Related papers: A compact support property for infinite-dimensiona…

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…

We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in…

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…

In this paper we work with parabolic SPDEs of the form $$ \partial_t u(t,x)=\partial_x^2 u(t,x)+g(t,x,u)+\sigma(t,x,u)\dot{W}(t,x) $$ with Neumann boundary conditions, where $x\in[0,1]$, $\dot{W}(t,x)$ is the space-time white noise on…

We introduce a new method which resolves the problem of regularity and compactness of entropy solutions for nonlinear degenerate parabolic equations under non-degeneracy conditions on the sphere. In particular, we address a problem of…

We consider weak non-negative solutions to the stochastic partial differential equation \[ \partial_t Y(t,x) = \Delta Y(t,x) + Y(t,x)^\gamma \dot{L}(t,x), \] for $(t,x) \in \mathbb{R}_+ \times \mathbb{R}^d$, where $\gamma > 0$ and $\dot{L}$…

We investigate the strict positivity and the compact support property of solutions to the one-dimensional nonlinear stochastic heat equation: $$\partial_t u(t,x) = \frac{1}{2}\partial^2_x u(t,x) + \sigma(u(t,x))\dot{W}(t,x), \quad (t,x)\in…

We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager,…

We prove global existence, uniqueness and stability of entropy solutions with $L^2\cap L^\infty$ initial data for a general family of negative order dispersive equations. It is further demonstrated that this solution concept extends in a…

The H\"older continuity of the solution to a nonlinear stochastic partial differential equation arising from one dimensional super process is obtained. It is proved that the H\"older exponent in time variable is as close as to 1/4,…

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Let $E \subset \mathbb R^d$, $d \ge 2$, be compact, and let $\phi(x,y)$ be a smooth function satisfying the Phong--Stein rotational curvature condition on $\{\phi(x,y)=1\}$. We prove that if $\dim_{\mathcal H}(E)>1$, then $$…

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…

We prove the existence of global solutions to the Cauchy problem for noncommutative nonlinear wave equations in arbitrary even spatial dimensions where the noncommutativity is only in the spatial directions. We find that for existence there…

In this article, we study the global well-posedness of hyperbolic SPDEs on a bounded domain in $\mathbb{R}^d$, driven by a space-time L\'evy white noise, when the drift and diffusion coefficients are locally Lipschitz and have linear…

We establish weak existence and uniqueness for random field solutions of the one-dimensional SPDE \[ d_tX_t = \frac{1}{2}\Delta X_t +h(X_t)+ \sqrt{X_t}\dot{W}, \quad t\geq 0,\] where $\dot{W}$ is space-time white noise and $h$ is a bounded…

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…

We show that for any infinite set $A$ in ${\mathbb R}$, there exists a compact set $E \subseteq \mathbb{R}$ of positive Lebesgue measure that does not contain any non-trivial affine copy of $A$. This proves the Erd\"os similarity…