Related papers: Stochastic transport equations with unbounded dive…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…
This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under…
We present a numerical investigation of stochastic transport in ideal fluids. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a…
We prove the existence and uniqueness, for wave speeds sufficiently large, of monotone traveling wave solutions connecting stable to unstable spatial equilibria for a class of $N$-dimensional lattice differential equations with…
We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…
We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…
In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We study anomalous dissipation in hydrodynamic turbulence in the context of passive scalars. Our main result produces an incompressible $C^\infty([0,T)\times \mathbb{T}^d)\cap L^1([0,T]; C^{1-}(\mathbb{T}^d))$ velocity field which…
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…
This study investigates the $L^1_{\operatorname{loc}}$ compactness of velocity averages of sequences of solutions $\{u_n\}$ for a class of kinetic equations. The equations are examined within both deterministic and stochastic heterogeneous…
In this Note, we study a transport-diffusion equation with rough coefficients and we prove that solutions are unique in a low-regularity class.
We consider a stochastic linear transport equation with a globally H\"{o}lder continuous and bounded vector field. Opposite to what happens in the deterministic case where shocks may appear, we show that the unique solution starting with a…
Introducing certain singularities, we generalize the class of one-dimensional stochastic differential equations with so-called generalized drift. Equations with generalized drift, well-known in the literature, possess a drift that is…
We give an example of a bounded divergence free autonomous vector field in $\mathbb R^3$ (and of a nonautonomous bounded divergence free vector field in $\mathbb R^2$) and of a bounded initial data for which the Cauchy problem for the…
We consider $L^\infty_t L^p_x$ solutions of the stochastic transport equation with drift in $L^\infty_t W^{1,q}_x$. We show strong existence and pathwise uniqueness of solutions in a regime of parameters $p,q$ for which non-unique weak…
In this work, we demonstrate well-posedness and regularisation by noise results for a class of geometric transport equations that contains, among others, the linear transport and continuity equations. This class is known as linear advection…
Strong existence and pathwise uniqueness of solutions with $L^{\infty}$-vorticity of 2D stochastic Euler equations is proved. The noise is multiplicative and involves first derivatives. A Lagrangian approach is implemented, where a…
We investigate the existence and uniqueness of non-Markovian second-order backward stochastic differential equations with an uncertain terminal horizon and establish comparison principles under the assumption that the driver is Lipschitz…
In this paper, we consider an integro-differential equation in L^2(R), which involves the logarithmic Laplacian in the presence of a drift term. The linear operator associated with the problem has the Fredholm property. By using a fixed…