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Project B1: New trends in stochastic partial differential equations: two types of transformations and a new notion of solution



Summary:

This project consists of four parts: (I) Rescaling transformation for stochastic partial differential equations with linear multiplicative noise and their applications/consequences; (II) Low order regularity of Kolmogorov operators in infinite dimensional spaces and applications to stochastic partial differential equations; (III) Stochastic variational inequalities for stochastic partial differential equations; (IV) Mean field games and stochastic partial differential equations.


Recent Preprints:

19030 Max Nendel, Michael Röckner PDF

Upper envelopes of feller semigroups and viscosity solutions to a class of nonlinear cauchy problems

Project: B1, C5

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Upper envelopes of feller semigroups and viscosity solutions to a class of nonlinear cauchy problems


Authors: Max Nendel, Michael Röckner Projects: B1, C5
Submission Date: 12.06.2019 Submitter: Giorgio Ferrari
Download: PDF Link: 19030

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

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Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients


Authors: Wei Liu, Michael Röckner, Xiaobin Sun, Yingchao Xie Projects: B1
Submission Date: 05.06.2019 Submitter: Rongchan Zhu
Download: PDF Link: 19028

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

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Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients


Authors: Wei Liu, Michael Röckner, Xiaobin Sun, Yingchao Xie Projects: B1
Submission Date: 21.05.2019 Submitter: Barbara Gentz
Download: PDF Link: 19023

19021 Lucian Beznea, Iulian Cimpean, Michael Röckner PDF

Treatment of not allowed starting points for solutions to singular SDEs on Hilbert spaces: a general approach

Project: B1

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Treatment of not allowed starting points for solutions to singular SDEs on Hilbert spaces: a general approach


Authors: Lucian Beznea, Iulian Cimpean, Michael Röckner Projects: B1
Submission Date: 20.05.2019 Submitter: Barbara Gentz
Download: PDF Link: 19021

19016 Ionut Munteanu, Michael Röckner PDF

Global solutions for random vorticity equations perturbed by gradient dependent noise, in two and three dimensions

Project: B1

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Global solutions for random vorticity equations perturbed by gradient dependent noise, in two and three dimensions


Authors: Ionut Munteanu, Michael Röckner Projects: B1
Submission Date: 29.04.2019 Submitter: L’ubomír Baňas
Download: PDF Link: 19016

19014 Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner PDF

On a Class of Infinite-Dimensional Singular Stochastic Control Problems

Project: B1, C3, C4

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On a Class of Infinite-Dimensional Singular Stochastic Control Problems


Authors: Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner Projects: B1, C3, C4
Submission Date: 26.04.2019 Submitter: Herbert Dawid
Download: PDF Link: 19014

18071 Kai Du, Xicheng Zhang PDF

Optimal gradient estimates of heat kernels of stable-like operators

Project: B1, B2

To appear: Proceedings of American Mathematics Society (2019)

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Optimal gradient estimates of heat kernels of stable-like operators


Authors: Kai Du, Xicheng Zhang Projects: B1, B2
Submission Date: 17.12.2018 Submitter: Michael Röckner
Download: PDF Link: 18071
To appear: Proceedings of American Mathematics Society (2019)

18070 Xicheng Zhang, Guohuan Zhao PDF

Dirichlet problem for supercritical non-local operators

Project: B1, B2

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Dirichlet problem for supercritical non-local operators


Authors: Xicheng Zhang, Guohuan Zhao Projects: B1, B2
Submission Date: 17.12.2018 Submitter: Michael Röckner
Download: PDF Link: 18070

18069 Xicheng Zhang, Guohuan Zhao PDF

Singular Brownian Diffusion Processes

Project: B1, B2

Published: Communications in Mathematics and Statistics 6, no. 4 (2018), 533–581

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Singular Brownian Diffusion Processes


Authors: Xicheng Zhang, Guohuan Zhao Projects: B1, B2
Submission Date: 17.12.2018 Submitter: Michael Röckner
Download: PDF Link: 18069
Published: Communications in Mathematics and Statistics 6, no. 4 (2018), 533–581

18061 Jonas Lieber, Nadia Oudjane, Francesco Russo PDF

On the well-posedness of a class of McKean Feynman-Kac equations

Project: B1, B2

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On the well-posedness of a class of McKean Feynman-Kac equations


Authors: Jonas Lieber, Nadia Oudjane, Francesco Russo Projects: B1, B2
Submission Date: 11.12.2018 Submitter: Michael Röckner
Download: PDF Link: 18061



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