17005
Adrien Barasso, Francesco Russo PDF
A note on time-dependent additive functionals
Project:
B1
Published: Communications on Stochastic Analysis 11 (2017), 313–334
X
A note on time-dependent additive functionals
|
17006
Giorgio Fabbri, Francesco Russo PDF
HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition
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
|
17007
Michael Röckner, Bo Wu, Rongchan Zhu, Xiangchan Zhu PDF
Stochastic Heat Equations with Values in a Riemannian Manifold
Project:
B1, B2
Published: Rendiconti Lincei – Matematica e Applicazioni 29 (2018), 205–213
X
Stochastic Heat Equations with Values in a Riemannian Manifold
|
17009
Viorel Barbu, Michael Röckner, Deng Zhang PDF
Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise
Project:
B1
Published: Ann. Probab. 46 (2018), 1957–1999
X
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
X
Regularity of solutions to scalar conservation laws with a force
|
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
X
Path-by-Path regularization by noise for scalar conservation laws
|
17013
Benjamin Gess PDF
Optimal regularity for the porous medium equation
Project:
B1
To appear: J. Eur. Math. Soc. (JEMS) (2019)
X
Optimal regularity for the porous medium equation
|
17014
Alexander Veretennikov PDF
On SPDE and backward filtering equations for SDE systems (direct approach) - 2
Project:
A5, B1
X
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
Project:
A5, B1
X
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
Project:
A5, B1
X
Yet again on iteration improvement for averaged expected cost control for 1D ergodic diffusions
|
17018
Anthony Le Cavil, Nadia Oudjane, Francesco Russo PDF
Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
Project:
B1
Published: Monte Carlo Methods and Applications 24 (2018), 55–70
X
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
X
Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise
|
17024
Wei Liu, Michael Röckner, José Luís da Silva PDF
Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
Project:
A5, B1
Published: SIAM Journal on Mathematical Analysis 50, no. 3 (2018), 2588–2607
X
Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
|
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
X
Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities
|
18002
Michael Röckner, Bo Wu, Rongchan Zhu, Xiangchan Zhu PDF
Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms
Project:
B1, B2
Published: SIAM Journal on Mathematical Analysis 52, no. 3 (2020), 2237–2274
X
Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms
|
18006
Viorel Barbu, Michael Röckner PDF
Probabilistic representation for solutions to nonlinear Fokker-Planck equations
Project:
A5, B1
Published: SIAM Journal on Mathematical Analysis 50, no. 4 (2018), 4246–4260
X
Probabilistic representation for solutions to nonlinear Fokker-Planck equations
|
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
X
Variational solutions to nonlinear stochastic differential equations in Hilbert spaces
|
18014
Sebastian Herr, Michael Röckner, Deng Zhang PDF
Scattering for Stochastic Nonlinear Schrödinger Equations
Project:
A1, B1
Published: Communications in Mathematical Physics 368 (2019), 843–884
X
Scattering for Stochastic Nonlinear Schrödinger Equations
|
18022
Michael Röckner, Rongchan Zhu, Xiangchan Zhu PDF
A remark on global solutions to random 3D vorticity equations for small initial data
Project:
B1, B2
Published: Discrete and Continuous Dynamical Systems Series B 24, no. 8 (2019), 4021–4030
X
A remark on global solutions to random 3D vorticity equations for small initial data
|
18035
Xicheng Zhang, Guohuan Zhao PDF
Heat kernel and ergodicity of SDEs with distributional drifts
Project:
B1, A2
X
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
Project:
B1, B2
Published: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56 (2020), 175–229
X
Ergodicity of stochastic differential equations with jumps and singular coefficients
|
18041
Herbert Abels, Ernest Vinberg PDF
Inequalities between random variables and two-step nilpotent lie semigroups
Project:
B1
X
Inequalities between random variables and two-step nilpotent lie semigroups
|
18048
Michael Röckner, Huanyu Yang, Rongchan Zhu PDF
Conservative stochastic 2-dimensional Cahn-Hilliard equation
Project:
B1, B2
Published: Ann. Appl. Probab. 31, no. 3 (2021), 1336–1375
X
Conservative stochastic 2-dimensional Cahn-Hilliard equation
|
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
X
On convergence of 1D Markov diffusions to heavy-tailed invariant density
|
18050
Michael Röckner, Xicheng Zhang PDF
Well-posedness of distribution dependent SDEs with singular drifts
Project:
A5, B1
Published: Bernoulli Journal 27, no. 2 (2021), 1131–1158
X
Well-posedness of distribution dependent SDEs with singular drifts
|
18061
Jonas Lieber, Nadia Oudjane, Francesco Russo PDF
On the well-posedness of a class of McKean Feynman-Kac equations
Project:
B1, B2
Published: Markov Processes and Related Fields 25, no. 5 (2019), 821-862
X
On the well-posedness of a class of McKean Feynman-Kac equations
|
18069
Xicheng Zhang, Guohuan Zhao PDF
Singular Brownian Diffusion Processes
Project:
B1, A2
