Related papers: Parabolic equations and SDEs with time-inhomogeneo…

We consider notions of weak solutions to a general class of parabolic problems of linear growth, formulated independently of time regularity. Equivalence with variational solutions is established using a stability result for weak solutions.…

We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the $L^d$ class, the weak…

We prove strong existense of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.

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,…

Consider a class of non-homogenous ultraparabolic differential equations with drift terms or lower order terms arising from some physical models, and we prove that weak solutions are H\"{o}lder continuous, which also generalizes the classic…

We investigate the weak order of convergence for space-time discrete approximations of semilinear parabolic stochastic evolution equations driven by additive square-integrable L\'evy noise. To this end, the Malliavin regularity of the…

Using elliptic and parabolic regularity results in $L^p$-spaces and generalized Dirichlet form theory, we construct for every starting point weak solutions to SDEs in $\mathbb{R}^d$ up to their explosion times including the following…

We consider parabolic equations with operators $\mathcal{L}=\partial_{t}+a^{ij}D_{ij}+b^{i}D_{i}-c$ with $a$ being almost in VMO, $b$ in a Morrey class containing $ L_{d+2}$ and $c $ in a Morrey class containing $L_{(d+2)/2}$. We prove the…

We investigate weighted Sobolev regularity of weak solutions of non-homogeneous parabolic equations with singular divergence-free drifts. Assuming that the drifts satisfy some mild regularity conditions, we establish local weighted…

We consider time fractional parabolic equations in both divergence and non-divergence form when the leading coefficients $a^{ij}$ are measurable functions of $(t,x_1)$ except for $a^{11}$ which is a measurable function of either $t$ or…

We prove weak uniqueness for admissible solutions of It\^o's equations with uniformly nondegenerate $a$ which is almost in VMO and $b$ in a Morrey class of functions with low integrability property. If $b\in L_{d}$ any solution is…

In this paper we prove the stochastic homeomorphism flow property and the strong Feller property for stochastic differential equations with sigular time dependent drifts and Sobolev diffusion coefficients. Moreover, the local well posedness…

We study the Evolutionary p-Laplace Equation in the singular case 1 < p < 2. We prove that a weak solution has a time derivative in Sobolev's sense and that the time derivative is locally summable to some power > 1.

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…

We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…

In this paper we study parabolic stochastic partial differential equations defined on arbitrary bounded domain $\cO \subset \bR^d$ allowing Hardy inequality: $$ \int_{\cO}|\rho^{-1}g|^2\,dx\leq C\int_{\cO}|g_x|^2 dx, \quad \forall g\in…

In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…

In this paper, we first show the well-posedness of the SDEs driven by L\'{e}vy noises under mild conditions. Then, we consider the existence and uniqueness of periodic solutions of the SDEs. To establish the ergodicity and uniqueness of…

We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time…

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,…