Related papers: On the well-posedness of (nonlinear) rough continu…
A famous result by Delort about the two-dimensional incompressible Euler equations is the existence of weak solutions when the initial vorticity is a diffuse bounded Radon measure with distinguished sign. In this paper we are interested in…
We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions. Even in the absence of jumps, it is known that in…
We examine the blow-up claims of the incompressible Euler equations for several specific flow-fields, (1) the columnar eddies in the vicinity of stagnation; (2) a quasi-three-dimensional structure for illustrating oscillations and…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to…
In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…
In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…
We study a class of semilinear diffusion equations on infinite, connected, weighted graphs, focusing on two types of nonlinearities: monotone decreasing and Lipschitz continuous. Under minimal structural assumptions on the graph, we…
In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…
We study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence…
We present a well-posedness and stability result for a class of nondegenerate linear parabolic equations driven by rough paths. More precisely, we introduce a notion of weak solution that satisfies an intrinsic formulation of the equation…
We consider stochastic differential equations of the form $dY_t=V(Y_t)\,dX_t+V_0(Y_t)\,dt$ driven by a multi-dimensional Gaussian process. Under the assumption that the vector fields $V_0$ and $V=(V_1,\ldots,V_d)$ satisfy H\"{o}rmander's…
This article investigates the well-posedness of weak solutions to non-linear parabolic PDEs driven by rough coefficients with rough initial data in critical homogeneous Besov spaces. Well-posedness is understood in the sense of existence…
We show that certain singular structures (H\"{o}lderian cusps and mild divergences) are transported by the flow of homeomorphisms generated by an Osgood velocity field. The structure of these singularities is related to the modulus of…
We study robust nonlinear filtering for stochastic models driven by L\'evy processes, where the signal and observation processes are coupled through common Brownian and jump noise. Robustness, defined as the continuous dependence of the…
Most turbulence models used in Reynolds-averaged Navier-Stokes (RANS) simulations are partial differential equations (PDE) that describe the transport of turbulent quantities. Such quantities include turbulent kinetic energy for eddy…
We study a nonlocal particle model describing traffic flow on rough roads. In the model, each driver adjusts the speed of the car according to the condition over an interval in the front, leading to a system of nonlocal ODEs which we refer…
The paper provides conditions that guarantee existence and uniqueness of classical solutions for a non-local conservation law on a ring-road with possible nudging (or "look behind") terms. The obtained conditions are novel, as they are not…
We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…
The seminal work of DiPerna and Lions [Invent. Math., 98, 1989] guarantees the existence and uniqueness of regular Lagrangian flows for Sobolev vector fields. The latter is a suitable selection of trajectories of the related ODE satisfying…