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17005
Adrien Barasso, Francesco Russo PDF
A note on time-dependent additive functionals Project: B1 Published: Communications on Stochastic Analysis 11 (2017), 313–334 |
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17006
Giorgio Fabbri, Francesco Russo PDF
Project: B1 Published: SIAM Journal on Control and Optimization 55 (2017), 4072–4091
X
HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition |
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17007
Michael Röckner, Bo Wu, Rongchan Zhu, Xiangchan Zhu PDF
Stochastic Heat Equations with Values in a Riemannian Manifold Published: Rendiconti Lincei – Matematica e Applicazioni 29 (2018), 205–213 |
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17009
Viorel Barbu, Michael Röckner, Deng Zhang PDF
Project: B1 Published: Ann. Probab. 46 (2018), 1957–1999
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Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise |
|
17011
Benjamin Gess, Xavier Lamy PDF
Regularity of solutions to scalar conservation laws with a force Project: B1 Published: Annales de l'Institut Henri Poincaré C, Analyse Non Linéaire 36 (2019), 505–521 |
|
17012
Khalil Chouk, Benjamin Gess PDF
Path-by-Path regularization by noise for scalar conservation laws Project: B1 Published: Journal of Functional Analysis 277 (2019), 1469–1498 |
|
17013
Benjamin Gess PDF
Optimal regularity for the porous medium equation Project: B1 To appear: J. Eur. Math. Soc. (JEMS) (2019) |
|
17014
Alexander Veretennikov PDF
On SPDE and backward filtering equations for SDE systems (direct approach) - 2 |
|
17015
Yuliya Mishura, Alexander Veretennikov PDF
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations |
|
17016
Svetlana Vladimirovna Anulova, H. Mai, Alexander Veretennikov PDF
Yet again on iteration improvement for averaged expected cost control for 1D ergodic diffusions |
|
17018
Anthony Le Cavil, Nadia Oudjane, Francesco Russo PDF
Project: B1 Published: Monte Carlo Methods and Applications 24 (2018), 55–70
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Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations |
|
17023
Viorel Barbu, Michael Röckner PDF
Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise Project: B1 Published: Journal of Differential Equations 265 (2018), 4993–5030 |
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17024
Wei Liu, Michael Röckner, José Luís da Silva PDF
Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives Published: SIAM Journal on Mathematical Analysis 50, no. 3 (2018), 2588–2607 |
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18001
Maria Gordina, Michael Röckner, Alexander Teplyaev PDF
Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities Project: B1 Published: Probab. Theory Relat. Fields 178, no. 3-4 (2020), 861-891 |
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18002
Michael Röckner, Bo Wu, Rongchan Zhu, Xiangchan Zhu PDF
Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms Published: SIAM Journal on Mathematical Analysis 52, no. 3 (2020), 2237–2274 |
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18006
Viorel Barbu, Michael Röckner PDF
Probabilistic representation for solutions to nonlinear Fokker-Planck equations Published: SIAM Journal on Mathematical Analysis 50, no. 4 (2018), 4246–4260 |
|
18007
Viorel Barbu, Michael Röckner PDF
Variational solutions to nonlinear stochastic differential equations in Hilbert spaces Project: B1 Published: Stochastic Partial Differential Equations: Analysis and Computations 6 (2018), 500–524 |
|
18014
Sebastian Herr, Michael Röckner, Deng Zhang PDF
Scattering for Stochastic Nonlinear Schrödinger Equations Published: Communications in Mathematical Physics 368 (2019), 843–884 |
|
18022
Michael Röckner, Rongchan Zhu, Xiangchan Zhu PDF
A remark on global solutions to random 3D vorticity equations for small initial data Published: Discrete and Continuous Dynamical Systems Series B 24, no. 8 (2019), 4021–4030 |
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18035
Xicheng Zhang, Guohuan Zhao PDF
Heat kernel and ergodicity of SDEs with distributional drifts |
|
18036
Longjie Xie, Xicheng Zhang PDF
