Related papers: Pathwise uniqueness for stochastic heat and damped…
This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…
An innovative theoretical framework for stochastic dynamics based on a decomposition of a stochastic differential equation (SDE) has been developed with an evident advantage in connecting deterministic and stochastic dynamics, as well as…
We prove some uniqueness result for solutions to the heat equation on Riemannian manifolds. In particular, we prove the uniqueness of $L^p$ solutions with $0< p< 1$, and improves the $L^1$ uniqueness result of P. Li by weakening the…
We prove that distribution dependent (also called McKean--Vlasov) stochastic delay equations of the form \begin{equation*} \mathrm{d}X(t)= b(t,X_t,\mathcal{L}_{X_t})\mathrm{d}t+ \sigma(t,X_t,\mathcal{L}_{X_t})\mathrm{d}W(t) \end{equation*}…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…
In this paper, existence and uniqueness are proved for path-dependent McKean-Vlasov type SDEs with integrability conditions. Gradient estimates and Harnack type inequalities are derived in the case that the coefficients are Dini continuous…
For the $1+1$ dimensional damped stochastic Klein-Gordon equation, we show that random singularities associated with the law of the iterated logarithm exist and propogate in the same way as the stochastic wave equation. This provides…
We present here a criterion to conclude that an abstract SPDE posseses a unique maximal strong solution, which we apply to a three dimensional Stochastic Navier-Stokes Equation. Inspired by the work of [Kato and Lai,1984] in the…
The existence of a solution to the two dimensional incompressible Euler equations in singular domains was established in [G\'erard-Varet and Lacave, The 2D Euler equation on singular domains, submitted]. The present work is about the…
We prove the Yamada-Watanabe Theorem for semilinear stochastic partial differential equations with path-dependent coefficients. The so-called "method of the moving frame" allows us to reduce the proof to the Yamada-Watanabe Theorem for…
We explore Ito stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of…
We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient…
The generalized hydrodynamics (GHD) equation is the equivalent of the Euler equations of hydrodynamics for integrable models. Systems of hyperbolic equations such as the Euler equations usually develop shocks and are plagued by problems of…
Whether the 3D incompressible Euler equations can develop a singularity in finite time from smooth initial data is one of the most challenging problems in mathematical fluid dynamics. This work attempts to provide an affirmative answer to…
In this paper we study path-by-path uniqueness for multidimensional stochastic differential equations driven by the Brownian sheet. We assume that the drift coefficient is unbounded, verifies a spatial linear growth condition and is…
We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…
We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on a bounded spatial domain.…
We study damped hyperbolic equations on the infinite line. We show that on the global attracting set $G$ the $\epsilon$-entropy (per unit length) exists in the topology of $W^{1,\infty}$. We also show that the topological entropy per unit…
In this paper, a system of one-dimensional gas dynamics equations is considered. This system is a particular case of Jacobi type systems and has a natural representation in terms of 2-forms on 0-jet space. We use this observation to find a…
We consider the heat equation with a superlinear absorption term $\partial_{t} u-\Delta u= -u^{p}$ in $\mathbb{R}^n$ and study the existence and nonexistence of nonnegative solutions with an $m$-dimensional time-dependent singular set,…