相关论文: Stochastic Homeomorphism Flows of SDEs with Singul…

The deterministic analog of the Markov property of a time-homogeneous Markov process is the semigroup property of solutions of an autonomous differential equation. The semigroup property arises naturally when the solutions of a differential…

We consider linear cocycles taking values in $\textup{SL}_d(\mathbb{R})$ driven by homeomorphic transformations of a smooth manifold, in discrete and continuous time. We show that any discrete-time cocycle can be extended to a…

In this paper we present a new method for the construction of strong solutions of SDE's with merely integrable drift coefficients driven by a multidimensional fractional Brownian motion with Hurst parameter H < 1/2. Furthermore, we prove…

Given an one-dimensional positive recurrent diffusion governed by the Stratonovich SDE \[ X_t=x+\int_0^t\sigma(X_s)\strat db(s)+\int_0^t m(X_s) ds, \] we show that the associated stochastic flow of diffeomorphisms focuses as fast as $…

Turbulence is an ubiquitous phenomenon in natural and industrial flows. Since the celebrated work of Kolmogorov in 1941, understanding the statistical properties of fully developed turbulence has remained a major quest. In particular,…

In this paper, we consider stochastic differential equations whose drift coefficient is superlinearly growing and piece-wise continuous, and whose diffusion coefficient is superlinearly growing and locally H\"older continuous. We first…

We consider the stochastic differential equation $$ dX_t = b(X_t) dt + dL_t,$$ where the drift $b$ is a generalized function and $L$ is a symmetric one dimensional $\alpha$-stable L\'evy processes, $\alpha \in (1, 2)$. We define the notion…

Kolmogorov flow in two dimensions - the two-dimensional Navier-Stokes equations with a sinusoidal body force - is considered over extended periodic domains to reveal localised spatiotemporal complexity. The flow response mimicks the forcing…

We survey and refine recent results on weak and strong well-posedness of stochastic differential equations with singular drift satisfying some minimal assumptions.

We show that any stochastic differential equation (SDE) driven by Brownian motion with drift satisfying the Krylov-R\"ockner condition has exactly one solution in an ordinary sense for almost every trajectory of the Brownian motion.…

We prove logarithmic Sobolev inequalities on higher-dimensional bounded smooth domains based on novel Gagliardo-Nirenberg type interpolation inequalities. Moreover, we use them to address the long-time dynamics of some nonlinear nonlocal…

This paper studies the two-dimensional inhomogeneous Navier--Stokes equations governing stratified flows in a bounded domain under a gravitational potential \(f\). Our main results are as follows. First, we provide a rigorous…

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…

We consider pattern spaces of aperiodic and repetitive Delone sets of finite local complexity. These spaces are compact metric spaces and constitute a special class of foliated spaces. We define new Sobolev spaces with respect to the unique…

Let $X_t$ be a reversible and positive recurrent diffusion in $R^d$ described by \begin{equation}\nonumber X_t=x+\sigma b(t)+\int_0^tm(X_s)\dif s, \end{equation} where the diffusion coefficient $\sigma$ is a positive-definite matrix and the…

We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…

Stochastic differential equations (SDEs) are well suited to modelling noisy and irregularly sampled time series found in finance, physics, and machine learning. Traditional approaches require costly numerical solvers to sample between…

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 establish an existence result of a solution to a class of probability measure-valued equations, whose solutions can be associated with stationary distributions of many McKean-Vlasov diffusions with gradient-type drifts. Coefficients of…

In this paper, we prove a sufficient and necessary condition for the transition probability distribution of a general, time-inhomogeneous linear SDE to possess a density function and study the differentiability of the density function and…