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We prove the existence of weak solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Weak uniqueness (generally conditional) and a conjecture pertaining to strong solutions are…
We show that any weak solution to elliptic equations in divergence form is continuously differentiable provided that the modulus of continuity of coefficients in the $L^1$-mean sense satisfies the Dini condition. This in particular answers…
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman-Kac formula and a…
We prove an extension theorem for local solutions of the 3d incompressible Euler equations. More precisely, we show that if a smooth vector field satisfies the Euler equations in a spacetime region $\Omega\times(0,T)$, one can choose an…
In this work, we establish a continuous version of the Fountain theorem by using the framework of the weak slope for continuous functionals, which generalizes Theorem 3.6 of Willem \cite{Wi}. Then we present an application to a semilinear…
The paper studies the rate of convergence of the weak Euler approximation for It\^{o} diffusion and jump processes with H\"{o}lder-continuous generators. It covers a number of stochastic processes including the nondegenerate diffusion…
Using analysis for 2-admissible functions in weighted Sobolev spaces and stochastic calculus for possibly degenerate symmetric elliptic forms, we construct weak solutions to a wide class of stochastic differential equations starting from an…
We study the Dirichlet dynamical zeta function $\eta_D(s)$ for billiard flow corresponding to several strictly convex disjoint obstacles. For large ${\rm Re}\: s$ we have $\eta_D(s) =\sum_{n= 1}^{\infty} a_n e^{-\lambda_n s}, \: a_n \in…
We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…
We present the theory of the Dirichlet problem for nonlocal operators which are the generators of general pure-jump symmetric L\'evy processes whose L\'evy measures need not be absolutely continuous. We establish basic facts about the…
This paper is concerned with the It\^o stochastic differential equations with $\mR^{d\times k}$ diffusions in class of H\"older spaces and continuous $\mR^d$ drifts. We derive a uniqueness result of strong solutions for $\cC^\alpha \…
We study a stochastic differential equation driven by a gamma process, for which we give results on the existence of weak solutions under conditions on the volatility function. To that end we provide results on the density process between…
We investigate the existence of weak solutions to a certain system of partial differential equations, modelling the behaviour of a compressible non-Newtonian fluid for small Reynolds number. We construct the weak solutions despite the lack…
These notes survey some aspects of discrete-time chaotic calculus and its applications, based on the chaos representation property for i.i.d. sequences of random variables. The topics covered include the Clark formula and predictable…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
We present a weighted version of the Caffarelli-Kohn-Nirenberg inequality in the framework of variable exponents. The combination of this inequality with a variant of the fountain theorem, yields the existence of infinitely many solutions…
In this paper, we consider the stochastic %equations of incompressible non-Newtonian fluids driven by a cylindrical Wiener process $W$ with shear rate dependent on viscosity in a bounded Lipschitz domain $D\in \mathbb{R}^n$ during the time…
In this paper we consider the It\^o SDE $$d X_t=d W_t+b(t,X_t)\,d t, \quad X_0=x\in {\mathbb R}^d,$$ where $W_t$ is a $d$-dimensional standard Wiener process and the drift coefficient $b:[0,T]\times{\mathbb R}^d\to{\mathbb R}^d$ belongs to…
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential equations with coefficients depending on some path-functionals of the process. As an extension of the technique developed by Bass \&…