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Local Holder continuity property of the Densities of Solutions of SDEs with Singular Coefficients
Malliavin Calculus non-smooth drift density function Probability
2012/6/21
We prove that the weak solution of a uniformly elliptic stochastic differential equation with locally smooth diffusion coefficient and H\"{o}lder continuous drift has a H\"{o}lder continuous density f...
Bifurcations of stochastic differential equations with singular diffusion coefficients
bifurcations noise universal unfolding stochastic stability (quasi)-stationary distributions normal forms
2012/5/9
In this article, we address the dynamics and bifurcations of a wide class of stochastic differential equations around singular points where both the drift and diffusion functions vanish. We apply thes...
Fractional Laplacian with singular drift
fractional Laplacian gradient perturbations singular drift
2011/9/13
Abstract: For $\alpha \in (1,2)$ we consider the equation $\partial_t u = \Delta^{\alpha/2} u - r b \cdot \nabla u$, where $b$ is a divergence free singular vector field not necessarily belonging to t...
How singular are moment generating functions?
analytic functions moment generating function multivariate distributions
2011/9/2
Abstract: This short note concerns the possible singular behaviour of moment generating functions of finite measures at the boundary of their domain of existence. We look closer at Example 7.3 in O. B...
A singular limit for compressible rotating fluids
singular limit compressible rotating fluids
2010/12/3
We consider a singular limit problem for the Navier-Stokes system of a rotating compressible fluid, where the Rossby and Mach numbers tend simultaneously to zero. The limit problem
is identified as t...
