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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:

19076 Xicheng Zhang, Guohuan Zhao PDF

Stochastic Langrangian path for Leray solutions of 3D Navier-Stokes equations

Project: A2, B1

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Stochastic Langrangian path for Leray solutions of 3D Navier-Stokes equations


Authors: Xicheng Zhang, Guohuan Zhao Projects: A2, B1
Submission Date: 01.10.2019 Submitter: Michael Röckner
Download: PDF Link: 19076

19075 Pengcheng Xia, Longjie Xie, Xicheng Zhang, Guohuan Zhao PDF

$L^{q}(L^p)$-Theory of stochastic differential equations

Project: A2, B1

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$L^{q}(L^p)$-Theory of stochastic differential equations


Authors: Pengcheng Xia, Longjie Xie, Xicheng Zhang, Guohuan Zhao Projects: A2, B1
Submission Date: 01.10.2019 Submitter: Michael Röckner
Download: PDF Link: 19075

19074 Michael Röckner, Longjie Xie PDF

Diffusion approximation for fully coupled stochastic dynamical systems

Project: B1

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Diffusion approximation for fully coupled stochastic dynamical systems


Authors: Michael Röckner, Longjie Xie Projects: B1
Submission Date: 30.09.2019 Submitter: Alexander Grigor'yan
Download: PDF Link: 19074

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

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Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations


Authors: Wei Liu, Michael Röckner, José Luís da Silva Projects: B1
Submission Date: 28.08.2019 Submitter: Moritz Kaßmann
Download: PDF Link: 19067

19061 Michael Röckner, Xiaobin Sun, Longjie Xie PDF

Strong and weak convergence in the averaging principle for SDEs with Hölder coefficients

Project: B1

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Strong and weak convergence in the averaging principle for SDEs with Hölder coefficients


Authors: Michael Röckner, Xiaobin Sun, Longjie Xie Projects: B1
Submission Date: 22.07.2019 Submitter: L’ubomír Baňas
Download: PDF Link: 19061

19060 Benjamin Gess, Martina Hofmanová PDF

Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE

Project: B1

To appear: The Annals of Probability (2019)

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Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE


Authors: Benjamin Gess, Martina Hofmanová Projects: B1
Submission Date: 17.07.2019 Submitter: Barbara Gentz
Download: PDF Link: 19060
To appear: The Annals of Probability (2019)

19059 Benjamin Fehrman, Benjamin Gess PDF

Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise

Project: B1

To appear: Archive for Rational Mechanics and Analysis (ARMA) (2019)

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Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise


Authors: Benjamin Fehrman, Benjamin Gess Projects: B1
Submission Date: 10.07.2019 Submitter: Martina Hofmanová
Download: PDF Link: 19059
To appear: Archive for Rational Mechanics and Analysis (ARMA) (2019)

19058 Benjamin Gess, Cheng Ouyang, Samy Tindel PDF

Density bounds for solutions to differential equations driven by Gaussian rough paths

Project: B1

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Density bounds for solutions to differential equations driven by Gaussian rough paths


Authors: Benjamin Gess, Cheng Ouyang, Samy Tindel Projects: B1
Submission Date: 10.07.2019 Submitter: Martina Hofmanová
Download: PDF Link: 19058

19055 Benjamin Gess, Panagiotis E. Souganidis PDF

Stochastic non-isotropic degenerate parabolic-hyperbolic equations

Project: B1

To appear: Stochastic Process. Appl. (SPA) (2019)

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Stochastic non-isotropic degenerate parabolic-hyperbolic equations


Authors: Benjamin Gess, Panagiotis E. Souganidis Projects: B1
Submission Date: 10.07.2019 Submitter: Martina Hofmanová
Download: PDF Link: 19055
To appear: Stochastic Process. Appl. (SPA) (2019)

19054 Benjamin Gess PDF

Regularization and well-posedness by noise for ordinary and partial differential equations

Project: B1

To appear: Stochastic Partial Differential Equations and Related Fields, Springer Proceedings in Mathematics & Statistics (2019)

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Regularization and well-posedness by noise for ordinary and partial differential equations


Authors: Benjamin Gess Projects: B1
Submission Date: 10.07.2019 Submitter: Martina Hofmanová
Download: PDF Link: 19054
To appear: Stochastic Partial Differential Equations and Related Fields, Springer Proceedings in Mathematics & Statistics (2019)



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