Ergodicity of stochastic differential equations with jumps and singular coefficients Published: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56 (2020), 175–229 |
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18041
Herbert Abels, Ernest Vinberg PDF
Inequalities between random variables and two-step nilpotent lie semigroups Project: B1 |
|
18048
Michael Röckner, Huanyu Yang, Rongchan Zhu PDF
Conservative stochastic 2-dimensional Cahn-Hilliard equation Published: Ann. Appl. Probab. 31, no. 3 (2021), 1336–1375 |
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18049
O.A. Manita, Alexander Veretennikov PDF
On convergence of 1D Markov diffusions to heavy-tailed invariant density Project: B1 Published: Moscow Mathematical Journal 19, no. 1 (2019), 89–106 |
|
18050
Michael Röckner, Xicheng Zhang PDF
Well-posedness of distribution dependent SDEs with singular drifts Published: Bernoulli Journal 27, no. 2 (2021), 1131–1158 |
|
18061
Jonas Lieber, Nadia Oudjane, Francesco Russo PDF
On the well-posedness of a class of McKean Feynman-Kac equations Published: Markov Processes and Related Fields 25, no. 5 (2019), 821-862 |
|
18069
Xicheng Zhang, Guohuan Zhao PDF
Singular Brownian Diffusion Processes Published: Communications in Mathematics and Statistics 6 (2018), 533–581 |
|
18070
Xicheng Zhang, Guohuan Zhao PDF
Dirichlet problem for supercritical non-local operators |
|
18071
Kai Du, Xicheng Zhang PDF
Optimal gradient estimates of heat kernels of stable-like operators Published: Proceedings of American Mathematics Society 147 (2019), 3559–3565 |
|
19014
Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner PDF
On a class of infinite-dimensional singular stochastic control problems Published: SIAM Journal on Control and Optimization 59 (2021), 1680–1704 |
|
19016
Ionut Munteanu, Michael Röckner PDF
Project: B1 Published: Journal of Evolution Equations, no. 3 (2020), 1173–1194
X
Global solutions for random vorticity equations perturbed by gradient dependent noise, in two and three dimensions |
|
19021
Lucian Beznea, Iulian Cimpean, Michael Röckner PDF
A natural extension of Markov processes and applications to singular SDEs Project: B1 Published: Annales de l’Institut Henri Poincaré 56, no. 4 (2020), 2480–2506 |
|
19023
Wei Liu, Michael Röckner, Xiaobin Sun, Yingchao Xie PDF
Project: B1 To appear: Applied Mathematics and Optimization (2022)
X
Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients |
|
19028
Wei Liu, Michael Röckner, Xiaobin Sun, Yingchao Xie PDF
Project: B1 Published: Journal of Differential Equations 268 (2019), 2910–2948
X
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients |
|
19033
L’ubomír Baňas, Michael Röckner, Andre Wilke PDF
Convergent numerical approximation of the stochastic total variation flow Published: Stochastics and Partial Differential Equations: Analysis and Computations 9, no. 2 (2021), 437–471 |
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19035
Alessandra Lunardi, Michael Röckner PDF
Project: B1 Published: Journal of the London Mathematical Society 104, no. 2 (2021), 492-540 Notes: https://doi.org/10.1112/jlms.12436
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Schauder Theorems for a class of (pseudo-)differential operators on finite and infinite dimensional state spaces |
|
19036
Benjamin Gess, Manuel V. Gnann PDF
The stochastic thin-film equation: existence of nonnegative martingale solutions Project: B1 Published: Stochastic Processes and their Applications 130, no. 12 (2020), 7260–7302 |
|
19037
Benjamin Fehrman, Benjamin Gess, Arnulf Jentzen PDF
Convergence rates for the stochastic gradient descent method for non-convex objective functions Project: B1 Published: Journal of Machine Learning Research 21, no. 136 (2020), 48 pp. |
|
19038
Benjamin Gess, Jonas Sauer, Eltan Tadmor PDF
Optimal regularity in time and space for the porous medium equation Project: B1 To appear: Analysis and PDE (2020) |
|
19039
Konstantinos Dareiotis, Benjamin Gess PDF
Nonlinear diffusion equations with nonlinear gradient noise Project: B1 Published: Electronic Journal of Probability 25, no. 35 (2020), 43 pp. |
|
19040
Benjamin Fehrman, Benjamin Gess PDF
Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise Project: B1 Published: J. Math. Pures Appl. (9) 148 (2021), 221–226 |
|
19041
