Related papers: A stochastic Schauder-Tychonoff type theorem and i…
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…
Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for…
We study existence and uniqueness for one-dimensional generalized stochastic differential equations with singular coefficients, including distributional drift and degenerate, possibly discontinuous, diffusion coefficients. Such…
We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…
This paper provides a new characterization of the stochastic invariance of a closed subset of R^d with respect to a diffusion. We extend the well-known inward pointing Stratonovich drift condition to the case where the diffusion matrix can…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We establish the well-posedness of stochastic differential equations possessing degenerate diffusions and singular drifts. We prove that SDEs defined on the homogeneous Carnot group, whose hypoelliptic diffusion part is given by the…
We introduce a new fixed point theorem of Krasnoselskii type for discontinuous operators. As an application we use it to study the existence of positive solutions of a second-order differential problem with separated boundary conditions and…
Existence of steady states in elastic media at small strains with diffusion of a solvent or fluid due to Fick's or Darcy's laws is proved by combining usage of variational methods inspired from static situations with Schauder's fixed-point…
In this paper, we develop an adaptive finite element method for the nonlinear steady-state Poisson-Nernst-Planck equations, where the spatial adaptivity for geometrical singularities and boundary layer effects are mainly considered. As a…
We study mean field stochastic differential equations with a diffusion coefficient that depends on the distribution function of the unknown process in a discontinuous manner, which is a type of distribution dependent regime switching. To…
We prove a fixed point theorem that combines the contraction mapping principle and some Knaster-Tarski-like theorem. As a consequence we obtain an existence theorem to initial value problem for ordinary differential equation with…
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…
In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…
These notes are devoted to the notion of well-posedness of the Cauchy problem for nonlinear dispersive equations. We present recent methods for proving ill-posedness type results for dispersive PDE's. The common feature in the analysis is…
In this paper, we prove some random fixed point theorems for Hardy-Rogers self-random operators in separable Banach spaces and, as some applications, we show the existence of a solution for random nonlinear integral equations in Banach…
In this paper exponential stability of nonlinear fractional order stochastic system with Poisson jumps is studied in finite dimensional space. Existence and uniqueness of solution, stability and exponential stability results are established…
Schauder theory is a basic tool in the study of elliptic and parabolic PDEs, asserting that solutions inherit the regularity of the coefficients. It plays a central role in establishing higher regularity for solutions to a broad class of…
This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued stochastic differential equations under the Lipschitz…