Related papers: Stochastic transport equation with singular drift
In this paper, we investigate stochastic differential equations(SDEs) driven by a class of supercritical $\alpha$-stable process(including the rotational symmetric $\alpha-$stable process) with drift $b$. The weak well-posedness is proved,…
We prove local existence and uniqueness of the Cauchy problem for a large class of tensorial second order linear hyperbolic partial differential equations with coefficients of low regularity in a suitable class of generalized functions.
We introduce a class of stochastic Allen-Cahn equations with a mobility coefficient and colored noise. For initial data with finite free energy, we analyze the corresponding Cauchy problem on the $d$-dimensional torus in the time interval…
We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and singular kernels. Our approach relies on weak convergence…
We consider Kolmogorov-Fokker-Planck equations with unbounded drift terms which are only measurable in time and locally H\"older continuous in space. In particular, we extend the parametrix method to this setting and we prove existence and…
We obtain the unique weak and strong solvability for time inhomogeneous stochastic differential equations with the drift in subcritical Lebesgue--H\"{o}lder spaces $L^p([0,T];{\mathcal C}_b^{\beta}({\mathbb R}^d;{\mathbb R}^d))$ and driven…
We consider the Cauchy problem for the logarithmic Schr\"odinger equation and prove uniqueness of weak $H^s(\mathbb{R}^d)$ solutions for $s\in(0,1)$, which improves on the previous uniqueness result in $H^1(\mathbb{R}^d)$. The proof is…
We show the existence and uniqueness as well as boundedness of weak solutions to linear elliptic equations with $L^2$-drifts of negative divergence and singular zero-order terms which are positive. Our main target is to show the…
In this paper, we consider the non-uniqueness of transport equation on the torus $\mathbb{T}^d$, with density $\rho\in L^{s}_tL_x^{p}$ and divergence-free vector field $\boldsymbol{u}\in L^{s'}_tL_x^{p'}\cap…
This paper establishes results on the existence and uniqueness of solutions to McKean-Vlasov equations, also called mean-field stochastic differential equations, in an infinite-dimensional Hilbert space setting with irregular drift. Here,…
In this paper we study the Dirichlet problem for a scalar elliptic equation in a bounded Lipschitz domain $\Omega \subset \mathbb R^3$ with a singular drift of the form $b_0= b-\alpha \frac {x'}{|x'|^2}$ where $x'=(x_1,x_2,0)$, $\alpha \in…
We show that vector fields $b$ whose spatial derivative $D_xb$ satisfies a Orlicz summability condition have a spatially continuous representative and are well-posed. For the case of sub-exponential summability, their flows satisfy a Lusin…
In this paper, we prove that there exists a unique strong solution to reflecting stochastic differential equations with merely measurable drift giving an affirmative answer to the longstanding problem. This is done through Zvonkin…
We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…
This work establishes the existence and uniqueness of solutions to the initial-value problem for the geometric transport equation $$ \frac{\mathrm{d}}{\mathrm{d} t}T_t+\mathcal{L}_b T_t=0 $$ in the class of $k$-dimensional integral or…
In this paper we prove the existence and uniqueness of weak solutions to the Dirichlet problem for an elliptic equation with a drift $b$ satisfying $\operatorname{div} b\le 0$ in $\Omega$. We assume $b$ belongs to some weak Morrey class…
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…
This paper concerns the Cauchy problem in R^d for the stochastic Navier-Stokes equation \partial_tu=\Delta u-(u,\nabla)u-\nabla p+f(u)+ [(\sigma,\nabla)u-\nabla \tilde p+g(u)]\circ \dot W, u(0)=u_0,\qquad divu=0, driven by white noise \dot…
We show weak existence and uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 1$, with prescribed sub-invariant measure $\widehat{\mu}$. The dispersion and drift coefficients of the…
The paper considers a class of linear Boltzmann transport equations which models a charged particle transport. The equation is an approximation of the original exact transport equation which involves hyper-singular integrals in their…