Stochastic flows for SDEs with non-Lipschitz coefficients

We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients.     

Stochastic flows of SDEs with irregular coefficients and stochastic transport equations

In this article we study (possibly degenerate) stochastic differential equations (SDEs) with irregular (or discontinuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere stochastic (invertible) flow associated with the SDE in the sense of Lebesgue measure. In the case of constant diffusions and BV drifts, we obtain such a result by studying the related stochastic transport equation. In the case of non-constant diffusions and Sobolev drifts, we use a direct method. In particular, we extend the recent results on ODEs with non-smooth vector fields to SDEs.     

Special vekua equations with singular coefficients

Special equations of Vekua-type with singular coefficients are considered. As a first step we study the influence of the coefficients of model equations on the choice of the function spaces for its solutions and on the boundary conditions. As an application we sketch the consideration of boundary value problems for Vekua equations with variable coefficients having a strong singularity at z =0     

Distribution dependent SDEs with singular coefficients

Under integrability conditions on distribution dependent coefficients, existence and uniqueness are proved for distribution dependent SDEs with non-degenerate noise. When the coefficients are Dini continuous in the space variable, gradient estimates and Harnack type inequalities are derived. These generalize the corresponding results derived for classical SDEs, and are new in the distribution dependent setting.     

Scale invariant elliptic operators with singular coefficients

We show that a realization of the operator \({L=|x|^\alpha\Delta +c|x|^{\alpha-1}\frac{x}{|x|}\cdot\nabla -b|x|^{\alpha-2}}\) generates a semigroup in \({L^p(\mathbb{R}^N)}\) if and only if \({D_c=b+(N-2+c)^2/4 > 0}\) and \({s_1+\min\{0,2-\alpha\} < N/p < s_2+\max\{0,2-\alpha\}}\), where \({s_i}\) are the roots of the equation \({b+s(N-2+c-s)=0}\), or \({D_c=0}\) and \({s_0+\min\{0,2-\alpha\} < N/p < s_0+\max\{0,2-\alpha\}}\), where \({s_0}\) is the unique root of the above equation. The domain of the generator is also characterized.     

Stochastic heat equation with random coefficients

We prove the existence of a unique solution for a one-dimensional stochastic parabolic partial differential equation with random and adapted coefficients perturbed by a two-parameter white noise. The proof is based on a maximal inequality for the Skorohod integral deduced from It?'s formula for this anticipating stochastic integral. Received: 21 November 1997 / Revised version: 20 July 1998     

Fast-slow stochastic dynamical system with singular coefficients

This paper aims to study the asymptotic behavior of a fast-slow stochastic dynamical system with singular coefficients, where the fast motion is given by a continuous diffusion process while the slow component is driven by an α-stable noise with α ∈ [1, 2). Using Zvonkin’s transformation and the technique of the Poisson equation, we have that both the strong and weak convergences in the averaging principle are established, which can be viewed as a functional law of large numbers. Then we study t...     

Hyperbolic-like solutions for singular Hamiltonian systems

We study the existence of unbounded solutions of singular Hamiltonian systems: where is a potential with a singularity. For a class of singular potentials with a strong force , we show the existence of at least one hyperbolic-like solutions. More precisely, for given and , we find a solution q(t) of (*) satisfying Received October 1998     

Evolution semigroups and Hamiltonian flows

The operatorial calculus of Feinsilver is extended to a class of Hamiltonians possessing terms depending on the position variables.     

Second order abstract differential equations with singular coefficients

Summary We study a large class of second order linear abstract differential equations, whose coefficients can be singular. In the framework of suitable « weighted » spaces, we prove some existence and uniqueness results for generalized and ordinary solutions of initial value problems for such equations.This work was partially supported by the G.N.A.F.A. and the Istituto di Analisi Numerica of the C.N.R. (Italy).     

Gradient estimates for diffusion semigroups with singular coefficients

Uniform gradient estimates are derived for diffusion semigroups, possibly with potential, generated by second order elliptic operators having irregular and unbounded coefficients. We first consider the Rd-case, by using the coupling method. Due to the singularity of the coefficients, the coupling process we construct is not strongly Markovian, so that additional difficulties arise in the study. Then, more generally, we treat the case of a possibly unbounded smooth domain of Rd with Dirichlet boundary conditions. We stress that the resulting estimates are new even in the Rd-case and that the coefficients can be Hölder continuous. Our results also imply a new Liouville theorem for space-time bounded harmonic functions with respect to the underlying diffusion semigroup.     

Stochastic flows of mappings

In this paper,the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied.This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.     

Spectral theory of Hamiltonian systems with almost constant coefficients

We derive the spectral theory for general linear Hamiltonian systems. The coefficients are assumed to be asymptotically constant and satisfy certain smoothness and decay conditions. These latter constraints preclude the appearance of singular continuous spectra. The results are thus far reaching extensions of earlier theorems of the authors. Two-, three- and four-dimensional systems are studied in greater detail. The results also apply to the case of the Dirichlet index and Dirichlet spectrum.     

Self-adjoint extensions for linear Hamiltonian systems with two singular endpoints

This paper is concerned with self-adjoint extensions for a linear Hamiltonian system with two singular endpoints. The domain of the closure of the corresponding minimal Hamiltonian operator H₀ is described by properties of its elements at the endpoints of the discussed interval, decompositions of the domains of the corresponding left and right maximal Hamiltonian operators are provided, and expressions of the defect indices of H₀ in terms of those of the left and right minimal operators are given. Based on them, characterizations of all the self-adjoint extensions for a Hamiltonian system are obtained in terms of square integrable solutions. As a consequence, the characterizations of all the self-adjoint extensions are given for systems in several special cases.     

Non-limit-circle criteria for singular Hamiltonian differential systems

Non-limit-circle criteria for singular Hamiltonian differential expressions with complex coefficients are obtained. The main results are extensions of the previous limit-point criterion due to H. Weyl for second-order differential equations.