Published: Communications in Mathematics and Statistics 6 (2018), 533–581
X
Singular Brownian Diffusion Processes
|
18070
Xicheng Zhang, Guohuan Zhao PDF
Dirichlet problem for supercritical non-local operators
Project:
B1, A2
X
Dirichlet problem for supercritical non-local operators
|
18071
Kai Du, Xicheng Zhang PDF
Optimal gradient estimates of heat kernels of stable-like operators
Project:
B1, B2
Published: Proceedings of American Mathematics Society 147 (2019), 3559–3565
X
Optimal gradient estimates of heat kernels of stable-like operators
|
19014
Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner PDF
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Project:
B1, C3, C4
Published: SIAM Journal on Control and Optimization 59 (2021), 1680–1704
X
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
|
19016
Ionut Munteanu, Michael Röckner PDF
Global solutions for random vorticity equations perturbed by gradient dependent noise, in two and three dimensions
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
X
A natural extension of Markov processes and applications to singular SDEs
|
19023
Wei Liu, Michael Röckner, Xiaobin Sun, Yingchao Xie PDF
Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients
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
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
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
Project:
B3, B1
Published: Stochastics and Partial Differential Equations: Analysis and Computations 9, no. 2 (2021), 437–471
X
Convergent numerical approximation of the stochastic total variation flow
|
19035
Alessandra Lunardi, Michael Röckner PDF
Schauder Theorems for a class of (pseudo-)differential operators on finite and infinite dimensional state spaces
Project:
B1
Published: Journal of the London Mathematical Society 104, no. 2 (2021), 492-540 Notes:
https://doi.org/10.1112/jlms.12436
X
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
X
The stochastic thin-film equation: existence of nonnegative martingale solutions
|
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.
X
Convergence rates for the stochastic gradient descent method for non-convex objective functions
|
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)
X
Optimal regularity in time and space for the porous medium equation
|
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.
X
Nonlinear diffusion equations with nonlinear gradient noise
|
19040
Benjamin Fehrman, Benjamin Gess PDF
Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise
Project:
B1
Published: Journal de Mathématiques Pures et Appliquées. Neuvième Série 9, no. 148 (2021), 221-226
X
Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise
|
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
X
Density bounds for solutions to differential equations driven by Gaussian rough paths
|
19042
Sebastian Becker, Benjamin Gess, Arnulf Jentzen, Peter Kloeden PDF
Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
Project:
B1
Published: Stochastic Partial Differential Equations. Analysis and Computations 11, no. 1 (2023), 211-268
X
Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
|
19045
Sebastian Becker, Benjamin Gess, Arnulf Jentzen, Peter Kloeden PDF
Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations
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
Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians
Project:
B1
Published: Probab. Theory Relat. Fields 176 (2020), 421–448
X
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
X
Stochastic nonlinear Fokker-Planck equations
|
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
X
Entropy solutions for stochastic porous media equations
|
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
X
Supremum estimates for degenerate, quasilinear stochastic partial differential equations
|
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
X
Stochastic continuity equations with conservative noise
|
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
X
Well-posedness by noise for scalar conservation laws
|
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
X
Regularization by noise for stochastic Hamilton-Jacobi equations
|
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
X
Regularization and well-posedness by noise for ordinary and partial differential equations
|
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
X
Stochastic non-isotropic degenerate parabolic-hyperbolic equations
|
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
X
Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise
|
19060
Benjamin Gess, Martina Hofmanová PDF
Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE
Project:
B1, B7
Published: Ann. Probab. 46 (2018), 2495–2544
X
Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE
|
19061
Michael Röckner, Xiaobin Sun, Longjie Xie PDF
Strong and weak convergence in the averaging principle for SDEs with Hölder coefficients
Project:
B1
X
Strong and weak convergence in the averaging principle for SDEs with Hölder coefficients
|
19067
Wei Liu, Michael Röckner, José Luís da Silva PDF
Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
Project:
B1, A5
Published: Journal of Functional Analysis 281, no. 8 (2021), 34 pp.
