Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness

DOI10.1214/19-EJP379zbMath1427.60103arXiv1401.1530WikidataQ114060539 ScholiaQ114060539MaRDI QIDQ2279332

Mario Maurelli, Lisa Beck, Franco Flandoli, Massimiliano Gubinelli

Publication date: 12 December 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.1530

zbMATH Keywords

regularity stochastic transport equation regularization by noise path-by-path uniqueness stochastic continuity equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)

Related Items

Some properties of solutions of Itô equations with drift in $L_{d+1}$ ⋮ Stochastic transport equation with bounded and Dini continuous drift ⋮ Gaussian invariant measures and stationary solutions of 2D primitive equations ⋮ Transport and continuity equations with (very) rough noise ⋮ Noiseless regularisation by noise ⋮ SDEs with random and irregular coefficients ⋮ Stochastic transport equations with unbounded divergence ⋮ Rough linear transport equation with an irregular drift ⋮ Pathwise vs. path-by-path uniqueness ⋮ Weak regularization by stochastic drift: result and counter example ⋮ Stochastic equations with time-dependent singular drift ⋮ Stochastic continuity equation with nonsmooth velocity ⋮ A sufficient condition for the Kolmogorov 4/5 law for stationary martingale solutions to the 3D Navier-Stokes equations ⋮ $L^q(L^p)$-theory of stochastic differential equations ⋮ Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients ⋮ Well-posedness of the non-local conservation law by stochastic perturbation ⋮ On diffusion processes with drift in $L_{d+1}$ ⋮ Existence and smoothness of the density for the stochastic continuity equation ⋮ Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift ⋮ Well-posedness of the stochastic transport equation with unbounded drift ⋮ Stochastic differential equations with critically irregular drift coefficients ⋮ On diffusion processes with drift in a Morrey class containing $L_{d+2}$ ⋮ On strong solutions of Itô's equations with $D \sigma$ and $b$ in Morrey classes containing $L_d$ ⋮ Well-posedness of stochastic continuity equations on Riemannian manifolds ⋮ Stochastic Lagrangian perturbation of Lie transport and applications to fluids ⋮ Transport equation driven by a stochastic measure ⋮ On potentials of Itô's processes with drift in $L_{d+1}$ ⋮ Sharp solvability for singular SDEs ⋮ Global solutions of aggregation equations and other flows with random diffusion ⋮ Unnamed Item ⋮ Regularized vortex approximation for 2D Euler equations with transport noise ⋮ On the convergence of stochastic transport equations to a deterministic parabolic one ⋮ Stochastic Lagrangian path for Leray's solutions of 3D Navier-Stokes equations ⋮ Regularization by noise for stochastic Hamilton-Jacobi equations ⋮ Renormalization of stochastic continuity equations on Riemannian manifolds ⋮ The It{\^o}-Tanaka Trick: a non-semimartingale approach ⋮ Noise prevents infinite stretching of the passive field in a stochastic vector advection equation ⋮ Scaling limit of stochastic 2D Euler equations with transport noises to the deterministic Navier-Stokes equations ⋮ 2D Euler equations with Stratonovich transport noise as a large-scale stochastic model reduction ⋮ On time inhomogeneous stochastic Itô equations with drift in $L_{D+1}$ ⋮ The Burgers' equation with stochastic transport: shock formation, local and global existence of smooth solutions ⋮ Stochastic regularization for transport equations ⋮ Regularization by noise in one-dimensional continuity equation ⋮ Strong solutions of stochastic differential equations with square integrable drift ⋮ On strong solutions of Itô's equations with $\sigma\in W_{\mathtt{d}}^1$ and $\mathtt{b}\in{L_{\mathtt{d}}}$ ⋮ Fokker–Planck equation for dissipative 2D Euler equations with cylindrical noise ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients ⋮ Numerical simulations of nonlinear stochastic Newell-Whitehead-Segel equation and its measurable properties ⋮ On Davie’s uniqueness for some degenerate SDEs ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ Regularization of multiplicative SDEs through additive noise ⋮ Elliptic equations with VMO a, b$\in L_{d}$, and c$\in L_{d/2}$ ⋮ Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result ⋮ SDEs with critical time dependent drifts: weak solutions

Cites Work