Related papers: Singular Degenerate SDEs: Well-Posedness and Expon…

We consider SDEs driven by multiplicative pure jump L\'{e}vy noises, where L\'evy processes are not necessarily comparable to $\alpha$-stable-like processes. By assuming that the SDE has a unique solution, we obtain gradient estimates of…

This paper addresses the well-posedness of a general class of bulk-surface convective Cahn--Hilliard systems with singular potentials. For this model, we first prove the existence of a global-in-time weak solution by approximating the…

In this work, we propose a stochastic version of the Rosenzweig-MacArthur model solely driven by internal demographic noise, extending classical Lotka-Volterra-type systems focused on external noise. We give a criterion for the existence…

In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness of weak and strong solutions are obtained. Moreover, some…

By using the ultracontractivity of a reference diffusion semigroup, Krylov's estimate is established for a class of degenerate SDEs with singular drifts, which leads to existence and pathwise uniqueness by means of Zvonkin's transformation.…

In this paper we are concerned with the stability of equilibrium solutions of periodic Hamiltonian systems with one degree of freedom in the case of degeneracy, which means that the characteristic exponents of the linearized system have…

We consider a special class of mean field SDEs with common noise which depend on the image of the solution (i.e. the conditional distribution given noise). The strong well-posedness is derived under a monotone condition which is weaker than…

In the first part of the note we analyze the long time behaviour of a two dimensional stochastic Navier--Stokes equations system on a torus with a degenerate, one dimensional noise. In particular, for some initial data and noises we…

The irreducibility is fundamental for the study of ergodicity of stochastic dynamical systems. The existing methods on the irreducibility of stochastic partial differential equations (SPDEs) and stochastic differential equations (SDEs)…

We use the approach of Roeckner-Zhao to prove strong well-posedness for SDEs with singular drift satisfying some minimal assumptions.

Let $\alpha\in(0,2)$ and $d\in\mathbb{N}$. Consider the following stochastic differential equation (SDE) driven by $\alpha$-stable process in $\mathbb{R}^d$: $$ dX_t=b(X_t)dt+\sigma(X_{t-})d L^{\alpha}_t, \quad X_0=x\in\mathbb{R}^d, $$…

We propose some one-dimensional reduced models for the three-dimensional electron magnetohydrodynamics which involves a highly nonlinear Hall term with intricate structure. The models contain nonlocal nonlinear terms. Local well-posedness…

In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the…

Explicit conditions are presented for the existence, uniqueness and ergodicity of the strong solution to a class of generalized stochastic porous media equations. Our estimate of the convergence rate is sharp according to the known optimal…

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 prove a local in time existence and uniqueness theorem of classical solutions of the coupled Einstein--Euler system, and therefore establish the well posedness of this system. We use the condition that the energy density might vanish or…

In this paper, the existence and uniqueness of the distribution dependent SDEs with H\"{o}lder continuous drift driven by $\alpha$-stable process is investigated. Moreover, by using Zvonkin type transformation, the convergence rate of…

The presence of a delay in a thermoelastic system destroys the well-posedness and the stabilizing effect of the heat conduction [17]. To avoid this problem we add to the system, at the delayed equation, a Kelvin-Voigt damping. At first, we…

We prove that semilinear stochastic abstract wave equations, including wave and plate equations, are well-posed in the strong sense with an $\alpha$-H\"{o}lder continuous drift coefficient, if $\alpha \in (2/3,1)$. The uniqueness may fail…

This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…