X
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
X
Diffusion Approximation for Fully Coupled Stochastic Differential Equations
|
19075
Pengcheng Xia, Longjie Xie, Xicheng Zhang, Guohuan Zhao PDF
$L^{q}(L^p)$-Theory of stochastic differential equations
Project:
A2, B1
Published: Stochastic Processes and their Applications 130, no. 8 (2020), 5188-5211
X
$L^{q}(L^p)$-Theory of stochastic differential equations
|
19076
Xicheng Zhang, Guohuan Zhao PDF
Stochastic Langrangian path for Leray solutions of 3D Navier-Stokes equations
Project:
A2, B1
Published: Communications in Mathematical Physics (2020), DOI: 10.1007/s00220-020-03888-w
X
Stochastic Langrangian path for Leray solutions of 3D Navier-Stokes equations
|
19096
Michael Röckner, Longjie Xie, Xicheng Zhang PDF
Superposition principle for non-local Fokker-Planck-Kolmogorov operators
Project:
A5, B1
Published: Probab. Theory Relat. Fields 178, no. 3-4 (2020), 699-733
X
Superposition principle for non-local Fokker-Planck-Kolmogorov operators
|
19097
Benjamin Fehrman, Benjamin Gess PDF
Large deviations for conservative stochastic PDE and non-equilibrium fluctuations
Project:
B1
X
Large deviations for conservative stochastic PDE and non-equilibrium fluctuations
|
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)
X
Synchronisation by noise for the stochastic quantisation equation in dimensions 2 and 3
|
19103
Jurij Kozicki, Michael Röckner PDF
A Markov process for an infinite interacting particle system in the continuum
Project:
A5, B1
Published: Electronic Journal of Probability 26 (2021), 1-53
X
A Markov process for an infinite interacting particle system in the continuum
|
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
X
Optimal control of nonlinear stochastic differential equations on Hilbert spaces
|
20004
Svetlana Vladimirovna Anulova, Alexander Veretennikov PDF
On iteration improvement for averaged control for multidimensional ergodic diffusions
Project:
B1
X
On iteration improvement for averaged control for multidimensional ergodic diffusions
|
20005
Svetlana Vladimirovna Anulova, Alexander Veretennikov PDF
On averaged expected cost control for 1D ergodic diffusions with switching
Project:
B1
X
On averaged expected cost control for 1D ergodic diffusions with switching
|
20011
Alexander Shaposhnikov, Lukas Wresch PDF
Pathwise vs. path-by-path uniqueness
Project:
A5, B1
X
Pathwise vs. path-by-path uniqueness
|
20019
Svetlana Vladimirovna Anulova, Alexander Veretennikov PDF
On averaged expected cost control for 1D ergodic diffusions with switching
Project:
B1
X
On averaged expected cost control for 1D ergodic diffusions with switching
|
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
X
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
|
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
X
The Scale-Invariant Space for Attention Layer in Neural Network
|
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
X
Target Transfer Q-Learning and Its Convergence Analysis
|
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
X
Averaging principle and normal deviations for multiscale stochastic systems
|
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
X
Distribution-Dependent Stochastic Differential Delay Equations in finite and infinite dimensions
|
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.