Benjamin Gess, Cheng Ouyang, Samy Tindel PDF
Density bounds for solutions to differential equations driven by Gaussian rough paths Project: B1 Published: Journal of Theoretical Probability 33, no. 2 (2020), 611–648 |
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19042
Sebastian Becker, Benjamin Gess, Arnulf Jentzen, Peter Kloeden PDF
Project: B1 Published: Stochastic Partial Differential Equations. Analysis and Computations 11, no. 1 (2023), 211-268
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Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations |
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19045
Sebastian Becker, Benjamin Gess, Arnulf Jentzen, Peter Kloeden PDF
Project: B1 Published: BIT Numerical Mathematics 60, no. 4 (2020), 1057–1073
X
Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations |
|
19046
Paul Gassiat, Benjamin Gess, Pierre-Louis Lions, Panagiotis E. Souganidis PDF
Project: B1 Published: Probab. Theory Relat. Fields 176 (2020), 421–448
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Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians |
|
19047
Michele Coghi, Benjamin Gess PDF
Stochastic nonlinear Fokker-Planck equations Project: B1 Published: Nonlinear Analysis. Theory, Methods & Applications 187 (2019), 259–278 |
|
19048
Konstantinos Dareiotis, Máté Gerencsér, Benjamin Gess PDF
Entropy solutions for stochastic porous media equations Project: B1 Published: Journal of Differential Equations 266 (2019), 3732–3763 |
|
19049
Konstantinos Dareiotis, Benjamin Gess PDF
Supremum estimates for degenerate, quasilinear stochastic partial differential equations Project: B1 Published: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 55 (2019), 1765–1796 |
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19050
Benjamin Gess, Scott Smith PDF
Stochastic continuity equations with conservative noise Project: B1 Published: Journal de Mathématiques Pures et Appliquées 9, no. 128 (2019), 225–263 |
|
19052
Benjamin Gess, Mario Maurelli PDF
Well-posedness by noise for scalar conservation laws Project: B1 Published: Communications in Partial Differential Equations 43 (2018), 1702–1736 |
|
19053
Paul Gassiat, Benjamin Gess PDF
Regularization by noise for stochastic Hamilton-Jacobi equations Project: B1 Published: Probab. Theory Relat. Fields 173 (2019), 1063–1098 |
|
19054
Benjamin Gess PDF
Regularization and well-posedness by noise for ordinary and partial differential equations Project: B1 Published: Stochastic Partial Differential Equations and Related Fields, eds. A. Eberle et al., Springer, Cham (2018), 43–67 |
|
19055
Benjamin Gess, Panagiotis E. Souganidis PDF
Stochastic non-isotropic degenerate parabolic-hyperbolic equations Project: B1 Published: Stochastic Processes and their Applications 127 (2017), 2961–3004 |
|
19059
Benjamin Fehrman, Benjamin Gess PDF
Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise Project: B1 Published: Archive for Rational Mechanics and Analysis 233 (2019), 249–322 |
|
19060
Benjamin Gess, Martina Hofmanová PDF
Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE Published: Ann. Probab. 46 (2018), 2495–2544 |
|
19061
Michael Röckner, Xiaobin Sun, Longjie Xie PDF
Strong and weak convergence in the averaging principle for SDEs with Hölder coefficients Project: B1 |
|
19067
Wei Liu, Michael Röckner, José Luís da Silva PDF
Published: Journal of Functional Analysis 281, no. 8 (2021), 34 pp.
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Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations |
|
19074
Longjie Xie, Michael Röckner PDF
Diffusion Approximation for Fully Coupled Stochastic Differential Equations Project: B1 Published: Ann. Probab. 49, no. 3 (2021), 1205–1236 |
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19075
Pengcheng Xia, Longjie Xie, Xicheng Zhang, Guohuan Zhao PDF
$L^{q}(L^p)$-Theory of stochastic differential equations Published: Stochastic Processes and their Applications 130, no. 8 (2020), 5188-5211 |
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19076
Xicheng Zhang, Guohuan Zhao PDF
Stochastic Langrangian path for Leray solutions of 3D Navier-Stokes equations Published: Communications in Mathematical Physics (2020), DOI: 10.1007/s00220-020-03888-w |
