Related papers: Stochastic very weak solution to parabolic equatio…
We establish the existence of weak solutions to a class of distribution-dependent stochastic differential equations (DDSDEs) with possibly degenerate multiplicative noise and singular coefficients. Extending the weak existence techniques…
This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial differential equation and the parabolic capacity and…
A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…
We present a series of recent results on the well-posedness of very singular parabolic stochastic partial differential equations. These equations are such that the question of what it even means to be a solution is highly non-trivial. This…
In this paper we study the continuous coagulation and multiple fragmentation equation for the mean-field description of a system of particles taking into account the combined effect of the coagulation and the fragmentation processes in…
A procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos expansion. Existence and uniqueness of this Wiener Chaos solution is established for…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…
This paper studies a fourth-order, nonlinear, doubly-degenerate parabolic equation derived from the thin film equation in spherical geometry. A regularization method is used to study the equation and several useful estimates are obtained.…
The aim of this paper is to establish a higher integrability result for very weak solutions of certain parabolic systems whose model is the parabolic $p(x,t)$-Laplacian system. Under assumptions on the exponent function…
In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…
We prove the existence of weak solutions in the space of energy for a class of non-linear Schroedinger equations in the presence of a external rough magnetic potential. Under our assumptions it is not possible to study the problem by means…
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…
In this paper, we are interested to analyze a nonlocal nonlinear parabolic equation with fractional Laplacian. We show that there are no nontrivial global weak solutions using the test function method.
We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…
We consider the variational wave equation in one-dimensional space with stochastic forcing by an additive noise. Blow-up of local smooth solutions is established, and global existence is proved in the class of weak martingale solutions.
The uniqueness of global weak solutions to one-dimensional doubly degenerate cross-diffusion system is shown. The equations model the evolution of feeding bacterial populations in a malnourished environment. The key idea of the proof is…
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…
In this paper, we prove that the existence and uniqueness of globally weak solutions to the Cauchy problem for the weakly dissipative Camassa-Holm equation in time weighted $H^1$ space. First, we derive an equivalent semi-linear system by…
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…
We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…