Related papers: The $C^{0,1}$ It\^o-Ventzell formula for weak Diri…

In this paper, we consider a stochastic balance law with a Lipschitz flux and gain the uniqueness for stochastic entropy solutions. The argument is supported by the stochastic kinetic formulation, the It\^{o} formula and the regularization…

We consider the $d$-dimensional incompressible Euler equations. We show strong illposedness of velocity in any $C^m$ spaces whenever $m\ge 1$ is an \emph{integer}. More precisely, we show for a set of initial data dense in the $C^m$…

In this work I consider the abstract Cauchy problems with Caputo fractional time derivative of order $\alpha\in(0,1]$, and discuss the continuity of the respective solutions regarding the parameter $\alpha$. I also present a study about the…

This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…

Let $M$ be a compact manifold equipped with a pair of complementary foliations, say horizontal and vertical. In Catuogno, Silva and Ruffino ($Stoch$. $Dyn$., 2013) it is shown that, up to a stopping time $\tau$, a stochastic flow of local…

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

We consider the weak convergence of numerical methods for stochastic differential equations (SDEs). Weak convergence is usually expressed in terms of the convergence of expected values of test functions of the trajectories. Here we present…

Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of…

We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and singular kernels. Our approach relies on weak convergence…

Consider a sequence of cadlag processes $\{X^n\}_n$, and some fixed function $f$. If $f$ is continuous then under several modes of convergence $X^n\to X$ implies corresponding convergence of $f(X^n)\to f(X)$, due to continuous mapping. We…

We investigate a viscoelastic flow model with a generalized memory, in which a weak-singular component is introduced in the exponential convolution kernel of classical viscoelastic flow equations that remains untreated in the literature. We…

We investigate the evolution of particle ensembles in open chaotic hydrodynamical flows. Active processes of the type A+B --> 2B and A+B --> 2C are considered in the limit of weak diffusion. As an illustrative advection dynamics we consider…

Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on $[0,+\infty )$, which has an absorbing barrier at zero. Then one can define its dual stochastic flow. In \cite{AW}, Akahori…

The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., \& R\"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans.\ Amer.\ Math.\ Soc.] has turned out to be a useful instrument to study…

Thermodynamically consistent models for two-phase flow in porous media have attracted significant attention in recent years. In this paper, we prove the existence, uniqueness and regularity of the weak solution to such a recent model…

We consider the complement value problem for a class of second order elliptic integro-differential operators. Let $D$ be a bounded Lipschitz domain of $\mathbb{R}^d$. Under mild conditions, we show that there exists a unique bounded…

We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…

Studying the (long-term) behavior of the K\"ahler-Ricci flow on mildly singular varieties, one is naturally lead to study weak solutions of degenerate parabolic complex Monge-Amp\'ere equations. The purpose of this article, the first of a…

We prove the existence and weak uniqueness of weak solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class with mixed norms.

The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…