Related papers: Weak Existence and Uniqueness for Super-Brownian M…

In the past decade, an intensive study of strong approximation of stochastic differential equations (SDEs) with a drift coefficient that has discontinuities in space has begun. In the majority of these results it is assumed that the drift…

We consider a perturbation of a Hilbert space-valued Ornstein--Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-dependent drifts. The only further assumption on the drift is that it is bounded on balls…

We investigate in this work the spectrum of singularities of super-Brownian motion with stable branching. The main purpose is to provide a uniform description of the latter in high dimension $d\geq\tfrac{2}{\gamma-1}$, presenting the…

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…

Consider the following time-dependent stable-like operator with drift $$ \mathscr{L}_t\varphi(x)=\int_{\mathbb{R}^d}\big[\varphi(x+z)-\varphi(x)-z^{(\alpha)}\cdot\nabla\varphi(x)\big]\sigma(t,x,z)\nu_\alpha(d z)+b(t,x)\cdot\nabla…

In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst…

New weak and strong existence and weak and strong uniqueness results for multi-dimensional stochastic McKean--Vlasov equations are established under relaxed regularity conditions. Weak existence is a variation of Krylov's weak existence for…

The classical inverse first passage time problem asks whether, for a Brownian motion $(B_t)_{t\geq 0}$ and a positive random variable $\xi$, there exists a barrier $b:\mathbb{R}_+\to\mathbb{R}$ such that $\mathbb{P}\{B_s>b(s), 0\leq s \leq…

We prove a fluctuating limit theorem of a sequence of super-Brownian motions over $\mbb{R}$ with a single point catalyst. The weak convergence of the processes on the space of Schwarz distributions is established. The limiting process is an…

We prove existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time at zero. Along the first three studies, the coefficients are…

The well-posedness for SDEs with singularity in both space and distribution variables is derived, where the interacting drift term is bounded and Lipschitz continuous under total variation distance and the diffusion term is allowed to be…

In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid…

We prove well-posedness for a class of second-order SPDEs with multiplicative Wiener noise and doubly nonlinear drift in divergence form involving maximal monotone graphs defined everywhere, on which neither growth nor continuity…

We study the Dirichlet problem for a second order linear elliptic equation in a bounded smooth domain $\Omega$ in $\mathbb{R}^n$, $n \ge 3$, with the drift $\mathbf{b} $ belonging to the critical weak space $L^{n,\infty}(\Omega )$. We…

We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…

We consider the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism.…

The existence and uniqueness of the mild solutions for a class of degenerate functional SPDEs are obtained, where the drift is assumed to be H\"{o}lder-Dini continuous. Moreover, the non-explosion of the solution is proved under some…

In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a H{\"o}lder drift, for a H{\"o}lder exponent larger than the critical value 2/3. This work extends to the degenerate setting the earlier results obtained by…

We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on $L^2(\mathcal{O})$ (evaluated at fixed points in time and space), where $\mathcal{O}$ is an open bounded domain in $\mathbb{R}^d$.…