相关论文: Non-explosion criteria for rough differential equa…

We develop the rough path counterpart of It\^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It\^o / forward) stochastic differential equations treatable…

We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the lack of control of the reflection measure the proof uses some…

We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for…

Viscous fluid dynamical calculations require no-slip boundary conditions. Numerical calculations of turbulence, as well as theoretical turbulence closure techniques, often depend upon a spectral decomposition of the flow fields. However,…

The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…

In this paper we consider rough differential equations on a smooth manifold $\left( M\right) .$ The main result of this paper gives sufficient conditions on the driving vector-fields so that the rough ODE's have global (in time) solutions.…

We give pointwise gradient bounds for solutions of (possibly non-uniformly) elliptic partial differential equations in the entire Euclidean space. The operator taken into account is very general and comprises also the singular and…

In this Note, we study a transport-diffusion equation with rough coefficients and we prove that solutions are unique in a low-regularity class.

In this note we consider differential equations driven by a signal $x$ which is $\gamma$-H\"older with $\gamma>1/3$, and is assumed to possess a lift as a rough path. Our main point is to obtain existence of solutions when the coefficients…

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

We give some sufficient conditions that ensure oscillations and nonoscillations for nonautonomous impulsive differential equations with piecewise constant arguments of generalized type. We cover several cases of differential equations with…

We consider a class of blow-up solutions for perturbed nonlinear heat equations involving gradient terms. We first prove the single point blow-up property for this equation and determine its final blow-up profile. We also give a sharper…

We consider multi-dimensional Gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of stochastic area(s). Gaussian rough paths are constructed with a variety of weak and strong approximation…

Existence and uniqueness for rough flows, transport and continuity equations driven by general geometric rough paths are established.

We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly.…

Boundary differentiability is shown for solutions of nondivergence elliptic equations with unbounded drift

We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…

A discrete version of the nonlinear collision-induced breakage equation is studied. Existence of solutions is investigated for a broad class of unbounded collision kernels and daughter distribution functions, the collision kernel $a_{i,j}$…

In this note, we provide a non trivial example of differential equation driven by a fractional Brownian motion with Hurst parameter 1/3 < H < 1/2, whose solution admits a smooth density with respect to Lebesgue's measure. The result is…

In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…