X
A discretized version of Krylov’s estimate and its applications
|
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
X
Hörmander's hypoelliptic theorem for nonlocal operators
|
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
X
Schauder estimates for nonlocal kinetic equations and applications
|
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.
X
Hölder regularity and gradient estimates for SDEs driven by cylindrical $\alpha$-stable processes
|
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
X
Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
|
20078
Svetlana Vladimirovna Anulova, Alexander Veretennikov PDF
On iteration improvement for averaged control for multidimensional ergodic diffusions
Project:
B1
X
On iteration improvement for averaged control for multidimensional ergodic diffusions
|
20079
Nora Müller, Wolfgang Bock PDF
Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics
Project:
B1
Published: Journal of Mathematics in Industry 11, no. 1 (2021), 1-13
X
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
Project:
A5, B1
Published: Journal of Differential Equations 274 (2021), 996–1014
X
Euler Scheme for Density Dependent Stochastic Differential Equations
|
20091
Martin Dieckmann PDF
A Restricted Superposition Principle for (non-)linear Fokker–Planck–Kolmogorov Equations on Hilbert Spaces
Project:
A5, B1
To appear: Journal of Evolution Equations (2022)
X
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
X
Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A Simple Proof
|
20099
Michael Röckner, Longjie Xie, Li Yang PDF
Asymptotic behaviour of multiscale stochastic partial differential equations with Hölder coefficients
Project:
B1
Published: Journal of Functional Analysis 285 (2023), 1–50 (110103)
X
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
|
20107
Christian Vieth, L’ubomír Baňas, Benjamin Gess PDF
Numerical approximation of singular-degenerate parabolic stochastic PDEs
Project:
B1, B3, B8
X
Numerical approximation of singular-degenerate parabolic stochastic PDEs
|
20109
Michael Röckner, Guohuan Zhao PDF
SDEs with critical time dependent drifts: weak solutions
Project:
A2, B1
Published: Bernoulli Journal 29, no. (1) (2023), 757 - 784
X
SDEs with critical time dependent drifts: weak solutions
|
20125
Xicheng Zhang, Rongchan Zhu, Xiangchan Zhu PDF
Singular HJB Equations with Applications to KPZ on the Real Line
Project:
B2, B1
Published: Probab. Theory Relat. Fields 183, no. 3–4 (2022), 789–869
X
Singular HJB Equations with Applications to KPZ on the Real Line
|
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
X
Maximum Principle for Non-Uniformly Parabolic Equations and Applications
|
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
X
Weak Solutions of McKean-Vlasov SDEs with Supercritical Drifts
|
20138
Sergio Albeverio, Hiroshi Kawabi, Stefan-Radu Mihalache, Michael Röckner PDF
Strong uniqueness for Dirichlet operators related to stochastic quantization under exponential/trigonometric interactions on the two-dimensional torus
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
|
21012
Herbert Dawid, Martin Friesen, Oleksandr Kutoviy, Michael Röckner PDF
Mean-field analysis of industry dynamics under financial constraints
Project:
A5, B1, C2
X
Mean-field analysis of industry dynamics under financial constraints
|
21028
Michael Röckner, Guohuan Zhao PDF
SDEs with critical time dependent drifts: Strong solutions
Project:
B1
X
SDEs with critical time dependent drifts: Strong solutions
|
21029
Xiliang Fan, Michael Röckner, Shao-Qin Zhang PDF
A unified approach to gradient type formulas for BSDEs and some applications
Project:
B1
To appear: Annales de l’Institut Henri Poincaré (2024)
X
A unified approach to gradient type formulas for BSDEs and some applications
|
21036
Rongchan Zhu, Xiangchan Zhu, Martina Hofmanová PDF
