BV-regularity for the Malliavin Derivative of the Maximum of the Wiener Process

We prove that, on the classical Wiener space, the random variable $\sup_{0\le t \le T} W_t$ admits a measure as second Malliavin derivative, whose total variation measure is finite and singular w.r.t.\ the Wiener measure

Lagrangian flows driven by BVBV fields in Wiener spaces

We establish the renormalization property for essentially bounded solutions of the continuity equation associated to $BV$ fields in Wiener spaces, with values in the associated Cameron-Martin space; thus obtaining, by standard arguments, new uniqueness and stability results for correspondent Lagrangian $L^\infty$-flows. An example related to Neumann elliptic problems is also discussed

Zero noise limits using local times

We consider a well-known family of SDEs with irregular drifts and the correspondent zero noise limits. Using (mollified) local times, we show which trajectories are selected. The approach is completely probabilistic and relies on elementary stochastic calculus only

Well-posedness of Multidimensional Diffusion Processes with Weakly Differentiable Coefficients

We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very general equivalence between different descriptions for multidimensional diffusion processes, such as Fokker-Planck equations and martingale problems, under minimal regularity and integrability assumptions, and new existence and uniqueness results for diffusions having weakly differentiable coefficients, by means of energy estimates and commutator inequalities. Our approach relies upon techniques recently developed, jointly with L. Ambrosio, to address well-posedness for ordinary differential equations in metric measure spaces: in particular, we employ in a systematic way new representations and inequalities for commutators between smoothing operators and diffusion generators.Comment: Added references to further literature on the subjec

A Benamou-Brenier formulation of martingale optimal transport

We introduce a Benamou-Brenier formulation for the continuous-time martingale optimal transport problem as a weak length relaxation of its discrete-time counterpart. By the correspondence between classical martingale problems and Fokker-Planck equations, we obtain an equivalent PDE formulation for which basic properties such as existence, duality and geodesic equations can be analytically studied, yielding corresponding results for the stochastic formulation. In the one dimensional case, sufficient conditions for finiteness of the cost are also given and a link between geodesics and porous medium equations is partially investigated

Well posedness of Lagrangian flows and continuity equations in metric measure spaces

We establish, in a rather general setting, an analogue of DiPerna-Lions theory on well-posedness of flows of ODE's associated to Sobolev vector fields. Key results are a well-posedness result for the continuity equation associated to suitably defined Sobolev vector fields, via a commutator estimate, and an abstract superposition principle in (possibly extended) metric measure spaces, via an embedding into $\mathbb{R}^\infty$. When specialized to the setting of Euclidean or infinite dimensional (e.g. Gaussian) spaces, large parts of previously known results are recovered at once. Moreover, the class of ${\sf RCD}(K,\infty)$ metric measure spaces object of extensive recent research fits into our framework. Therefore we provide, for the first time, well-posedness results for ODE's under low regularity assumptions on the velocity and in a nonsmooth context.Comment: Slightly expanded some remarks on the technical assumption (7.11); Journal reference inserte

Lecture notes on the DiPerna-Lions theory in abstract measure spaces

These notes closely correspond to a series of lectures given by the first author in Toulouse, on the recent extension of the theory of ODE well-posedness to abstract spaces, jointly obtained by the two authors. In the last part, we describe some further developments with respect to the theory of (possibly degenerate) diffusion processes, in a similar setting, contained in the second author's PhD thesis

Three superposition principles: currents, continuity equations and curves of measures

We establish a general superposition principle for curves of measures solving a continuity equation on metric spaces without any smooth structure nor underlying measure, representing them as marginals of measures concentrated on the solutions of the associated ODE defined by some algebra of observables. We relate this result with decomposition of acyclic normal currents in metric spaces. As an application, a slightly extended version of a probabilistic representation for absolutely continuous curves in Kantorovich-Wasserstein spaces, originally due to S. Lisini, is provided in the metric framework. This gives a hierarchy of implications between superposition principles for curves of measures and for metric currents