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19096
Michael Röckner, Longjie Xie, Xicheng Zhang PDF
Superposition principle for non-local Fokker-Planck-Kolmogorov operators Published: Probab. Theory Relat. Fields 178, no. 3-4 (2020), 699-733 |
|
19097
Benjamin Fehrman, Benjamin Gess PDF
Large deviations for conservative stochastic PDE and non-equilibrium fluctuations Project: B1 |
|
19098
Benjamin Gess, Pavlos Tsatsoulis PDF
Synchronisation by noise for the stochastic quantisation equation in dimensions 2 and 3 Project: B1 To appear: Stochastics and Dynamics (2020) |
|
19103
Jurij Kozicki, Michael Röckner PDF
A Markov process for an infinite interacting particle system in the continuum Published: Electronic Journal of Probability 26 (2021), 1-53 |
|
19106
Viorel Barbu, Michael Röckner, Deng Zhang PDF
Optimal control of nonlinear stochastic differential equations on Hilbert spaces Project: B1 Published: SIAM Journal on Control and Optimization 58, no. 4 (2020), 2383–2410 |
|
20011
Alexander Shaposhnikov, Lukas Wresch PDF
Pathwise vs. path-by-path uniqueness Published: Ann. Inst. Henri Poincaré Probab. Stat. 58, no. 3 (2022), 1640–1649 |
|
20019
Svetlana Vladimirovna Anulova, Alexander Veretennikov PDF
On averaged expected cost control for 1D ergodic diffusions with switching Project: B1 Published: Markov Process. Related Fields 29, no. 2 (2023), 259–294 |
|
20020
Michael Röckner, Xiaobin Sun, Yingchao Xie PDF
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations Project: B1 Published: Annales de l’Institut Henri Poincaré 57, no. 1 (2021), 547–576 |
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20021
Yue Wang, Yuting Liu, Zhi-Ming Ma PDF
The Scale-Invariant Space for Attention Layer in Neural Network Project: B1 Published: Neurocomputing 392 (2020), 1–10 |
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20022
Yue Wang, Yuting Liu, Wei Chen, Zhi-Ming Ma, Tie-Yan Liu PDF
Target Transfer Q-Learning and Its Convergence Analysis Project: B1 Published: Neurocomputing 392 (2020), 11–22 |
|
20044
Michael Röckner, Longjie Xie PDF
Averaging principle and normal deviations for multiscale stochastic systems Project: B1 Published: Communications in Mathematical Physics 383, no. 3 (2021), 1889–1937 |
|
20060
Rico Heinemann PDF
Distribution-Dependent Stochastic Differential Delay Equations in finite and infinite dimensions Project: B1 To appear: Infinite Dimensional Analysis, Quantum Probability and Related Topics (2021) Notes: DOI: 10.1142/S0219025720500241 |
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20073
Xicheng Zhang PDF
A discretized version of Krylov’s estimate and its applications Project: B1 Published: Electronic Journal of Probability 24 (2019), Paper No. 131, 17 pp. |
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20074
Zimo Hao, Xuhui Peng, Xicheng Zhang PDF
Hörmander's hypoelliptic theorem for nonlocal operators Project: B1 Published: Journal of Theoretical Probability 34, no. 4 (2021), 1870-1916 Notes: DOI: 10.1007/s10959-020-01020-1 |
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20075
Zimo Hao, Mingyan Wu, Xicheng Zhang PDF
Schauder estimates for nonlocal kinetic equations and applications Project: B1 Published: Journal de Mathématiques Pures et Appliquées 140 (2020), 139–184 |
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20076
Zhen-Qing Chen, Zimo Hao, Xicheng Zhang PDF
Hölder regularity and gradient estimates for SDEs driven by cylindrical $\alpha$-stable processes Project: B1 Published: Electronic Journal of Probability 25 (2020), Paper No. 137, 23 pp. |
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20077
Stephane Menozzi, Antonello Pesce, Xicheng Zhang PDF
Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift Project: B1 Published: Journal of Differential Equations 272 (2021), 330–369 |
|
20078
Svetlana Vladimirovna Anulova, Alexander Veretennikov PDF
On iteration improvement for averaged control for multidimensional ergodic diffusions Project: B1 Published: Kolmogorov operators and their applications (2024), 315–349 Notes: Springer INdAM Ser., 56 |
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20079
Nora Müller, Wolfgang Bock PDF
Project: B1 Published: Journal of Mathematics in Industry 11 (2021), Article No. 7: 13 pp.