Global-in-time probabilistically strong and Markov solutions to stochastic 3D Navier--Stokes equations: existence and non-uniqueness
Project:
B1, B2, B7
Published: Ann. Probab. 51 (2023), 524–579
X
Global-in-time probabilistically strong and Markov solutions to stochastic 3D Navier--Stokes equations: existence and non-uniqueness
|
21045
Michael Röckner, Weina Wu, Yingchao Xie PDF
Stochastic generalized porous media equations over $\sigma$-finite measure spaces with non-continuous diffusivity function
Project:
A5, B1
Published: Potential Analysis 61 (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
Project:
A1, B1, B8
Published: Trans. Amer. Math. Soc. 377, no. 1 (2024), 517–588
X
Multi-bubble Bourgain-Wang solutions to nonlinear Schrödinger equations
|
21068
Michael Röckner, Yiming Su, Deng Zhang PDF
Multi solitary waves to stochastic nonlinear Schrödinger equations
Project:
A1, B1, B8
Published: Probab. Theory Relat. Fields 186, no. 3-4 (2023), 813–876
X
Multi solitary waves to stochastic nonlinear Schrödinger equations
|
21069
Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu PDF
Global-in-time probabilistically strong and Markov solutions to stochastic 3D Navier--Stokes equations: existence and non-uniqueness
Project:
B1, B7
X
Global-in-time probabilistically strong and Markov solutions to stochastic 3D Navier--Stokes equations: existence and non-uniqueness
|
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
X
Large $N$ limit of the $O(N)$ linear sigma model in 3D
|
21078
Zhenfu Wang, Xianliang Zhao, Rongchan Zhu PDF
Gaussian fluctuations for interacting particle systems with singular kernels
Project:
B1
Published: Archive for Rational Mechanics and Analysis 247 (2023), article number 101
X
Gaussian fluctuations for interacting particle systems with singular kernels
|
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
To appear: Ann. Appl. Probab. (2023)
X
An SPDE approach to perturbation theory of $\Phi_2^4$: asymptoticity and short distance behavior
|
21100
Zhenfu Wang, Xianliang Zhao, Rongchan Zhu PDF
Gaussian fluctuations for interacting particle systems with singular kernels
Project:
B1
Published: Archive for Rational Mechanics and Analysis 247 (2023), Article number 101
X
Gaussian fluctuations for interacting particle systems with singular kernels
|
22029
Mengyu Cheng, Zhenxin Liu, Michael Röckner PDF
Averaging principle for stochastic complex Ginzburg-Landau equations
Project:
A5, B1
Published: Journal of Differential Equations 368 (2023), 58–104
X
Averaging principle for stochastic complex Ginzburg-Landau equations
|
22041
L’ubomír Baňas, Michael Röckner, Andre Wilke PDF
Erratum: "Convergent numerical approximation of the stochastic total variation flow"
Project:
B1, B3
X
Erratum: "Convergent numerical approximation of the stochastic total variation flow"
|
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
X
Well-posedness of stochastic partial differential equations with fully local monotone coefficients
|
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
X
Ergodicity of supercritical SDEs driven by $\alpha$-stable processes and heavy-tailed sampling
|
22046
Xicheng Zhang, Zimo Hao, Michael Röckner PDF
Strong convergence of propagation of chaos for McKean-Vlasov SDEs with singular interactions
Project:
A5, B1
Published: SIAM Journal on Mathematical Analysis 56, no. 2 (2024), 2661–2713
X
Strong convergence of propagation of chaos for McKean-Vlasov SDEs with singular interactions
|
22055
Lucian Beznea, Iulian Cimpean, Michael Röckner PDF
Path continuity of Markov processes and locality of Kolmogorov operators
Project:
A5, B1
Published: Stochastics and Partial Differential Equations: Analysis and Computations 12, no. 2 (2024), 1100–1140
X
Path continuity of Markov processes and locality of Kolmogorov operators
|
22064
Viorel Barbu, Michael Röckner PDF
