相关论文: Mild Solutions and Harnack Inequality for Function…

In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…

Let $(M,g(t))$ be a solution to the Ricci flow on a closed Riemannian manifold. In this paper, we prove differential Harnack inequalities for positive solutions of nonlinear parabolic equations of the type $$\ppt f=\Delta f-f \ln f +Rf.$$…

Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…

We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…

This work is concerned with the existence and uniqueness of generalized (mild or distributional) solutions to (possibly degenerate) Fokker-Planck equations $\rho_t-\Delta\beta(\rho)+{\rm div}(Db(\rho)\rho)=0$ in…

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…

The question of global existence or non-existence of solution to a given stochastic partial differential equation under some non-linear conditions always comes to mind. To show that our weak-predictable random field solutions do not have…

We consider degenerate porous medium equations with a divergence type of drift terms. We establish the existence of $L^{q}$-weak solutions (satisfying energy estimates or even further with moment and speed estimates in Wasserstein spaces),…

We establish a non-explosion result for rough differential equations (RDEs) in which the noise and drift coefficients, together with their derivatives, may grow unboundedly at infinity. In addition, we prove the existence of a global…

Differential inclusions with compact, upper semi-continuous, not necessarily convex right-hand sides in R^n are studied. Under a weakened monotonicity-type condition the existence of solutions is proved.

We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as…

In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…

We consider one-dimensional stochastic heat equation with nonlinear drift, $\displaystyle \partial_t u=\frac{1}{2}\Delta u+b(u)u+\sigma(u)\dot{W}(t,x)$, where $b:\mathbb{R}_{+}\to \mathbb{R}$ is a continuous function and…

We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of…

The well-posedness and regularity estimates in initial distributions are derived for singular McKean-Vlasov SDEs, where the drift contains a locally standard integrable term and a superlinear term in the spatial variable, and is Lipchitz…

We study a time--space nonlocal diffusion equation driven by additive time--space white noise, where the time derivative is the Caputo derivative of order $\alpha\in(0,2)$. The model couples local diffusion with a nonlocal convolution…

This is a review article which presents part of the contribution of Sergio Albeverio to the study of existence and uniqueness of solutions of SPDEs driven by jump processes and their stability properties. The results on stability properties…

We show the existence and uniqueness of a continuous viscosity solution of a system of partial differential equations (PDEs for short) without assuming the usual monotonicity conditions on the driver function as in Hamad\`ene and Morlais's…

We construct stable periodic solutions for a simple form nonlinear delay differential equation (DDE) with a periodic coefficient. The equation involves one underlying nonlinearity with the multiplicative periodic coefficient. The well-known…

We consider a parabolic partial differential equation that can be understood as a simple model for crowds flows. Our main assumption is that the diffusivity and the source/sink term vanish at the same point; the nonhomogeneous term is…