Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
X Zhang - 2011 - projecteuclid.org
In this paper we prove the stochastic homeomorphism flow property and the strong Feller
property for stochastic differential equations with sigular time dependent drifts and Sobolev …
property for stochastic differential equations with sigular time dependent drifts and Sobolev …
Ruelle–Pollicott resonances of stochastic systems in reduced state space. Part I: Theory
A theory of Ruelle–Pollicott (RP) resonances for stochastic differential systems is presented.
These resonances are defined as the eigenvalues of the generator (Kolmogorov operator) of …
These resonances are defined as the eigenvalues of the generator (Kolmogorov operator) of …
Multiscale Stuart-Landau emulators: Application to wind-driven ocean gyres
The multiscale variability of the ocean circulation due to its nonlinear dynamics remains a
big challenge for theoretical understanding and practical ocean modeling. This paper …
big challenge for theoretical understanding and practical ocean modeling. This paper …
[HTML][HTML] Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
FY Wang - Journal of Differential Equations, 2016 - Elsevier
Consider the stochastic evolution equation in a separable Hilbert space H with a nice
multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the …
multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the …
Wellposedness for stochastic continuity equations with Ladyzhenskaya–Prodi–Serrin condition
We consider the stochastic divergence-free continuity equations with Ladyzhenskaya–Prodi–
Serrin condition. Wellposedness is proved meanwhile uniqueness may fail for the …
Serrin condition. Wellposedness is proved meanwhile uniqueness may fail for the …
Stochastic differential equations with critically irregular drift coefficients
J Wei, G Lv, JL Wu - Journal of Differential Equations, 2023 - Elsevier
This paper is concerned with stochastic differential equations (SDEs for short) with irregular
coefficients. By utilising a functional analytic approximation approach, we establish the …
coefficients. By utilising a functional analytic approximation approach, we establish the …
Global Lipschitz regularizing effects for linear and nonlinear parabolic equations
A Porretta, E Priola - Journal de Mathématiques pures et appliquées, 2013 - Elsevier
In this paper we prove global bounds on the spatial gradient of viscosity solutions to second
order linear and nonlinear parabolic equations in (0, T)× R N. Our assumptions include the …
order linear and nonlinear parabolic equations in (0, T)× R N. Our assumptions include the …
Stochastic transport equation with bounded and Dini continuous drift
J Wei, G Lv, W Wang - Journal of Differential Equations, 2022 - Elsevier
The results established by Flandoli, Gubinelli and Priola (2010)[17] for stochastic transport
equation with bounded and Hölder continuous drift are generalized to bounded and Dini …
equation with bounded and Hölder continuous drift are generalized to bounded and Dini …
[HTML][HTML] On a stochastic Leray-α model of Euler equations
D Barbato, H Bessaih, B Ferrario - Stochastic Processes and their …, 2014 - Elsevier
We deal with the 3D inviscid Leray-α model. The well posedness for this problem is not
known; by adding a random perturbation we prove that there exists a unique (in law) global …
known; by adding a random perturbation we prove that there exists a unique (in law) global …
Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part II: Stochastic Hopf Bifurcation
The spectrum of the generator (Kolmogorov operator) of a diffusion process, referred to as
the Ruelle-Pollicott (RP) spectrum, provides a detailed characterization of correlation …
the Ruelle-Pollicott (RP) spectrum, provides a detailed characterization of correlation …