Related papers: Sobolev solution for semilinear PDE with obstacle …
We prove the existence of strong and weak solutions to the semilinear wave equation with coefficients depending both on time and space variables, with continuous nonlinearity satisfying the sign condition. The uniqueness is proven under…
In this paper, we are concerned with stable solutions , possibly unbounded and sign-changing, of some semi-linear elliptic problem with mixed nonlinear boundary conditions. We establish the nonexistence of stable solutions, the main methods…
In this paper, our goal is solving backward doubly stochastic differential equation (BDSDE for short) under weak assumptions on the data. The first part of the paper is devoted to the development of some new technical aspects of stochastic…
In this paper we are interested in a quasi-linear hyperbolic stochastic differential equation (HSPDE) when the vector field is merely bounded and measurable. Although the deterministic counterpart of such equation may be ill-posed (in the…
We provide a self-contained analysis, based entirely on pde methods, of the exponentially long time behavior of solutions to linear uniformly parabolic equations which are small perturbations of a transport equation with vector field having…
We show the existence of a weak solution of a semilinear elliptic Dirichlet problem on an arbitrary open set. We make no assumptions about the open set, very mild regularity assumptions on the semilinearity, plus a coerciveness assumption…
We establish the existence of at least one solution to a system of two semilinear coupled Poisson equations with asymptotically linear nonlinearities, without imposing the Ambrosetti-Rabinowitz condition or any of its refinements. The proof…
This paper deals with an existence and uniqueness result of the weak solution for a quasilinear elliptic PDE with nonlinear Robin boundary conditions.This problem is defined on a domain whose boundary is the union of two disjoint…
We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…
The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…
We consider singular solutions to quasilinear elliptic equations under zero Dirichlet boundary condition. Under suitable assumptions on the nonlinearity we deduce symmetry and monotonicity properties of positive solutions via an improved…
We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…
We prove the existence and uniqueness of solution of quasilinear stochastic partial differential equations with obstacle (OSPDEs in short) in degenerate case. Using De Giorgi's iteration, we deduce the $L^p-$estimates for the time-space…
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifting of path-dependent SDEs. We investigate existence of…
We prove existence of weak solutions to the obstacle problem for semilinear wave equations (including the fractional case) by using a suitable approximating scheme in the spirit of minimizing movements. This extends the results in [9],…
We give a simple proof of the existence of a minimizer for the Sobolev inequality. Our proof is based on a representation formula via a cut-off fundamental solution.
In this paper, we study the solvability problem for one kind of fully coupled forward-backward stochastic difference equations (FBS{\Delta}Es). With the help of the necessary and sufficient condition for the solvability of the linear…
In this paper, we study the homogenization of the third boundary value problem for semilinear parabolic PDEs with rapidly oscillating periodic coefficients in the weak sense. Our method is entirely probabilistic, and builds upon the work of…
In this paper, we prove the existence and uniqueness result of the reflected BSDE with two continuous barriers under monotonicity and general increasing condition on $y$, with Lipschitz condition on $z$.