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Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics |
|
20090
Michael Röckner, Xicheng Zhang, Zimo Hao PDF
Euler Scheme for Density Dependent Stochastic Differential Equations Published: Journal of Differential Equations 274 (2021), 996–1014 |
|
20091
Martin Dieckmann PDF
To appear: Journal of Evolution Equations (2022)
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A Restricted Superposition Principle for (non-)linear Fokker–Planck–Kolmogorov Equations on Hilbert Spaces |
|
20096
Katharina von der Lühe PDF
Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A Simple Proof Project: B1 |
|
20099
Michael Röckner, Longjie Xie, Li Yang PDF
Project: B1 Published: Journal of Functional Analysis 285 (2023), 1–50 (110103)
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Asymptotic behaviour of multiscale stochastic partial differential equations with Hölder coefficients |
|
20103
Michael Röckner, Longjie Xie, Li Yang PDF
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations Project: B1 Published: Stochastics and Partial Differential Equations: Analysis and Computations 11, no. 3 (2023), 869–907
X
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations |
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20107
Christian Vieth, L’ubomír Baňas, Benjamin Gess PDF
Numerical approximation of singular-degenerate parabolic stochastic PDEs |
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20109
Michael Röckner, Guohuan Zhao PDF
SDEs with critical time dependent drifts: weak solutions Published: Bernoulli Journal 29, no. (1) (2023), 757 - 784 |
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20125
Xicheng Zhang, Rongchan Zhu, Xiangchan Zhu PDF
Singular HJB Equations with Applications to KPZ on the Real Line Published: Probab. Theory Relat. Fields 183, no. 3–4 (2022), 789–869 |
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20127
Xicheng Zhang PDF
Maximum Principle for Non-Uniformly Parabolic Equations and Applications Project: B1 Published: Ann. Scuola Norm. Sup. Pisa Cl. Sci. 25, no. 3 (2024), 1267–1308 |
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20128
Xicheng Zhang PDF
Weak Solutions of McKean-Vlasov SDEs with Supercritical Drifts Project: B1 Published: Communications in Mathematics and Statistics 12, no. 1 (2024), 1-14 |
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20138
Sergio Albeverio, Hiroshi Kawabi, Stefan-Radu Mihalache, Michael Röckner PDF
Project: B1 Published: Ann. Scuola Norm. Sup. Pisa Cl. Sci. 24, no. 1 (2023), 33–69
X
Strong uniqueness for Dirichlet operators related to stochastic quantization under exponential/trigonometric interactions on the two-dimensional torus |
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21012
Herbert Dawid, Martin Friesen, Oleksandr Kutoviy, Michael Röckner PDF
Mean-field analysis of industry dynamics under financial constraints |
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21028
Michael Röckner, Guohuan Zhao PDF
SDEs with critical time dependent drifts: Strong solutions Project: B1 Published: Probab. Theory and Related Fields 192, no. 3-4 (2025), 1071-1111 |
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21029
Xiliang Fan, Michael Röckner, Shao-Qin Zhang PDF
A unified approach to gradient type formulas for decoupled FBSDEs and some applications Project: B1 Published: Ann. Inst. Henri Poincaré Probab. Stat. 61, no. 2 (2025), 1348-1389 |
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21036
Rongchan Zhu, Xiangchan Zhu, Martina Hofmanová PDF
Published: Ann. Probab. 51, no. 2 (2023), 524–579
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Global-in-time probabilistically strong and Markov solutions to stochastic 3D Navier--Stokes equations: existence and non-uniqueness |
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21045
Michael Röckner, Weina Wu, Yingchao Xie PDF
Published: Potential Anal. 61, no. 4 (2024), 731–773
X
Stochastic generalized porous media equations over $\sigma$-finite measure spaces with non-continuous diffusivity function |
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21055
Michael Röckner, Yiming Su, Deng Zhang PDF
Multi-bubble Bourgain-Wang solutions to nonlinear Schrödinger equations Published: Trans. Amer. Math. Soc. 377, no. 1 (2024), 517–588 |
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21068
Michael Röckner, Yiming Su, Deng Zhang PDF
Multi solitary waves to stochastic nonlinear Schrödinger equations Published: Probab. Theory Relat. Fields 186, no. 3–4 (2023), 813–876 |
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21075
Hao Shen, Rongchan Zhu, Xiangchan Zhu PDF
Large $N$ limit of the $O(N)$ linear sigma model in 3D Project: B1 Published: Communications in Mathematical Physics 394, no. 3 (2022), 953–1009 |
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21078
Zhenfu Wang, Xianliang Zhao, Rongchan Zhu PDF
Gaussian fluctuations for interacting particle systems with singular kernels Project: B1 Published: Arch. Ration. Mech. Anal. 247, no. 5 (2023), 62 pp. |