The ergodicity of nonlinear Fokker-Planck flows in $L^1(\mathbb{R}^d)$
Project:
A5, B1
X
The ergodicity of nonlinear Fokker-Planck flows in $L^1(\mathbb{R}^d)$
|
22066
Viorel Barbu, Michael Röckner PDF
Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy-Noise
Project:
A5, B1
Published: Probab. Theory Relat. Fields 189, no. 3-4 (2024), 849−878
X
Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy-Noise
|
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
X
Strong and weak convergence for averaging principle of DDSDE with singular drift
|
22069
L’ubomír Baňas, Michael Röckner, Andre Wilke PDF
Convergent numerical approximation of the stochastic total variation flow with linear multiplicative noise: The higher dimensional case
Project:
B1, B3
Published: Stochastics and Partial Differential Equations: Analysis and Computations 9 (2021), 437–471
X
Convergent numerical approximation of the stochastic total variation flow with linear multiplicative noise: The higher dimensional case
|
22070
Viorel Barbu, Michael Röckner, Deng Zhang PDF
Recent progress on multi-bubble blow-ups and multi-solitons to (stochastic) focusing nonlinear Schrödinger equations
Project:
B1
Published: Vietnam J. Math. 52 (2024), 567−596
X
Recent progress on multi-bubble blow-ups and multi-solitons to (stochastic) focusing nonlinear Schrödinger equations
|
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
X
Large deviations for stochastic generalized porous media equations driven by Lévy noise
|
22073
Lucian Beznea, Iulian Cimpean, Michael Röckner PDF
Strong Feller semigroups and Markov processes: A counter example
Project:
A5, B1
Published: Stochastics and Partial Differential Equations: Analysis and Computations 12, no. 2 (2024), 968–983
X
Strong Feller semigroups and Markov processes: A counter example
|
22085
Weiquan Chen, Zhao Dong, Xiangchan Zhu PDF
Sharp non-uniqueness of solutions to stochastic Navier-Stokes equations
Project:
B1
Published: SIAM Journal on Mathematical Analysis 56 (2024), 2248–2285
X
Sharp non-uniqueness of solutions to stochastic Navier-Stokes equations
|
22086
Huaxiang Lü, Xiangchan Zhu PDF
Global-in-time probabilistically strong solutions to stochastic power-law equations: existence and non-uniqueness
Project:
B1
Published: Stochastic Processes and their Applications 168 (2023), 62–98
X
Global-in-time probabilistically strong solutions to stochastic power-law equations: existence and non-uniqueness
|
22089
Zhenfu Wang, Xianliang Zhao, Rongchan Zhu PDF
Mean-field limit of non-exchangeable interacting diffusions with singular kernels
Project:
B1
X
Mean-field limit of non-exchangeable interacting diffusions with singular kernels
|
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
X
A stochastic analysis approach to lattice Yang-Mills at strong coupling
|
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
X
Singular kinetic equations and applications
|
22102
Zhenfu Wang, Xianliang Zhao, Rongchan Zhu PDF
Mean-field limit of non-exchangeable interacting diffusions with singular kernels
Project:
B1
X
Mean-field limit of non-exchangeable interacting diffusions with singular kernels
|
22103
Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu PDF
Non-unique ergodicity for deterministic and stochastic 3D Navier-Stokes and Euler equations
Project:
B1, B7
X
Non-unique ergodicity for deterministic and stochastic 3D Navier-Stokes and Euler equations
|
22104
Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu PDF
A class of supercritical/critical singular stochastic PDEs: existence, non-uniqueness, non-Gaussianity, non-unique ergodicity
Project:
B1, B7
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
|
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
X
A new derivation of the finite N master loop equation for lattice Yang-Mills
|
23005
Sebastian Herr, Michael Röckner, Martin Spitz, Deng Zhang PDF
