Related papers: Construction and Uniqueness for reflected BSDE und…

This paper deals with existence and uniqueness, in viscosity sense, of a solution for a system of m variational partial differential inequalities with inter-connected obstacles. A particular case of this system is the deterministic version…

In this paper, we establish representation theorems for generators of backward stochastic differential equations (BSDEs in short) in probability spaces with general filtration from the perspective of transposition solutions of BSDEs. As…

The purpose of this paper is to study the existence and uniqueness of solutions to a Stochastic Differential Equation (SDE) coming from the eigenvalues of Wishart processes. The coordinates are non-negative, evolve as Cox-Ingersoll-Ross…

We study existence and uniqueness of solutions to a class of nonlinear degenerate parabolic equations, in bounded domains. We show that there exists a unique solution which satisfies possibly inhomogeneous Dirichlet boundary conditions. To…

We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the lack of control of the reflection measure the proof uses some…

In this paper, we study the existence and uniqueness of $\mathbb{L}^p$-solutions for $p \in (1, 2)$, first for backward stochastic differential equations (BSDEs) in a general filtration that supports a Brownian motion and an independent…

We study uniqueness of solutions to degenerate parabolic problems, posed in bounded domains, where no boundary conditions are imposed. Under suitable assumptions on the operator, uniqueness is obtained for solutions that satisfy an…

In [3], the authors proved that uniqueness holds among solutions whose exponentials are $L^p$ with $p$ bigger than a constant $\gamma$ ($p\textgreater{}\gamma$). In this paper, we consider the critical case: $p=\gamma$. We prove that the…

We prove a uniqueness result for the broken ray transform acting on the sums of functions and $1$-forms on surfaces in the presence of an external force and a reflecting obstacle. We assume that the considered twisted geodesic flows have…

We construct the invisible quantum barrier which represents the phenomenon of quantum reflection using the available data. We use the Abel equation to invert the data. The resulting invisible quantum barrier is double-valued in both axes.…

We study a class of reflected backward stochastic differential equations with nonpositive jumps and upper barrier. Existence and uniqueness of a minimal solution is proved by a double penalization approach under regularity assumptions on…

In this paper, we give the existence and uniqueness of the strong solution of one dimensional linear parabolic equation with mixed boundary conditions. The boundary conditions can be any kind of mixed Dirichlet, Neumann and Robin boundary…

The results of modification of the CASCIE code aimed at implementing open boundary conditions are presented. The accelerator section developed at CERN was chosen as a prototype for the structured waveguide under testing. Results of testing…

In this paper we study multi-dimensional reflected backward stochastic differential equations driven by Wiener-Poisson type processes. We prove existence and uniqueness of solutions, with reflection in the inward spatial normal direction,…

A Backward Stochastic Differential Equation (BSDE) with a Peano-type generator, is known to have infinitely many solutions when the terminal value is vanishing, and is shown to have possibly multiple solutions even when the terminal value…

This work is devoted to the study of first order linear problems with involution and periodic boundary value conditions. We first prove a correspondence between a large set of such problems with different involutions to later focus our…

In this paper we investigate the existence of solutions and their weak-strong uniqueness property for a PDE system modelling damage in viscoelastic materials. In fact, we address two solution concepts, weak and strong solutions. For the…

We investigate singularly perturbed nonlinear complex differential systems of the form $\hbar \partial_x f = F (x, \hbar, f)$ where $\hbar$ is a small complex perturbation parameter. Under a geometric assumption on the eigenvalues of the…

We show existence of a unique solution and a comparison theorem for a one-dimensional backward stochastic differential equation with jumps that emerge from a L\'evy process. The considered generators obey a time-dependent extended…

In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell…