Related papers: Weak solutions to distribution-dependent stochasti…
In this paper, we establish the existence and uniqueness of both mild(/variational) solutions and weak (in the sense of PDE) solutions of coupled system of 2D stochastic Chemotaxis-Navier-Stokes equations. The mild/variational solution is…
We introduce a weak solution concept (called "rough weak solutions") for singular SDEs with additive alpha-stable L\'evy noise (including the Brownian noise case) and prove its equivalence to martingale solutions from Kremp, Perkowski '22…
We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive L\'evy noise. We first derive a representation formula for the error which we then…
This paper addresses the existence of nonnegative mild solutions for stochastic evolution inclusions through a weak topology approach. Precisely, the study focuses on stochastic evolution inclusions characterized by multivalued…
Using analysis for 2-admissible functions in weighted Sobolev spaces and stochastic calculus for possibly degenerate symmetric elliptic forms, we construct weak solutions to a wide class of stochastic differential equations starting from an…
This work is devoted to the study of the existence of at least one weak solution to nonlocal equations involving a general integro-differential operator of fractional type. As a special case, we derive an existence theorem for the…
The global existence of martingale solutions to the compressible Navier-Stokes equations driven by stochastic external forces, with density-dependent viscosity and vacuum, is established in this paper. This work can be regarded as a…
We establish an existence result for weak solutions to an aggregation-diffusion-reaction equation with a constraint, arising in the modelling of multiple sclerosis. The model is derived from a general chemotaxis-type framework and describes…
Existence of mass-conserving weak solutions to the coagulation-fragmentation equation is established when the fragmentation mechanism produces an infinite number of fragments after splitting. The coagulation kernel is assumed to increase at…
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…
We consider quasi-static poroelastic systems with incompressible constituents. The nonlinear permeability is taken to be dependent on solid dilation, and physical types of boundary conditions (Dirichlet, Neumann, and mixed) for the fluid…
We establish a weak-strong uniqueness principle for the two-phase Mullins-Sekerka equation in the plane: As long as a classical solution to the evolution problem exists, any weak De Giorgi type varifold solution (see for this notion the…
In this work we will focus on the existence of weak solutions for a system describing a general compressible viscous fluid in the case of the pressure being a linear function of the density and the viscous stress tensor being a non-linear…
In this paper, we study weakly nonlinear boundary value problems on infinite intervals. For such problems, we provide criteria for the existence of solutions as well as a qualitative description of the behavior of solutions depending on a…
This paper concerns the McKean-Vlasov stochastic differential equation (SDE) with common noise. An appropriate definition of a weak solution to such an equation is developed. The importance of the notion of compatibility in this definition…
Motivated by applications in physics (e.g., turbulence intermittency) and financial mathematics (e.g., rough volatility), this paper examines a family of integrated stochastic Volterra processes characterized by a small Hurst parameter…
In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then, we apply them to a large class of semilinear…
We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…
We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness.We then…
In this paper, we construct martingale suitable weak solutions for $3$-dimensional incompressible stochastic Navier-Stokes equations with generally non-linear noise. In deterministic setting, as widely known, ``suitable weak solutions'' are…