The three dimensional stochastic Zakharov system
Project:
A1, B1
To appear: Ann. Probab. (2024)
X
The three dimensional stochastic Zakharov system
|
23016
Zimo Hao, Michael Röckner, Xicheng Zhang PDF
Second order fractional mean-field SDEs with singular kernels and measure initial data
Project:
B1
To appear: Ann. Probab. (2024)
X
Second order fractional mean-field SDEs with singular kernels and measure initial data
|
23032
Martina Hofmanová, Umberto Pappalettera, Rongchan Zhu, Xiangchan Zhu PDF
Kolmogorov 4/5 law for the forced 3D Navier-Stokes equations
Project:
B1, B7
X
Kolmogorov 4/5 law for the forced 3D Navier-Stokes equations
|
23040
Martina Hofmanová, Umberto Pappalettera, Rongchan Zhu, Xiangchan Zhu PDF
Anomalous and total dissipation due to advection by solutions of randomly forced Navier-Stokes equations
Project:
B1, B7
X
Anomalous and total dissipation due to advection by solutions of randomly forced Navier-Stokes equations
|
23043
Hao Shen, Rongchan Zhu, Xiangchan Zhu PDF
Large $N$ limit and $1/N$ expansion of invariant observables in $O(N)$ linear $\sigma$-model via SPDE
Project:
B1
X
Large $N$ limit and $1/N$ expansion of invariant observables in $O(N)$ linear $\sigma$-model via SPDE
|
23046
Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu PDF
Global existence and non-uniqueness for 3D Navier-Stokes equations with space-time white noise
Project:
B1, B7
Published: Archive for Rational Mechanics and Analysis 247, no. 3 (2023), Article number 46
X
Global existence and non-uniqueness for 3D Navier-Stokes equations with space-time white noise
|
23055
Mengyu Cheng, Zhenxin Liu, Michael Röckner PDF
Averaging principle and normal deviation for multi-scale SDEs with polynomial nonlinearity
Project:
B1
X
Averaging principle and normal deviation for multi-scale SDEs with polynomial nonlinearity
|
23060
Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu PDF
Non-uniqueness of Leray-Hopf solutions for stochastic forced Navier-Stokes equations
Project:
B1, B7
Published: Electronic Journal of Probability 29 (2024), Article number 195
X
Non-uniqueness of Leray-Hopf solutions for stochastic forced Navier-Stokes equations
|
23061
Xiangchan Zhu, Martina Hofmanová, Xiaoyutao Luo, Rongchan Zhu PDF
Surface quasi-geostrophic equation perturbed by derivatives of space-time white noise
Project:
B1, B7
Published: Mathematische Annalen 390 (2024), 5111–5152
X
Surface quasi-geostrophic equation perturbed by derivatives of space-time white noise
|
23072
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
X
On the restriction of a right process outside a negligible set
|
23092
Huaxiang Lü, Xiangchan Zhu PDF
Sharp non-uniqueness of solutions to 2D Navier-Stokes equations with space-time white noise
Project:
B1
X
Sharp non-uniqueness of solutions to 2D Navier-Stokes equations with space-time white noise
|
23122
Mingyan Wu, Zimo Hao PDF
SDE driven by cylindrical $\alpha$-stable process with distributional drift and application
Project:
B1, B3
X
SDE driven by cylindrical $\alpha$-stable process with distributional drift and application
|
23123
Zimo Hao, Xicheng Zhang PDF
SDEs with supercritical distributional drifts
Project:
B1
X
SDEs with supercritical distributional drifts
|
23124
Mohamed Erraoui, Michael Röckner, José Luís da Silva PDF
Cameron–Martin type theorem for a class of non-Gaussian measures
Project:
B1
Published: Stochastic Analysis and Applications 42 (2024), 896–919
X
Cameron–Martin type theorem for a class of non-Gaussian measures
|
24001
Weina Wu, Jianliang Zhai, Jiahui Zhu PDF
Large deviations for locally monotone SPDEs driven by Lévy noise
Project:
B1
X
Large deviations for locally monotone SPDEs driven by Lévy noise
|
24005
Zimo Hao, Zhen Wang, Mingyan Wu PDF
Schauder estimates for nonlocal equations with singular Lévy measures
Project:
B1
Published: Potential Analysis 61 (2023), 13-33
X
