Support theorem for stochastic variational inequalities

We prove a support theorem of the type of Stroock-Varadhan for solutions of stochastic variational inequalities

Large Deviations for Multi-valued Stochastic Differential Equations

We prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations with monotone drifts, which in particular contains a class of SDEs with reflection in a convex domain.Comment: 12 page

Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations

We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations

Stochastic Generalized Porous Media and Fast Diffusion Equations

We present a generalization of Krylov-Rozovskii's result on the existence and uniqueness of solutions to monotone stochastic differential equations. As an application, the stochastic generalized porous media and fast diffusion equations are studied for $\sigma$-finite reference measures, where the drift term is given by a negative definite operator acting on a time-dependent function, which belongs to a large class of functions comparable with the so-called $N$-functions in the theory of Orlicz spaces.Comment: 36 pages, BiBoS-Preprint No. 06-02-20

Modulus of continuity of the canonic Brownian motion “on the group of diffeomorphisms of the circle”

AbstractAn explicit modulus of Hölder continuity is given for the flow associated to the canonic Brownian motion on the diffeomorphism group of the circle