activity
20242026
most citedWeak uniqueness for singular stochastic equations

1 citations · 1 across the 7 of their papers we have counts for

collaborators

8 papers

math.PR2026

Compact Support Property of Super-Brownian Motion with Irregular Drift

Leonid Mytnik, Johanna Weinberger

We study the one-dimensional stochastic partial differential equation \[ d_t X_t(x)=\frac{1}{2}ΔX_t(x) +b_1\unicode{x1D7D9}_{\{X_t(x)>0\}} +\sqrt{X_t(x)}\dot W(t,x), \] where $b_1>…

math.PR2026

Trimmed branching random walk and a free obstacle problem

Rami Atar, Leonid Mytnik, Gershon Wolansky

Consider particles performing random walks on the -grid , with branching and density-dependent selection: When one of the particles branches, a particle is rem…

math.PR2025

Weak Existence and Uniqueness for Super-Brownian Motion with Irregular Drift

Leonid Mytnik, Johanna Weinberger

We establish weak existence and uniqueness for random field solutions of the one-dimensional SPDE \[ d_tX_t = \frac{1}{2}ΔX_t +h(X_t)+ \sqrt{X_t}\dot{W}, \quad t\geq 0,\] where $\d…

math.PR2025

Uniqueness and Longtime Behavior of the Completely Positively Correlated Symbiotic Branching Model

Eran Avneri, Leonid Mytnik

The symbiotic branching model in describes the behavior of two branching populations migrating in space in terms of a corresponding system of stochastic p…

math.PR2024

Analytically weak and mild solutions to stochastic heat equation with irregular drift

Siva Athreya, Oleg Butkovsky, Khoa Lê +1

Consider the stochastic heat equation \begin{equation*} \partial_t u_t(x)=\frac12 \partial^2_{xx}u_t(x) +b(u_t(x))+\dot{W}_{t}(x),\quad t\in(0,T],\, x\in D, \end{equation*} where $…

math.PR2024★ 1 cited

Weak uniqueness for singular stochastic equations

Oleg Butkovsky, Leonid Mytnik

We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to st…

math.PR2024

Strong Existence and Uniqueness for Singular SDEs Driven by Stable Processes

Leonid Mytnik, Johanna Weinberger

We consider the one-dimensional stochastic differential equation \begin{equation*} X_t = x_0 + L_t + \int_0^t μ(X_s)ds, \quad t \geq 0, \end{equation*} where is a finite measur…

math.PR2024

Wright-Fisher stochastic heat equations with irregular drifts

Clayton Barnes, Leonid Mytnik, Zhenyao Sun

Consider the -valued continuous random field solution to the one-dimensional stochastic heat equation \[ \partial_t u_t = \frac{1}{2}Δu_…