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In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the…

概率论 · 数学 2019-03-15 David Baños , Martin Bauer , Thilo Meyer-Brandis , Frank Proske

We establish the existence and uniqueness of pathwise strong solutions to the stochastic 3D primitive equations with only horizontal viscosity and diffusivity driven by transport noise on a cylindrical domain $M=(-h,0) \times G$, $G\subset…

概率论 · 数学 2021-09-30 Martin Saal , Jakub Slavík

We develop local discontinuous Galerkin (LDG) methods for conservation laws with heterogeneous stochastic fluxes, where the Stratonovich-driven transport terms may be linear or nonlinear. Such equations arise, for example, in simplified…

数值分析 · 数学 2026-05-05 Thomas Christiansen , Kenneth H. Karlsen

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…

概率论 · 数学 2019-12-17 Lisa Beck , Franco Flandoli , Massimiliano Gubinelli , Mario Maurelli

We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial $\alpha$-stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate…

概率论 · 数学 2017-07-18 Yueling Li , Longjie Xie , Yingchao Xie

In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…

概率论 · 数学 2026-03-11 Rachid Belfadli , Youssef Ouknine , Ercan Sönmez

We investigate a stochastic transport equation driven by a multiplicative noise. For $L^q(0,T;W^{1,p}({\mathbb R}^d;{\mathbb R}^d))$ drift coefficient and $W^{1,r}({\mathbb R}^d)$ initial data, we obtain the existence and uniqueness of…

偏微分方程分析 · 数学 2017-11-15 Jinlong Wei , Jinqiao Duan , Hongjun Gao , Guangying Lv

In this paper, we study the 2D stochastic quasi-geostrophic equation on $\mathbb{T}^2$ for general parameter $\alpha\in(0,1)$ and multiplicative noise. We prove the existence of weak solutions and Markov selections for multiplicative noise…

概率论 · 数学 2015-06-05 Michael Röckner , Rongchan Zhu , Xiangchan Zhu

We investigate the effects of the propagation of a non-degenerate Brownian noise through a chain of deterministic differential equations whose coefficients are rough and satisfy a weak like H{\"o}rmander structure (i.e. a non-degeneracy…

概率论 · 数学 2021-11-03 Paul-Eric Chaudru de Raynal , Stephane Menozzi

We study a model of the motion by mean curvature of an (1+1) dimensional interface in a 2D Brownian velocity field. For the well-posedness of the model we prove existence and uniqueness for certain degenerate nonlinear stochastic evolution…

概率论 · 数学 2010-03-11 A. Es-Sarhir , M. -K. von Renesse

In this paper, we establish the ergodicity of generalized Dean--Kawasaki equations with correlated noise and Dirichlet boundary conditions. In contrast to the ergodicity results of Fehrman, Gess, and Gvalani arXiv:2206.14789, our analysis…

概率论 · 数学 2025-12-16 Shyam Popat , Zhengyan Wu

A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of…

概率论 · 数学 2019-11-27 Lucio Galeati

We study local existence and uniqueness for a surface growth model with space-time white noise in 2D. Unfortunately, the direct fixed-point argument for mild solutions fails here, as we do not have sufficient regularity for the stochastic…

概率论 · 数学 2013-07-16 Dirk Blömker , Marco Romito

We consider differential equations driven by rough paths and study the regularity of the laws and their long time behavior. In particular, we focus on the case when the driving noise is a rough path valued fractional Brownian motion with…

概率论 · 数学 2013-07-25 Martin Hairer , Natesh S. Pillai

In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to…

泛函分析 · 数学 2018-06-26 Oussama Amine , David Baños , Frank Proske

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

数值分析 · 数学 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

We study a mean field approximation for the 2D Euler vorticity equation driven by a transport noise. We prove that the Euler equations can be approximated by interacting point vortices driven by a regularized Biot-Savart kernel and the same…

概率论 · 数学 2020-09-25 Michele Coghi , Mario Maurelli

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

概率论 · 数学 2025-04-28 Benjamin Fehrman

In this paper, we investigate the Cauchy problem associated with the stochastic hyperbolic Keller-Segel (SHKS) equation featuring multiplicative noises on the torus $\mathbb{T}^d$. First, we establish the local existence and uniqueness of…

概率论 · 数学 2025-11-20 Tengyu Li , Lei Zhang

We study patch solutions of a family of transport equations given by a parameter $\alpha$, $0< \alpha <2$, with the cases $\alpha =0$ and $\alpha =1$ corresponding to the Euler and the surface quasi-geostrophic equations respectively. In…

偏微分方程分析 · 数学 2019-08-06 Francisco Gancedo , Neel Patel