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21099
Hao Shen, Rongchan Zhu, Xiangchan Zhu PDF
An SPDE approach to perturbation theory of $\Phi_2^4$: asymptoticity and short distance behavior Project: B1 Published: Ann. Appl. Probab. 33, no. 4 (2023), 2600-2642 |
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22029
Mengyu Cheng, Zhenxin Liu, Michael Röckner PDF
Averaging principle for stochastic complex Ginzburg-Landau equations Published: Journal of Differential Equations 368 (2023), 58–104 |
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22041
L’ubomír Baňas, Michael Röckner, Andre Wilke PDF
Erratum: "Convergent numerical approximation of the stochastic total variation flow" Published: Stoch. Partial Differ. Equ. Anal. Comput. 11, no. 4 (2023), 1732-1739 |
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22044
Michael Röckner, Shijie Shang, Tusheng Zhang PDF
Well-posedness of stochastic partial differential equations with fully local monotone coefficients Project: B1 Published: Mathematische Annalen 390, no. 3 (2024), 3419−3469
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Well-posedness of stochastic partial differential equations with fully local monotone coefficients |
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22045
Xiaolong Zhang, Xicheng Zhang PDF
Ergodicity of supercritical SDEs driven by $\alpha$-stable processes and heavy-tailed sampling Project: B1 Published: Bernoulli 29, no. 3 (2023), 1933−1958 |
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22046
Xicheng Zhang, Zimo Hao, Michael Röckner PDF
Strong convergence of propagation of chaos for McKean-Vlasov SDEs with singular interactions Published: SIAM Journal on Mathematical Analysis 56, no. 2 (2024), 2661–2713 |
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22055
Lucian Beznea, Iulian Cimpean, Michael Röckner PDF
Path continuity of Markov processes and locality of Kolmogorov operators Published: Stochastics and Partial Differential Equations: Analysis and Computations 12, no. 2 (2024), 1100–1140 |
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22064
Viorel Barbu, Michael Röckner PDF
On the ergodicity of nonlinear Fokker-Planck flows in $L^1(\mathbb{R}^d)$ Published: Ukrainian Mathematical Journal 77, no. 4 (2025) |
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22066
Viorel Barbu, Michael Röckner PDF
Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy-Noise Published: Probab. Theory Relat. Fields 189, no. 3-4 (2024), 849−878
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Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy-Noise |
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22068
Mengyu Cheng, Zimo Hao, Michael Röckner PDF
Strong and weak convergence for averaging principle of DDSDE with singular drift Project: B1 Published: Bernoulli 30, no. 2 (2024), 1586–1610 |
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22069
L’ubomír Baňas, Michael Röckner, Andre Wilke PDF
X
Convergent numerical approximation of the stochastic total variation flow with linear multiplicative noise: The higher dimensional case |
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22070
Viorel Barbu, Michael Röckner, Deng Zhang PDF
Project: B1 Published: Vietnam J. Math. 52, no. 3 (2024), 567−596
X
Recent progress on multi-bubble blow-ups and multi-solitons to (stochastic) focusing nonlinear Schrödinger equations |
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22072
Weina Wu, Jianliang Zhai PDF
Large deviations for stochastic generalized porous media equations driven by Lévy noise Project: B1 Published: SIAM Journal on Mathematical Analysis 56 (2024), 1–42 |
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22073
Lucian Beznea, Iulian Cimpean, Michael Röckner PDF
Strong Feller semigroups and Markov processes: A counter example Published: Stochastics and Partial Differential Equations: Analysis and Computations 12, no. 2 (2024), 968–983 |
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22085
Weiquan Chen, Zhao Dong, Xiangchan Zhu PDF
Sharp non-uniqueness of solutions to stochastic Navier-Stokes equations Project: B1 Published: SIAM J. Math. Anal. 56, no. 2 (2024), 2248–2285 |
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22086
Huaxiang Lü, Xiangchan Zhu PDF
Project: B1 Published: Stochastic Process. Appl. 164 (2023), 62–98
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Global-in-time probabilistically strong solutions to stochastic power-law equations: existence and non-uniqueness |
|
22100
Hao Shen, Rongchan Zhu, Xiangchan Zhu PDF
A stochastic analysis approach to lattice Yang-Mills at strong coupling Project: B1 Published: Communications in Mathematical Physics 400, no. 2 (2023), 805–851 |
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22101
Zimo Hao, Xicheng Zhang, Rongchan Zhu, Xiangchan Zhu PDF
Singular kinetic equations and applications Project: B1 Published: Ann. Probab. 52, no. 2 (2024), 576–657 |
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22102
Zhenfu Wang, Xianliang Zhao, Rongchan Zhu PDF
Mean-field limit of non-exchangeable interacting diffusions with singular kernels Project: B1 |
