ﻻ يوجد ملخص باللغة العربية
The results established by Flandoli, Gubinelli and Priola ({it Invent. Math.} {bf 180} (2010) 1--53) for stochastic transport equation with bounded and H{o}lder continuous drift are generalized to bounded and Dini continuous drift. The uniqueness of $L^infty$-solutions is established by the It^o--Tanaka trick partially solving the uniqueness problem, which is still open, for stochastic transport equation with only bounded measurable drift. Moreover the existence and uniqueness of stochastic diffeomorphisms flows for a stochastic differential equation with bounded and Dini continuous drift is obtained.
We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$mathrm{d} X= u(omega,t,X), mathrm{d} t + frac12 sigma(omega,t,X)sigma(omega,t,X),mathrm{d} t + sigma(omega,t,X) , mathrm
In this paper we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monotonicity condition) and the convergence of its numerical approximation
This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the correspond
We establish finite time extinction with probability one for weak solutions of the Cauchy-Dirichlet problem for the 1D stochastic porous medium equation with Stratonovich transport noise and compactly supported smooth initial datum. Heuristically, th
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous continuous-time random