相关论文: A note on doubly nonlinear SPDEs with singular dri…
In this paper, we consider the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear…
We prove that the monodromy diffeomorphism of a complex 2-dimensional isolated hypersurface singularity of weighted-homogeneous type has infinite order in the smooth mapping class group of the Milnor fiber, provided the singularity is not a…
The primary objective of this paper is to introduce Hyers-Ulam-type stability results for monotone, subadditive, and convex graphs. We consider their standard definitions in an approximate sense and demonstrate the existence of a…
We present an adaptive approximation scheme for jump-diffusion SDEs with discontinuous drift and (possibly) degenerate diffusion. This transformation-based doubly-adaptive quasi-Milstein scheme is the first scheme that has strong…
In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a H{\"o}lder drift, for a H{\"o}lder exponent larger than the critical value 2/3. This work extends to the degenerate setting the earlier results obtained by…
We are concerned with the solvability of linear second order elliptic partial differential equations with nonlinear boundary conditions at resonance, in which the nonlinear boundary conditions perturbation is not necessarily required to…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
In this paper we prove well-posedness and stabibility of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.
In this paper, we study (strong and weak) existence and uniqueness of a class of non-Markovian SDEs whose drift contains the derivative in the sense of distributionsof a continuous function.
In this paper we show the existence and uniqueness for a class of density dependent SDEs with bounded measurable drift, where the existence part is based on Euler's approximation for density dependent SDEs and the uniqueness is based on the…
This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…
In this article we prove pathwise Holder convergence with optimal rates of the implicit Euler scheme for semi-linear parabolic stochastic differential equations with multiplicative noise, set in a UMD Banach space X. We assume the…
These notes present an alternative approach to the asymptotic stability of stochastic partial differential equations driven by multiplicative noise, applicable to a wide range of dissipative systems. The method builds on general criteria…
We study the numerical approximation of SDEs with singular drifts (including distributions) driven by a fractional Brownian motion. Under the Catellier-Gubinelli condition that imposes the regularity of the drift to be strictly greater than…
The well-posedness for SDEs with singularity in both space and distribution variables is derived, where the interacting drift term is bounded and Lipschitz continuous under total variation distance and the diffusion term is allowed to be…
Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…
Woess \cite{Woess98} introduced a curvature notion on the set of edges of a planar graph, called $\Psi$-curvature in our paper, which is stable under the planar duality. We study geometric and combinatorial properties for the class of…
We prove the existence of random attractors for a large class of degenerate stochastic partial differential equations (SPDE) perturbed by joint additive Wiener noise and real, linear multiplicative Brownian noise, assuming only the standard…
Consider in a real Hilbert space $H$ the differential equation (inclusion) $(E)$: $p(t)u^{\prime \prime}(t)+q(t)u^{\prime}(t)\in Au(t)+f(t)$ for a.a. $t>0$, with the condition $(B)$: $u(0)=x \in \overline{D(A)}$, where $A\colon D(A)\subset…
In this paper linear stochastic transport and continuity equations with drift in critical $L^{p}$ spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity…