Related papers: Weak Existence and Uniqueness for Super-Brownian M…
The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branching-particle lifetime is allowed to depend upon the…
We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated…
The well-posedness and regularity estimates in initial distributions are derived for singular McKean-Vlasov SDEs, where the drift contains a locally standard integrable term and a superlinear term in the spatial variable, and is Lipchitz…
We survey and refine recent results on weak and strong well-posedness of stochastic differential equations with singular drift satisfying some minimal assumptions.
In this paper, we prove existence and uniqueness of energy solutions for nonlinear Schr\"odinger equations with a multiplicative white noise on $R^d$ with $d\le3$. We rely on an exponential trans-form and conserved quantities for existence…
For a supersonic Euler flow past a straight wedge whose vertex angle is less than the extreme angle, there exists a shock-front emanating from the wedge vertex, and the shock-front is usually strong especially when the vertex angle of the…
In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the…
We consider the following Dirichlet problems for elliptic equations with singular drift $\mathbf{b}$: \[ \text{(a) } -\operatorname{div}(A \nabla u)+\operatorname{div}(u\mathbf{b})=f,\quad \text{(b) } -\operatorname{div}(A^T \nabla…
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…
We establish the well-posedness of linear elliptic equations with critical-order drifts in $L^d$ and positive zero-order coefficients in $L^1$ or $L^{\frac{2d}{d+2}}$, where classical methods are often too restrictive. Our approach relies…
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…
We study reflecting Brownian motion with drift constrained to a wedge in the plane. Our first set of results provide necessary and sufficient conditions for existence and uniqueness of a solution to the corresponding submartingale problem…
The existence and uniqueness of the mild solution for a class of functional SPDEs with multiplicative noise and a locally Dini continuous drift are proved. In addition, under a reasonable condition the solution is non-explosive. Moreover,…
We consider linear and nonlinear transport equations with irregular velocity fields, motivated by models coming from mean field games. The velocity fields are assumed to increase in each coordinate, and the divergence therefore fails to be…
In recent years, an intensive study of strong approximation of stochastic differential equations (SDEs) with a drift coefficient that may have discontinuities in space has begun. In many of these results it is assumed that the drift…
We start by introducing a new definition of solutions to heat-based SPDEs driven by space-time white noise: SDDEs (stochastic differential-difference equations) limits solutions. In contrast to the standard direct definition of SPDEs…
We prove a well-posedness result for stochastic Allen-Cahn type equations in a bounded domain coupled with generic boundary conditions. The (nonlinear) flux at the boundary aims at describing the interactions with the hard walls and is…
Let a 1-d system of hyperbolic conservation laws, with two unknowns, be endowed with a convex entropy. We consider the family of small $BV$ functions which are global solutions of this equation. For any small $BV$ initial data, such global…
We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…