Related papers: Uniqueness for diffusions degenerating at the boun…

We study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence…

A new technique for proving uniqueness of martingale problems is introduced. The method is illustrated in the context of elliptic diffusions in $R^d$.

We present and analyze a first order least squares method for convection dominated diffusion problems, which provides robust L2 a priori error estimate for the scalar variable even if the given data f in L2 space. The novel theoretical…

In this article, we describe an approach for solving partial differential equations with general boundary conditions imposed on arbitrarily shaped boundaries. A function that has a prescribed value on the domain in which a differential…

We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ is a time-dependent vector field which possibly is only a distribution in the space variable. We…

The paper considers direct and inverse elastic scattering from a cavity in homogeneous medium with Dirichlet and Neumann boundary conditions. For direct scattering, existence and uniqueness are derived by variation approach. For inverse…

We establish existence and uniqueness for the martingale problem associated with a system of degenerate SDE's representing a catalytic branching network. For example, in the hypercyclic case:…

With the terminal value $|\xi|$ admitting some given exponential moment, we put forward and prove several existence and uniqueness results for the unbounded solutions of quadratic backward stochastic differential equations whose generators…

In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…

We prove the transportation inequality with the uniform norm for the laws of diffusion processes with Lipschitz and/or dissipative coefficients and apply them to some singular stochastic differential equations of interest.

We prove that the solution to the singular-degenerate stochastic fast-diffusion equation with parameter $m\in (0,1)$, with zero Dirichlet boundary conditions on a bounded domain in any spatial dimension, and driven by linear multiplicative…

We establish the existence and uniqueness of pathwise strong solutions to the stochastic 3D primitive equations with only horizontal viscosity and diffusivity driven by transport noise on a cylindrical domain $M=(-h,0) \times G$, $G\subset…

Let $\gamma_1,\gamma_2$ be a pair of constant-degree irreducible algebraic curves in $\mathbb{R}^d$. Assume that $\gamma_i$ is neither contained in a hyperplane nor in a quadric surface in $\mathbb{R}^d$, for each $i=1,2$. We show that for…

This paper is concerned with the It\^o stochastic differential equations with $\mR^{d\times k}$ diffusions in class of H\"older spaces and continuous $\mR^d$ drifts. We derive a uniqueness result of strong solutions for $\cC^\alpha \…

In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…

We show the well-posedness for a large class of degenerate parabolic equations with an additional singularity and mixed Dirichlet-Neumann boundary conditions on bounded Lipschitz domains. The proof is based on an $L^1$-contraction result.…

Inverse problem to determine simultaneously a general space- and time-dependent source and an initial state in a fractional diffusion equation from an {\it a posteriori} measurement of the normal derivative of the state on a portion of a…

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

We prove a uniqueness result of the unbounded solution for a quadratic backward stochastic differential equation whose terminal condition is unbounded and whose generator $g$ may be non-Lipschitz continuous in the state variable $y$,…

In this paper we give an elementary proof of uniqueness of solutions to a gas-disk interaction system with diffusive boundary condition. Existence of near-equilibrium solutions for this type of systems with various boundary conditions has…