Related papers: SDEs with critical time dependent drifts: strong s…
In this paper we investigate the regularity properties of strong solutions to SDEs driven by L\'evy processes with irregular drift coefficients. Under some mild conditions, we show that the singular SDE has a unique strong solution for each…
It is well known that the Navier-Stokes equations have unique global strong solutions for standard domains when initial data are small in $L^n_\sigma$. Global well-posedness has been extended to rough initial data in larger critical spaces.…
In this paper, we study the asymptotic behaviors of solutions to the inhomogeneous Navier-Stokes-Vlasov system in $\mathbb{R}^{3}\times\mathbb{R}^{3}$, where the initial fluid density is allowed to vanish. We establish the uniform bound of…
We consider Mc Kean-Vlasov stochastic differential equations (MVSDEs), which are SDEs where the drift and diffusion coefficients depend not only on the state of the unknown process but also on its probability distribution. This type of SDEs…
The paper considers the time periodic problem of the Navier-Stokes system in an exterior domain under time periodic external forces. Existence of periodic mild solutions is obtained in the critical scale invariant space $C(\mathbb{R};L^n)$…
By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard Brownian motion including to the Law of the Iterated…
In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…
Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…
In this paper, we investigate the global existence and uniqueness of strong solutions to 2D incompressible inhomogeneous Navier-Stokes equations with viscous coefficient depending on the density and with initial density being discontinuous…
This paper investigates the Cauchy problem for the compressible pressureless Navier-Stokes system in $\mathbb{R}^d$ with $d \geq 2$. Unlike the standard isentropic compressible Navier-Stokes system, the density in the pressureless model…
The aim of this paper is threefold. Firstly, we prove the existence and the uniqueness of a global strong (in both the probabilistic and the PDE senses) $\mathrm{H}^{1}_2$-valued solution to the 2D stochastic Navier-Stokes equations (SNSEs)…
The compressible Navier-Stokes-Poisson system takes the form of usual Navier-Stokes equations coupled with the self-consistent Poisson equation, which is used to simulate the transport of charged particles under the electric field of…
The existence and uniqueness of mild solutions are proved for a class of degenerate stochastic differential equations on Hilbert spaces where the drift is Dini continuous in the component with noise and H\"older continuous of order larger…
In this paper we present a scheme for the numerical solution of one-dimensional stochastic differential equations (SDEs) whose drift belongs to a fractional Sobolev space of negative regularity (a subspace of Schwartz distributions). We…
We prove that the unconditional uniqueness of mild solutions to the Navier-Stokes equations fails in all the Besov spaces with negative regularity index, by constructing non-trivial stationary singular solutions via convex integration. We…
We examine existence and uniqueness of strong solutions of multi-dimensional mean-field stochastic differential equations with irregular drift coefficients. Furthermore, we establish Malliavin differentiability of the solution and show…
We analyze multi-dimensional mean-field stochastic differential equations where the drift depends on the law in form of a Lebesgue integral with respect to the pushforward measure of the solution. We show existence and uniqueness of…
Let us consider the $3$D compressible Navier--Stokes--Korteweg system in the rotational framework. Although there is a wealth of literature on the weak solutions to this system, there seem to be no results on the strong solutions. In this…
We consider the stability problems of one dimensional SDEs when the diffusion coefficients satisfy the so called Nakao-Le Gall condition. The explicit rate of convergence of the stability problems are given by the Yamada-Watanabe method…
In this paper, we consider scalar stochastic differential equations (SDEs) with a superlinearly growing and piecewise continuous drift coefficient. Existence and uniqueness of strong solutions of such SDEs are obtained. Furthermore, the…