相关论文: A sharp $L_p$-regularity result for second-order s…
We study averaging for Stochastic Differential Equations (SDEs) and Poisson equations. We succeed in obtaining a uniform in time (UiT) averaging result, with a rate, for fully coupled SDE models with super-linearly growing coefficients.…
In this paper, we investigate dead-core problems for fully nonlinear degenerate parabolic equations with strong absorption, \begin{equation*} |Du|^{p} F(D^{2}u) - u_{t} = \lambda_{0}(x,t)\, u^{\mu}\, \chi_{\{u>0\}}(x,t) \qquad \text{in }…
In this paper, we establish the second Bogolyubov theorem and global averaging principle for stochastic partial differential equations (in short, SPDEs) with monotone coefficients. Firstly, we prove that there exists a unique…
We study regularity properties of solutions to nonlinear and nonlocal evolution problems driven by the so-called \emph{$0$-order fractional $p-$Laplacian} type operators: $$ \partial_t u(x,t)=\mathcal{J}_p u(x,t):=\int_{\mathbb{R}^n}…
We prove the existence and uniqueness of solutions to a Dirichlet problem \[ \begin{cases} Lu = f + v^{-1}\text{Div}(v{\bf e} h), & x \in \Omega; u = 0, & x \in \partial \Omega, \end{cases}\] where $L$ is a degenerate, linear, second order…
We prove the existence and uniqueness of solution of quasilinear stochastic partial differential equations with obstacle (OSPDEs in short) in degenerate case. Using De Giorgi's iteration, we deduce the $L^p-$estimates for the time-space…
In this paper we study the existence and uniqueness of the $L_{\rho}^{2p}(\mathbb{R}^d;\mathbb{R}^1)\times L_{\rho}^2(\mathbb{R}^d;\mathbb{R}^d)$ valued solution of backward doubly stochastic differential equations with polynomial growth…
We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand,…
We study Malliavin differentiability of solutions to sub-critical singular parabolic stochastic partial differential equations (SPDEs) and we prove the existence of densities for a class of singular SPDEs. Both of these results are…
We examine the fourth order problem $\Delta^2 u = \lambda f(u) $ in $ \Omega$ with $ \Delta u = u =0 $ on $ \partial \Omega$, where $ \lambda > 0$ is a parameter, $ \Omega$ is a bounded domain in $ R^N$ and where $f$ is one of the following…
In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form $\partial_t u = L_x u + b(t,u)+\sigma(t,u)\dot{W}$, driven by a Gaussian noise $\dot{W}$, white in time and…
In this paper we study the existence and summability of the solutions to the following parabolic-elliptic system of partial differential equations with discontinuous coefficients: \begin{equation*} \begin{cases} u_t -…
In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…
We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…
We analyze the shape of radial second Dirichlet eigenfunctions of fractional Schr\"odinger type operators of the form $(-\Delta)^s +V$ in the unit ball $B$ in $\mathbb{R}^N$ with a nondecreasing radial potential $V$. Specifically, we show…
We establish new, optimal gradient continuity estimates for solutions to a class of 2nd order partial differential equations, $\mathscr{L}(X, \nabla u, D^2 u) = f$, whose diffusion properties (ellipticity) degenerate along the \textit{a…
As a consequence of the main result of this paper efficient conditions guaranteeing the existence of a $T-$periodic solution to the second order differential equation \begin{equation*} u"=\frac{h(t)}{u^{\lambda}} \end{equation*} are…
In this paper we study the degenerate parabolic $p$-Laplacian,$ \partial_t u - v^{-1}{\rm div}(|\sqrt{Q} \nabla u|^{p-2} Q \nabla u)=0$, where the degeneracy is controlled by a matrix $Q$ and a weight $v$. With mild integrability…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
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…