相关论文: Davie's type uniqueness for a class of SDEs with j…

We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…

We consider singular SDEs like \begin{equation} \label{ss} dX_t = b(t, X_t) dt + A X_t dt + \sigma(t) d{L}_t , \;\; t \in [0,T], \;\; X_0 =x \in {\mathbb R}^n, \end{equation} where $A$ is a real $n \times n $ matrix, i.e., $A \in {{\mathbb…

The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…

We present a new approach to Davie's theorem on the uniqueness of solutions to the equation $dX_t = b(t, X_t)\,dt + dW_t$ for almost all Brownian paths. A generalization of this result and a discussion of some close problems are given.

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

We introduce a new method of proving pathwise uniqueness, and we apply it to the degenerate stochastic differential equation \[dX_t=|X_t|^{\alpha} dW_t,\] where $W_t$ is a one-dimensional Brownian motion and $\alpha\in(0,1/2)$. Weak…

Consider the following stochastic differential equation (SDE) $$dX_t = b(t,X_{t-}) \, dt+ dL_t, \quad X_0 = x,$$ driven by a $d$-dimensional L\'evy process $(L_t)_{t \geq 0}$. We establish conditions on the L\'evy process and the drift…

We consider the Stochastic Differential Equation $X_t = X_0 + \int_0^t b(s,X_s) ds + B_t$, in $\mathbb{R}^d$. We give an example of a drift $b$ such that there does not exist a weak solution, but there exists a solution for almost every…

In this paper we study the existence and uniqueness of the strong solution of following d dimensional stochastic differential equation (SDE) driven by Brownian motion: dX(t)=b(t,X(t))dt+a(t,X(t))dB(t), X(0)= x, where B is a d-dimensional…

We prove existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time at zero. Along the first three studies, the coefficients are…

In this paper we study path-by-path uniqueness for multidimensional stochastic differential equations driven by the Brownian sheet. We assume that the drift coefficient is unbounded, verifies a spatial linear growth condition and is…

In this paper we investigate the regularity properties of strong solutions to SDEs driven by L\'evy processes with irregular drift coefficients. Under some mild conditions, we show that the singular SDE has a unique strong solution for each…

We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) driven by additive pure-jump L\'evy noise. In particular, we assume that the L\'evy process driving the SDE is…

In this paper we study weak solutions for the following type of stochastic differential equation \[ dX_{t}=dW_{t}+b(t, X_{t})dt, \quad t\ge s, \quad X_{s}=x, \] where $b: [0,\infty) \times \mathbb{R}^{d} \to \mathbb{R}^{d}$ is a measurable…

Consider the stochastic differential equation $\mathrm dX_t = -A X_t \,\mathrm dt + f(t, X_t) \,\mathrm dt + \mathrm dB_t$ in a (possibly infinite-dimensional) separable Hilbert space, where $B$ is a cylindrical Brownian motion and $f$ is a…

In this paper we study the following stochastic differential equation (SDE) in ${\mathbb R}^d$: $$ \mathrm{d} X_t= \mathrm{d} Z_t + b(t, X_t)\mathrm{d} t, \quad X_0=x, $$ where $Z$ is a L\'evy process. We show that for a large class of…

We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…

We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uniqueness and comparison theorems. Our approach are very easy…

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

In this paper we study the pathwise uniqueness of solution to the following stochastic partial differential equation (SPDE) with H\"older continuous coefficient: \begin{eqnarray*} \frac{\partial X_t(x)}{\partial t}=\frac{1}{2} \Delta X_t(x)…