Related papers: Unique Continuation for Stochastic Parabolic Equat…
This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.
We consider non-parametric Bayesian estimation of the drift coefficient of a one-dimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions that are…
The aim of this article is to investigate the uniqueness of solution of an inverse problem for ultrahyperbolic equations. We first reduce the inverse problem to a Cauchy problem for an integro-differential equation and then by using a…
We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…
We consider a class of singular perturbations to the stochastic heat equation or semilinear variations thereof. The interesting feature of these perturbations is that, as the small parameter epsilon tends to zero, their solutions converge…
This paper concerns the null controllability for a class of stochastic degenerate parabolic equations. We first establish a global Carleman estimate for a linear forward stochastic degenerate equation with multiplicative noise. Using this…
In this work we develop a new numerical approach for recovering a spatially dependent source component in a standard parabolic equation from partial interior measurements. We establish novel conditional Lipschitz stability and H\"{o}lder…
In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…
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…
This paper is a continuation of [26]. Here theorems on conditional uniqueness and regularity for solutions to stochastic Navier-Stokes equations in $\mathbb R^d$ are presented.
We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…
In this work, we investigate the quantitative estimates of the unique continuation property for solutions of an elliptic equation $\Delta u = V u + W_1 \cdot \nabla u + \hbox{div} (W_2 u)$ in an open, connected subset of $\mathbb{R}^d$,…
This paper is about Holder and Lipschitz stability estimates and uniqueness theorems for some coefficient inverse problems and associated inverse source problems for a general linear parabolic equation of the second order with variable…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
In this paper, we investigate properties of unique continuation for hyperbolic Schr\"odinger equations with time-dependent complex-valued electric fields and time-independent real magnetic fields. We show that positive masses inside of a…
We present a series of recent results on the well-posedness of very singular parabolic stochastic partial differential equations. These equations are such that the question of what it even means to be a solution is highly non-trivial. This…
This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…
In this paper, we focus on the analysis of discrete versions of the Calderon problem with partial boundary data in dimension d >= 3. In particular, we establish logarithmic stability estimates for the discrete Calderon problem on an…
In this paper, we study the optimal singular controls for stochastic recursive systems, in which the control has two components: the regular control, and the singular control. Under certain assumptions, we establish the dynamic programming…
Several aspects of regularity theory for parabolic systems are investigated under the effect of random perturbations. The deterministic theory, when strict parabolicity is assumed, presents both classes of systems where all weak solutions…