Related papers: Uniqueness for diffusions degenerating at the boun…

Let $(W,H,\mu)$ be the classical Wiener space on $\R^d$. Assume that $X=(X_t(x))$ is a diffusion process satisfying the stochastic differential equation with diffusion and drift coefficients $\sigma: \R^n\to \R^n\otimes \R^d$, $b: \R^n\to…

We establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equations (SDEs) under mild assumptions on the coefficients. Our…

In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…

In this paper we present some basic uniqueness results for evolutive equations under density constraints. First, we develop a rigorous proof of a well-known result (among specialists) in the case where the spontaneous velocity field…

We prove $L^{p}$-uniqueness of Dirichlet operators for Gibbs measures on the path space $C(\mathbb R, \mathbb R^{d})$ associated with exponential type interactions in infinite volume by extending an SPDE approach presented in previous work…

Given a function $f : A \to \mathbb{R}^n$ of a certain regularity defined on some open subset $A \subseteq \mathbb{R}^m$, it is a classical problem of analysis to investigate whether the function can be extended to all of $\mathbb{R}^m$ in…

We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized…

The contribution of this work is twofold. The first part deals with a Hilbert-space version of McCann's celebrated result on the existence and uniqueness of monotone measure-preserving maps: given two probability measures $\rm P$ and $\rm…

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…

The long time behaviour of solutions to generalised stochastic porous media equations on bounded domains with Dirichlet boundary data is studied. We focus on a degenerate form of nonlinearity arising in self-organised criticality. Based on…

Let $v:[0,T]\times \R^d \to \R$ be the solution of the parabolic backward equation $ \partial_t v + (1/2) \sum_{i,l} [\sigma \sigma^\perp]_{il} \partial_{x_i \partial_{x_l} v + \sum_{i} b_i \partial_{x_i}v + kv =0$ with terminal condition…

We consider a nonlocal aggregation equation with degenerate diffusion, which describes the mean-field limit of interacting particles driven by nonlocal interactions and localized repulsion. When the interaction potential is attractive, it…

We consider fractional diffusion-wave equations with source term which is represented in a form of a product of a temporal function and a spatial function. We prove the uniqueness for inveres source problem of determining spatially varying…

We consider a degenerate/singular wave equation in one dimension, with drift and in presence of a leading operator which is not in divergence form. We impose a homogeneous Dirichlet boundary condition where the degeneracy occurs and a…

In this paper, we study one-dimensional backward stochastic differential equation (BSDE, for short), whose coefficient $f$ is Lipschitz in $y$ but only continuous in $z$. In addition, if the terminal condition $\xi$ has bounded Malliavin…

First, we present some results about the H\"older continuity of the sample paths of so called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a…

In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…

We study the asymptotic behavior of a bounded solution of an inhomogeneous delay linear difference equation in a Banach space by using the spectrum of bounded sequences. We get a significant extension of excellent results in [1]. A new…

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…