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math.PR2025
Strong solutions to singular SDEs and application to the Lennard-Jones potential
Daniela Morale, Giulia Rui, Stefania Ugolini
We prove existence and uniqueness of strong solutions to a large class of autonomous stochastic differential equations on an open domain, where the drift exhibits a singular behavi…
math.PR2025
Killed path-dependent McKean-Vlasov SDEs for a probabilistic representation of non-conservative McKean PDEs
Daniela Morale, Leonardo Tarquini, Stefania Ugolini
A McKean-Vlasov stochastic differential equation subject to killing associated to a regularised non-conservative and path-dependent nonlinear parabolic partial differential equatio…
math.PR2025
Discrete reaction-diffusion system with stochastic dynamical boundary conditions: convergence results
Francesca Arceci, Francesco Carlo De Vecchi, Daniela Morale +1
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discret…