Related papers: Sharp solvability for singular SDEs
We classify entire positive singular solutions to a family of critical sixth order equations in the punctured space with a non-removable singularity at the origin. More precisely, we show that when the origin is a non-removable singularity,…
We study pathwise approximation of strong solutions of scalar stochastic differential equations (SDEs) at a single time in the presence of discontinuities of the drift coefficient. Recently, it has been shown by M\"uller-Gronbach and…
We study qualitative properties for nonnegative solutions to a conformally invariant coupled system of fourth order equations involving critical exponents. For solutions defined in the punctured space, there exist essentially two cases to…
We show uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 2$, with possibly degenerate and/or fully discontinuous locally bounded coefficients among all weak solutions that spend zero time…
In this paper, we are interested in the following one dimensional forward stochastic differential equation (SDE) \[ d X_{t}=b(t,X_{t},\omega)d t +\sigma d B_{t},\quad 0\leq t\leq T,\quad X_{0}=\,x\in \mathbb{R}, \] where the driving noise…
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…
In recent years, an intensive study of strong approximation of stochastic differential equations (SDEs) with a drift coefficient that may have discontinuities in space has begun. In many of these results it is assumed that the drift…
We establish the well-posedness of stochastic differential equations possessing degenerate diffusions and singular drifts. We prove that SDEs defined on the homogeneous Carnot group, whose hypoelliptic diffusion part is given by the…
We prove some qualitative properties for singular solutions to a class of strongly coupled system involving a Gross--Pitaevskii-type nonlinearity. Our main theorems are vectorial fourth order counterparts of the classical results of [J.…
The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…
Based on a compactness criterion for random fields in Wiener-Sobolev spaces, in this paper, we prove the unique strong solvability of time-inhomogeneous stochastic differential equations with drift coefficients in critical Lebesgue spaces,…
We consider It\^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W^{1}_{d,loc}$, and the drift in $L_{d}$. We prove the unique strong solvability for any starting point and prove that as…
This paper deals with singular/degenerate semilinear critical equations which arise as the Euler-Lagrange equation of Caffarelli-Kohn-Nirenberg inequalities in $\mathbb{R}^d$, with $d\geq 2$. We prove several rigidity results for positive…
In this paper, we prove a sharp uniqueness result for the singular Schr\"odinger equation with an inverse square potential. This will be done without assuming geometrical restrictions on the observation region. The proof relies on a recent…
In this paper, we prove a sharp and strong non-uniqueness for a class of weak solutions to the incompressible Navier-Stokes equations in $\R^3$. To be more precise, we exhibit the non-uniqueness result in a strong sense, that is, any weak…
For a discrete-negative-time discrete-space SDE, which admits no strong solution in the classical sense, a weak solution is constructed that is a (necessarily nonmeasurable) non-anticipative function of the driving i.i.d. noise. The result…
We consider multidimensional SDEs with singular drift $b$ and Sobolev diffusion coefficients $\sigma$, satisfying Krylov--R\"ockner type assumptions. We prove several stability estimates, comparing solutions driven by different…
We use the approach of Roeckner-Zhao to prove strong well-posedness for SDEs with singular drift satisfying some minimal assumptions.
We study the existence and nonexistence of positive singular solutions to second-order non-divergence type elliptic inequalities with measurable coefficients. We prove the existence of a critical value $p^*$ that separates the existence…
We establish an effective criterion for a dicritical singularity of a real analytic Levi-flat hypersurface. The criterion is stated in terms of the Segre varieties. As an application, we obtain a structure theorem for some class of currents…