneous Dirichlet boundary conditions. The spatial gradient of the velocity field is assumed in $L^{p'}$ in space and the divergence of the velocity field is…

We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…

We prove a uniqueness result for weak solutions to the Vlasov-Navier-Stokes system in two dimensions, both in the whole space and in the periodic case, under a mild decay condition on the initial distribution function. The main result is…

In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector field and a Wiener process. The results obtained in this paper…