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We consider It\^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W^{1}_{2+\varepsilon,loc}$, and the drift in a Morrey class containing $L_{d}$. We prove the unique strong solvability in…

Probability · Mathematics 2022-08-19 N. V. Krylov

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.

Probability · Mathematics 2023-05-09 N. V. Krylov

We show uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 2$, with possibly degenerate and/or fully discontinuous locally bounded coefficients among all weak solutions that spend zero time…

Probability · Mathematics 2020-05-11 Haesung Lee , Gerald Trutnau

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…

Probability · Mathematics 2024-09-16 N. V. Krylov

We show pathwise uniqueness for a class of degenerate It\^{o}-SDE among all of its weak solutions that spend zero time at the points of degeneracy of the dispersion matrix. Consequently, by the Yamada-Watanabe Theorem and a weak existence…

Probability · Mathematics 2022-05-24 Haesung Lee

In the class of admissible weak solutions, we prove a weak-strong uniqueness result for the incompressible Euler equations assuming that the symmetric part of the gradient belongs to $L^1_{\rm loc}([0,+\infty);L^{\rm…

Analysis of PDEs · Mathematics 2023-09-07 Luigi De Rosa , Marco Inversi , Giorgio Stefani

We consider It\^o uniformly nondegenerate equations with random coefficients. When the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions on the sample…

Probability · Mathematics 2021-11-11 Guohuan Zhao

We prove the unique weak solvability of stochastic differential equations with time-inhomogeneous drift in essentially the largest (scaling-invariant) Morrey class, i.e.\,with integrability parameter $q>1$ close to $1$. The constructed weak…

Probability · Mathematics 2023-03-08 D. Kinzebulatov

In this paper we investigate the well-posedness of the Cauchy problem for a Schr\"odinger operator with singular lower order terms. We allow distributional coefficients and we approach this problem via the regularising methods at the core…

Analysis of PDEs · Mathematics 2024-02-13 Alexandre Arias Junior , Alessia Ascanelli , Marco Cappiello , Claudia Garetto

We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue space, and prove the existence and uniqueness of weak solutions for a class of SDEs. To be more precise, let $b: [0,T]\times{\mathbb…

Analysis of PDEs · Mathematics 2017-11-15 Jinlong Wei , Guangying Lv , Jiang-Lun Wu

We prove an existence and uniqueness theorem for second-order parabolic equations in the whole space with constant zeroth-order coefficient in mixed-norm Morrey-Sobolev spaces. The main coefficient $a$ is assumed to be measurable in $t$ and…

Analysis of PDEs · Mathematics 2025-12-02 N. V. Krylov

This paper concerns the McKean-Vlasov stochastic differential equation (SDE) with common noise. An appropriate definition of a weak solution to such an equation is developed. The importance of the notion of compatibility in this definition…

Probability · Mathematics 2020-06-29 William R. P. Hammersley , David Šiška , Łukasz Szpruch

We give a new sufficient criteria to prove the uniqueness of the incompressible Euler equation in dimension $N\geq2$. In their celebrated works by V. Scheffer [18], A. Shnirelman [19], C. De Lellis and L. Sz\'ekelyhidi Jr. [7] they have…

Analysis of PDEs · Mathematics 2019-06-13 Shyam Sundar Ghoshal , Animesh Jana

We introduce a weak solution concept (called "rough weak solutions") for singular SDEs with additive alpha-stable L\'evy noise (including the Brownian noise case) and prove its equivalence to martingale solutions from Kremp, Perkowski '22…

Probability · Mathematics 2023-09-28 Helena Kremp , Nicolas Perkowski

We consider It\^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W^{1}_{d,loc}$, and the drift in $L_{d}$. We prove the unique strong solvability for any starting point and prove that as…

Probability · Mathematics 2020-07-14 N. V. Krylov

In this work we consider weak solutions of the incompressible 2-D porous media equation. By using the approach of De Lellis-Sz\'ekelyhidi we prove non-uniqueness for solutions in $L^\infty$ in space and time.

Analysis of PDEs · Mathematics 2015-05-14 Diego Cordoba , Daniel Faraco , Francisco Gancedo

We show weak existence and uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 1$, with prescribed sub-invariant measure $\widehat{\mu}$. The dispersion and drift coefficients of the…

Probability · Mathematics 2025-05-19 Haesung Lee , Gerald Trutnau

The attracting inverse-square drift provides a prototypical counterexample to solvability of singular SDEs: if the coefficient of the drift is larger than a certain critical value, then no weak solution exists. We prove a positive result on…

Probability · Mathematics 2021-10-22 Damir Kinzebulatov , Yuliy A. Semenov

In this paper we prove the existence and uniqueness of weak solutions to the Dirichlet problem for an elliptic equation with a drift $b$ satisfying $\operatorname{div} b\le 0$ in $\Omega$. We assume $b$ belongs to some weak Morrey class…

Analysis of PDEs · Mathematics 2024-11-07 Misha Chernobai , Timofey Shilkin

We prove weak-strong uniqueness in the class of admissible measure-valued solutions for the isentropic Euler equations in any space dimension and for the Savage-Hutter model of granular flows in one and two space dimensions. For the latter…

Analysis of PDEs · Mathematics 2015-10-28 Piotr Gwiazda , Agnieszka Świerczewska-Gwiazda , Emil Wiedemann
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