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22103
Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu PDF
Non-unique ergodicity for deterministic and stochastic 3D Navier-Stokes and Euler equations Published: Arch. Ration. Mech. Anal. 249, no. 3 (2025), 54 pp. |
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22104
Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu PDF
Published: Journal of Functional Analysis 285, no. 5 (2023), Article number 110011
X
A class of supercritical/critical singular stochastic PDEs: existence, non-uniqueness, non-Gaussianity, non-unique ergodicity |
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22105
Hao Shen, Scott Smith, Rongchan Zhu PDF
A new derivation of the finite N master loop equation for lattice Yang-Mills Project: B1 Published: Electronic Journal of Probability 29 (2024), Article number 29 |
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23002
Sebastian Herr, Michael Röckner, Martin Spitz, Deng Zhang PDF
The three dimensional stochastic Zakharov system Published: Ann. Probab. 53, no. 3 (2025), 848 - 905 |
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23006
Zimo Hao, Michael Röckner, Xicheng Zhang PDF
Second order fractional mean-field SDEs with singular kernels and measure initial data Project: B1 Published: Ann. Probab. 54, no. 1 (2026), 1-62 |
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23022
Martina Hofmanová, Umberto Pappalettera, Rongchan Zhu, Xiangchan Zhu PDF
Kolmogorov 4/5 law for the forced 3D Navier-Stokes equations Published: Stoch. Partial Differ. Equ. Anal. Comput. 13, no. 4 (2025), 2085-2108 |
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23030
Martina Hofmanová, Umberto Pappalettera, Rongchan Zhu, Xiangchan Zhu PDF
Published: Ann. Appl. Probab. 35, no. 5 (2025), 3119-3149
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Anomalous and total dissipation due to advection by solutions of randomly forced Navier-Stokes equations |
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23031
Hao Shen, Rongchan Zhu, Xiangchan Zhu PDF
Project: B1 Published: Probab. Theory Related Fields 191, no. 3-4 (2025), 853-932
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Large $N$ limit and $1/N$ expansion of invariant observables in $O(N)$ linear $\sigma$-model via SPDE |
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23032
Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu PDF
Global existence and non-uniqueness for 3D Navier-Stokes equations with space-time white noise Published: Archive for Rational Mechanics and Analysis 247, no. 3 (2023), Article number 46 |
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23037
Mengyu Cheng, Zhenxin Liu, Michael Röckner PDF
Averaging principle and normal deviation for multi-scale SDEs with polynomial nonlinearity Project: B1 To appear: Annals of Applied Probability (2026) |
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23042
Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu PDF
Non-uniqueness of Leray-Hopf solutions for stochastic forced Navier-Stokes equations Published: Electronic Journal of Probability 29 (2024), Article number 195 |
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23043
Xiangchan Zhu, Martina Hofmanová, Xiaoyutao Luo, Rongchan Zhu PDF
Surface quasi-geostrophic equation perturbed by derivatives of space-time white noise Published: Math. Ann. 390, no. 4 (2024), 5111–5152 |
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23055
Liping Li, Michael Röckner PDF
On the restriction of a right process outside a negligible set Project: B1 Published: Potential Analysis 61, no. 3 (2024), 409–430 |
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23074
Huaxiang Lü, Xiangchan Zhu PDF
Sharp non-uniqueness of solutions to 2D Navier-Stokes equations with space-time white noise Project: B1 Published: Ann. Appl. Probab. 35, no. 3 (2025), 1980-2030 |
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23104
Mingyan Wu, Zimo Hao PDF
SDE driven by cylindrical $\alpha$-stable process with distributional drift and application |
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23105
Zimo Hao, Xicheng Zhang PDF
SDEs with supercritical distributional drifts Project: B1 Published: Comm. Math. Phys. 406, no. 10 (2025), 56 |
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23106
Mohamed Erraoui, Michael Röckner, José Luís da Silva PDF
Cameron–Martin type theorem for a class of non-Gaussian measures Project: B1 Published: Stoch. Anal. Appl. 42, no. 5 (2024), 896–919 |
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24001
Weina Wu, Jianliang Zhai, Jiahui Zhu PDF
Large deviations for locally monotone SPDEs driven by Lévy noise Project: B1 Published: J. Theoret. Probab. 38 (2025), no. 4, Paper No. 69, 33 pp. (2025) |
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24003
Zimo Hao, Zhen Wang, Mingyan Wu PDF
Schauder estimates for nonlocal equations with singular Lévy measures Project: B1 Published: Potential Anal. 61, no. 1 (2024), 13-33 |
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24005