Schauder estimates for nonlocal equations with singular Lévy measures
|
24013
Benjamin Gess, Michael Röckner, Weina Wu PDF
SVI solutions to stochastic nonlinear diffusion equations on general measure spaces
Project:
B1, B8
To appear: Journal of Evolution Equations (2024)
X
SVI solutions to stochastic nonlinear diffusion equations on general measure spaces
|
24034
Sebastian Grube PDF
Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type
Project:
A5, B1
Published: Journal of Evolution Equations 24 (2024), article number 37
X
Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type
|
24035
Zimo Hao, Jean-Francois Jabir, Stephane Menozzi, Michael Röckner, Xicheng Zhang PDF
Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs
Project:
B1
X
Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs
|
24043
Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner PDF
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
Project:
B1, C3, C4
X
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
|
24075
Viorel Barbu, Marco Rehmeier, Michael Röckner PDF
$p$-Brownian motion and the $p$-Laplacian
Project:
A5, B1
X
$p$-Brownian motion and the $p$-Laplacian
|
24076
Xicheng Zhang PDF
New algorithms for sampling and diffusion models
Project:
B1
X
New algorithms for sampling and diffusion models
|
24077
Sebastian Herr, Michael Röckner, Martin Spitz, Deng Zhang PDF
The energy-critical stochastic zakharov system
Project:
A1, B1
X
The energy-critical stochastic zakharov system
|
24081
Yufei Shao, Xianliang Zhao PDF
Quantitative particle approximation of stochastic 2D navier-stokes equation
Project:
B1
X
Quantitative particle approximation of stochastic 2D navier-stokes equation
|
24102
Hao Shen, Rongchan Zhu, Xiangchan Zhu PDF
Langevin dynamics of lattice Yang-Mills-Higgs and applications
Project:
B1
X
Langevin dynamics of lattice Yang-Mills-Higgs and applications
|
24103
Huaxiang Lü, Xiangchan Zhu PDF
Non-unique ergodicity for the 2D stochastic Navier-Stokes equations with derivative of space-time white noise
Project:
B1
Published: Journal of Differential Equations 425 (2025), 383–433
X
Non-unique ergodicity for the 2D stochastic Navier-Stokes equations with derivative of space-time white noise
|
24104
Hao Shen, Rongchan Zhu, Xiangchan Zhu PDF
Global well-posedness for 2D generalized parabolic Anderson model via paracontrolled calculus
Project:
B1
X
Global well-posedness for 2D generalized parabolic Anderson model via paracontrolled calculus
|
24105
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
X
Stationary solutions to stochastic 3D Euler equations in Hölder space
|
24106
Hao Shen, Scott Smith, Rongchan Zhu PDF
Makeenko-Migdal equations for 2D Yang-Mills: from lattice to continuum
Project:
B1
X
Makeenko-Migdal equations for 2D Yang-Mills: from lattice to continuum
|
24113
Theresa Lange, Marco Rehmeier, Andre Schenke PDF
Non-uniqueness of Leray–Hopf solutions for the 3D fractional Navier–Stokes equations perturbed by transport noise
Project:
B1
X
Non-uniqueness of Leray–Hopf solutions for the 3D fractional Navier–Stokes equations perturbed by transport noise
|
24115
Mengyu Cheng, Zimo Hao, Xicheng Zhang PDF
Averaging principle for SDEs with singular drifts driven by α-stable processes
Project:
B1
X
Averaging principle for SDEs with singular drifts driven by α-stable processes
|
24116
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
X
$W_d$-convergence rate of EM schemes for invariant measures of supercritical stable SDEs
|
24127
Zimo Hao, Michael Röckner, Xicheng Zhang PDF
Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
Project:
B1
X
Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
|
25021
Phan Thành Nam, Rongchan Zhu, Xiangchan Zhu PDF
$Φ^{4}_{3}$ Theory from many-body quantum Gibbs states
Project:
B1
X
$Φ^{4}_{3}$ Theory from many-body quantum Gibbs states
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