Related papers: Sharp solvability for singular SDEs
In this paper we aim at employing a compactness criterion of Da Prato, Malliavin, Nualart for square integrable Brownian functionals to construct unique strong solutions of SDE's under an integrability condition on the drift coefficient.…
In this paper we study jump-diffusion stochastic differential equations (SDEs) with a discontinuous drift coefficient and a possibly degenerate diffusion coefficient. Such SDEs appear in applications such as optimal control problems in…
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…
We show that there exist solutions of drift-diffusion equations in two dimensions with divergence-free super-critical drifts, that become discontinuous in finite time. We consider classical as well as fractional diffusion. However, in the…
In this paper we introduce a transformation technique, which can on the one hand be used to prove existence and uniqueness for a class of SDEs with discontinuous drift coefficient. One the other hand we present a numerical method based on…
We study a class of self-similar jump type SDEs driven by H\"older-continuous drift and noise coefficients. Using the Lamperti transformation for positive self-similar Markov processes we obtain a necessary and sufficient condition for…
An inverse problem of finding an obstacle and the boundary condition on its surface from the fixed-energy scattering data is studied. A new method is developed for a proof of the uniqueness results. The method does not use the discreteness…
We study the Hardy inequality when the singularity is placed on the boundary of a bounded domain in $\mathbb{R}^n$ that satisfies both an interior and exterior ball condition at the singularity. We obtain the sharp Hardy constant $n^2/4$ in…
We consider deformations of singular Lagrangian varieties in symplectic spaces. We show the coherence of the direct image sheaves of relative infinitesimal Lagrangian deformations. Using this result, we prove that, under some assumptions, a…
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…
In this paper we deal with nonnegative distributional supersolutions for a class of linear elliptic equations involving inverse-square potentials and logarithmic weights. We prove sharp nonexistence results.
Using a method developped in [1] and [2], we prove the existence of weak non trivial solutions to fourth order elliptic equations with singularities and with critical Sobolev growth.
We prove the non-uniqueness of weak solutions to 3D hyper viscous and resistive MHD in the class $L^\gamma_tW^{s,p}_x$, where the exponents $(s,\gamma,p)$ lie in two supercritical regimes. The result reveals that the scaling-invariant…
In this article, we study the non-uniqueness of weak solutions for the two-dimensional hyper-dissipative Navier-Stokes equations in the super-critical spaces $L_{t}^{\gamma}W_{x}^{s,p}$ when $\alpha\in[1,\frac{3}{2})$, and obtain the…
The discrete Schr\"odinger equation with the Dirichlet boundary condition is considered on a half-line lattice when the potential is real valued and compactly supported. The inverse problem of recovery of the potential from the so-called…
Many applications, such as systems of interacting particles in physics, require the simulation of diffusion processes with singular coefficients. Standard Euler schemes are then not convergent, and theoretical guarantees in this situation…
We study qualitative properties of positive singular solutions to a two-coupled elliptic system with critical exponents. This system is related to coupled nonlinear Schrodinger equations with critical exponents for nonlinear optics and…
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 consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…
This paper examines systems of poly-harmonic equations of the Hardy--Sobolev type and the closely related weighted systems of integral equations involving Riesz potentials. Namely, it is shown that the two systems are equivalent under some…