Related papers: Duality and semi-group property for backward parab…
Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second energy inequality and the related existence theorem are obtained for domains with boundary.
Backward stochastic partial differential equations in bounded and unbounded domains are studied. Existence and regularity results are obtained. Duality relationship with forward SPDEs are established. Representation of functionals of Ito…
This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…
As a sequel to the paper [9], we study the existence and properties of Lipschitz solutions to the initial-boundary value problem of some forward-backward parabolic equations with diffusion fluxes violating Fourier's inequality.
The paper deals with the long-term behavior of positive operator semigroups on spaces of bounded functions and of signed measures, which have applications to parabolic equations with unbounded coefficients and to stochastic analysis. The…
In this work we mainly prove the existence and pathwise uniqueness of solutions to general backward doubly stochastic differential equations with jumps appearing in both forward and backward integral parts. Several comparison theorems under…
We consider a possibly strongly degenerate parabolic semilinear problem which can be applied to a differential model for pricing financial derivatives. We prove the asked regularity for applying the Ito's formula which is used for building…
We study linearization models for continuous one-parameter semigroups of parabolic type. In particular, we introduce new limit schemes to obtain solutions of Abel's functional equation and to study asymptotic behavior of such semigroups.…
Inverse semigroups are a class of semigroups whose structure induces a compatible partial order. This partial order is examined so as to establish mirror properties between an inverse semigroup and the semilattice of its idempotent…
In this paper we study the homeomorphic properties of the solutions to one dimensional backward doubly stochastic differential equations under suitable assumptions, where the terminal values depend on a real parameter. Then, we apply them…
We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of…
We present a refined duality estimate for parabolic equations. This estimate entails new results for systems of reaction-diffusion equations, including smoothness and exponential convergence towards equilibrium for equations with quadratic…
This paper is devoted to the study of the inverse problem of determining the right-hand side of the subdiffusion equation with the Caputo derivative with respect to time. In our case, the inverse problem consists in restoring the…
This work is dedicated to the study of a mixed-type partial differential equation involving a Caputo fractional derivative in the time domain $t > 0$ and a classical parabolic equation in the domain $t < 0$, along with Dezin-type non-local…
The backwards diffusion equation is one of the classical ill-posed inverse problems, related to a wide range of applications, and has been extensively studied over the last 50 years. One of the first methods was that of {\it…
The purpose of this paper is to establish the solvability results to direct and inverse problems for time-fractional pseudo-parabolic equations with the self-adjoint operators. We are especially interested in proving existence and…
This course introduces the use of semigroup methods in the solution of linear and nonlinear (quasi-linear) hyperbolic partial differential equations, with particular application to wave equations and Hermitian hyperbolic systems. Throughout…
Structures of commuting semigroups of isometries under certain additional assumptions like double commutativity or dual double commutativity are found.
In this article we will study semigroupoids, and more specifically inverse semigroupoids. These are a common generalization to both inverse semigroups and groupoids, and provide a natural language on which several types of dynamical…
Inverse problem for multi-term fractional parabolic equation in two dimensional space, involving m + 1 Caputo fractional derivatives in time, is investigated. Presence of nonlocal boundary conditions leads to a non-self-adjoint spectral…