activity
20162025
most citedExistence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps

14 citations · 28 across the 12 of their papers we have counts for

collaborators

13 papers

math.PR2025

The Navier-Stokes equations with transport noise in critical space

Mustafa Sencer Aydın, Fanhui Xu

We study the Navier-Stokes equations with transport noise in critical function spaces. Assuming the initial data belongs to almost surely, we establish the existence and…

math.PR2025

The stochastic Navier-Stokes equations with general data

Mustafa Sencer Aydın, Igor Kukavica, Fanhui Xu

We consider the stochastic Navier-Stokes equations with multiplicative noise with critical initial data. Assuming that the initial data belongs to the critical space …

math.PR2025

Almost global existence for the stochastic Navier-Stokes equations with small data

Mustafa Sencer Aydın, Igor Kukavica, Fanhui Xu

We address the global existence of solutions to the stochastic Navier-Stokes equations with multiplicative noise and with initial data in . We prove that t…

math.PR2024

Global existence of the stochastic Navier-Stokes equations in with small data

Igor Kukavica, Fanhui Xu

We address the global-in-time existence and pathwise uniqueness of solutions for the stochastic incompressible Navier-Stokes equations with a multiplicative noise on the three-dime…

math.PR2023★ 7 cited

No blow-up by nonlinear Itô noise for the Euler equations

Marco Bagnara, Mario Maurelli, Fanhui Xu

By employing a suitable multiplicative Itô noise with radial structure and with more than linear growth, we show the existence of a unique, global-in-time, strong solution for the…

math.AP2023

Local existence of the stochastic Navier-Stokes equations in the whole space

Igor Kukavica, Fei Wang, Fanhui Xu

We address the local well-posedness for the stochastic Navier-Stokes system with multiplicative cylindrical noise in the whole space. More specifically, we prove that there exists…

math.AP2021

Local existence of strong solutions to the stochastic Navier-Stokes equations with data

Igor Kukavica, Fanhui Xu

For the stochastic Navier-Stokes equations with a multiplicative white noise on , we prove that there exists a unique strong solution locally in time when the init…

math.PR2020★ 14 cited

Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps

Paweł Przybyłowicz, Michaela Szölgyenyi, Fanhui Xu

In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.

math.PR2019

On some cadlaguity moment estimates of stochastic jump processes

R. Mikulevicius, Fanhui Xu

Using the results of X. Fernique on the compactness of distributions of cadlag random functions, we derive some cadlaguity moment estimates for stochastic processes with jumps.

math.PR2018

On the Cauchy problem for integro-differential equations with space-dependent operators in generalized Hölder classes

Fanhui Xu

Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in Hölder-type spaces defined by a scalable Lévy measure. Probabilistic…

math.PR2018★ 1 cited

On the Cauchy problem for nondegenerate parabolic integro-differential equations in the scale of generalized Hölder spaces

R. Mikulevicius, Fanhui Xu

Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of Hölder spaces of functions whose regularity is defined by a radially O-regularly varying…

math.PR2018★ 2 cited

On the Cauchy problem for parabolic integro-differential equations in generalized Hölder spaces

Remigijus Mikulevičius, Fanhui Xu

An integro-differential Kolmogorov equation is considered in Hölder-type spaces defined by a scalable Lévy measure. Some properties of those spaces and estimates of the solution ar…

math.PR2016★ 4 cited

On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes

R. Mikulevicius, Fanhui Xu

SDE driven by an -stable process, with Lipshitz continuous coefficient and -Hölder drift is considered. The existence and uniqueness of a strong solution…