Benjamin Gess, Michael Röckner, Weina Wu PDF
SVI solutions to stochastic nonlinear diffusion equations on general measure spaces Published: Journal of Evolution Equations 24, no. 94 (2024) |
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24024
Sebastian Grube PDF
Published: Probability Theory and Related Fields (2025)
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Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type |
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24025
Zimo Hao, Jean-Francois Jabir, Stephane Menozzi, Michael Röckner, Xicheng Zhang PDF
Project: B1 To appear: SIAM Journal on Mathematical Analysis (2026)
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Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs |
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24032
Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner PDF
To appear: Annals of Applied Probability (2026)
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Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces |
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24055
Viorel Barbu, Marco Rehmeier, Michael Röckner PDF
$p$-Brownian motion and the $p$-Laplacian To appear: The Annals of Probability (2025) |
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24056
Xicheng Zhang PDF
New algorithms for sampling and diffusion models Project: B1 |
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24057
Sebastian Herr, Michael Röckner, Martin Spitz, Deng Zhang PDF
The energy-critical stochastic zakharov system |
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24059
Yufei Shao, Xianliang Zhao PDF
Quantitative particle approximation of stochastic 2D navier-stokes equation Project: B1 |
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24076
Hao Shen, Rongchan Zhu, Xiangchan Zhu PDF
Langevin dynamics of lattice Yang-Mills-Higgs and applications Project: B1 Published: Comm. Math. Phys. 407 (2026), no. 2, Paper No. 27, 69 pp (2026) |
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24077
Huaxiang Lü, Xiangchan Zhu PDF
Project: B1 Published: Journal of Differential Equations 425 (2025), 383–433
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Non-unique ergodicity for the 2D stochastic Navier-Stokes equations with derivative of space-time white noise |
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24078
Hao Shen, Rongchan Zhu, Xiangchan Zhu PDF
Global well-posedness for 2D generalized parabolic Anderson model via paracontrolled calculus Project: B1 Published: Stochastics and Partial Differential Equations. Analysis and Computations (2026) |
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24079
Lin Lü, Rongchan Zhu PDF
Stationary solutions to stochastic 3D Euler equations in Hölder space Project: B1 Published: Stochastic Processes and their Applications 177, no. 104465 (2024), 27 pp |
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24080
Hao Shen, Scott Smith, Rongchan Zhu PDF
Makeenko-Migdal equations for 2D Yang-Mills: from lattice to continuum Project: B1 |
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24085
Theresa Lange, Marco Rehmeier, Andre Schenke PDF
Project: B1
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Non-uniqueness of Leray–Hopf solutions for the 3D fractional Navier–Stokes equations perturbed by transport noise |
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24087
Mengyu Cheng, Zimo Hao, Xicheng Zhang PDF
Averaging principle for SDEs with singular drifts driven by α-stable processes Project: B1 Published: J. Differential Equations 449, no. 113706 (2025) |
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24088
Peng Chen, Lihu Xu, Xiaolong Zhang, Xicheng Zhang PDF
$W_d$-convergence rate of EM schemes for invariant measures of supercritical stable SDEs Project: B1 |
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24099
Zimo Hao, Michael Röckner, Xicheng Zhang PDF
Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations Project: B1
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Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations |
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25021
Phan Thành Nam, Rongchan Zhu, Xiangchan Zhu PDF
$Φ^{4}_{3}$ Theory from many-body quantum Gibbs states Project: B1 |
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25037
Yufei Shao, Xianliang Zhao PDF
The fluctuation behaviour of the stochastic point vortex model with common noise Published: Potential Anal. 64, no. 4 (2026), 62 |
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25057
Huaxiang Lü, Michael Röckner PDF
Sharp non-uniqueness in law for stochastic differential equations on the whole space Project: B1 |
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25058
Michael Röckner, Yiming Su, Sun Yanjun, Deng Zhang PDF
Multi-solitons to focusing mass-supercritical stochastic nonlinear Schrödinger equations Project: B1 |
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26011
Lucian Beznea, Iulian Cimpean, Michael Röckner PDF
Regularization of the superposition principle: Potential theory meets Fokker-Planck equations |
