Related papers: Sharp solvability for singular SDEs

In this paper, the existence of positive strong solutions to a Dirichlet $p$-Laplacian problem with reaction both singular at zero and highly discontinuous is investigated. In particular, it is only required that the set of discontinuity…

This paper discusses the explicit inverse of a class of seven-diagonal (near) Toeplitz matrices, which arises in the numerical solutions of nonlinear fourth-order differential equation with a finite difference method. A non-recurrence…

This work establishes the weak convergence of Euler-Maruyama's approximation for stochastic differential equations (SDEs) with singular drifts under the integrability condition in lieu of the widely used growth condition. This method is…

Consider the following time-dependent stable-like operator with drift $$ \mathscr{L}_t\varphi(x)=\int_{\mathbb{R}^d}\big[\varphi(x+z)-\varphi(x)-z^{(\alpha)}\cdot\nabla\varphi(x)\big]\sigma(t,x,z)\nu_\alpha(d z)+b(t,x)\cdot\nabla…

In this paper we explore the merit of relative entropy in proving weak well-posedness of McKean-Vlasov SDEs and SPDEs, extending the technique introduced in Lacker arxiv:2105.02983. In the SDE setting, we prove weak existence and uniqueness…

In [3], the authors proved that uniqueness holds among solutions whose exponentials are $L^p$ with $p$ bigger than a constant $\gamma$ ($p\textgreater{}\gamma$). In this paper, we consider the critical case: $p=\gamma$. We prove that the…

We establish well-posedness for a class of systems of SDEs with non-Lipschitz coefficients in the diffusion and jump terms and with two sources of interdependence: a monotone function of all the components in the drift of each SDE and the…

In this paper we prove a new strong uniqueness result and a weak existence result for possibly {\it degenerate} multidimensional stochastic differential equations with Sobolev diffusion coefficients and rough drifts. In particular, examples…

We show that a plt surface singularity $(P\in X,B)$ is $F$-liftable if and only if it is $F$-pure and is not a rational double point of type $E_8^1$ in characteristic $p=5$. As a consequence, we prove the logarithmic extension theorem for…

We study decidability and complexity questions related to a continuous analogue of the Skolem-Pisot problem concerning the zeros and nonnegativity of a linear recurrent sequence. In particular, we show that the continuous version of the…

In this paper, we present proofs of the coerciveness of first-order system least-squares methods for general (possibly indefinite) second-order linear elliptic PDEs under a minimal uniqueness assumption. For general linear second-order…

We prove the following higher-order Szego theorems: if a measure on the unit circle has absolutely continuous part $w(\theta)$ and Verblunsky coefficients $\alpha$ with square-summable variation, then for any positive integer $m$, $\int…

In this paper, we prove local existence and uniqueness of analytic sharp-front solutions to a generalised SQG equation by the use of an abstract Cauchy--Kowalevskaya theorem. Here, the velocity is determined by $u =…

By refining a recent result of Xie and Zhang, we prove the exponential ergodicity under a weighted variation norm for singular SDEs with drift containing a local integrable term and a coercive term. This result is then extended to singular…

We establish weak well-posedness for critical symmetric stable driven SDEs in R d with additive noise Z, d $\ge$ 1. Namely, we study the case where the stable index of the driving process Z is $\alpha$ = 1 which exactly corresponds to the…

Existence and uniqueness of the scattering solutions is proved for a class of bounded rough obstacles which is much larger than the class of Lipschitz obstacles. Integral equations method is not used. The approach is based on the…

The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…

In this paper we investigate the existence and uniqueness of weak solutions for kinetic stochastic differential equations with H\"older diffusion and unbounded singular drifts in Kato's class. Moreover, we also establish sharp two-sided…

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…

In this paper, we study the symmetry properties of nondegenerate critical points of shape functionals using the implicit function theorem. We show that, if a shape functional is invariant with respect to some continuous group of rotations,…