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


Principal Investigator(s)
Benjamin Gess
Michael Röckner
Xicheng Zhang
Visitor(s)
Currently no visitors.

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:

20103 Michael Röckner, Longjie Xie, Li Yang PDF

Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations

Project: B1

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Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations


Authors: Michael Röckner, Longjie Xie, Li Yang Projects: B1
Submission Date: 12.10.2020 Submitter: Martina Hofmanová
Download: PDF Link: 20103

20099 Michael Röckner, Longjie Xie, Li Yang PDF

Asymptotic Behaviour of Multiscale Stochastic Partial Differential Equations

Project: B1

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Asymptotic Behaviour of Multiscale Stochastic Partial Differential Equations


Authors: Michael Röckner, Longjie Xie, Li Yang Projects: B1
Submission Date: 10.09.2020 Submitter: Martina Hofmanová
Download: PDF Link: 20099

20096 Katharina von der Lühe PDF

Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A Simple Proof

Project: B1

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Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A Simple Proof


Authors: Katharina von der Lühe Projects: B1
Submission Date: 27.08.2020 Submitter: Michael Röckner
Download: PDF Link: 20096

20091 Martin Dieckmann PDF

A Restricted Superposition Principle for (non-)linear Fokker–Planck–Kolmogorov Equations on Hilbert Spaces

Project: A5, B1

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A Restricted Superposition Principle for (non-)linear Fokker–Planck–Kolmogorov Equations on Hilbert Spaces


Authors: Martin Dieckmann Projects: A5, B1
Submission Date: 06.08.2020 Submitter: Michael Röckner
Download: PDF Link: 20091

20090 Zimo Hao, Michael Röckner, Xicheng Zhang PDF

Euler Scheme for Density Dependent Stochastic Differential Equations

Project: A5, B1

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Euler Scheme for Density Dependent Stochastic Differential Equations


Authors: Zimo Hao, Michael Röckner, Xicheng Zhang Projects: A5, B1
Submission Date: 31.07.2020 Submitter: Alexander Grigor'yan
Download: PDF Link: 20090

20079 Nora Müller, Wolfgang Bock PDF

Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics

Project: B1

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Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics


Authors: Nora Müller, Wolfgang Bock Projects: B1
Submission Date: 05.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20079

20078 Svetlana Vladimirovna Anulova, Alexander Veretennikov PDF

On iteration improvement for averaged control for multidimensional ergodic diffusions

Project: B1

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On iteration improvement for averaged control for multidimensional ergodic diffusions


Authors: Svetlana Vladimirovna Anulova, Alexander Veretennikov Projects: B1
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20078

20077 Stephane Menozzi, Antonello Pesce, Xicheng Zhang PDF

Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift

Project: B1

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Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift


Authors: Stephane Menozzi, Antonello Pesce, Xicheng Zhang Projects: B1
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20077

20076 Zhen-Qing Chen, Zimo Hao, Xicheng Zhang PDF

Hölder regularity and gradient estimates for SDEs driven by cylindrial α-stable processes

Project: B1

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Hölder regularity and gradient estimates for SDEs driven by cylindrial α-stable processes


Authors: Zhen-Qing Chen, Zimo Hao, Xicheng Zhang Projects: B1
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20076

20075 Zimo Hao, Mingyan Wu, Xicheng Zhang PDF

Schauder estimates for nonlocal kinetic equations and applications

Project: B1

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Schauder estimates for nonlocal kinetic equations and applications


Authors: Zimo Hao, Mingyan Wu, Xicheng Zhang Projects: B1
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20075



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