Related papers: Lipschitz perturbations of differentiable implicit…
This paper deals with the existence of asymptotic almost automorphic solution of fractional integro differential equation. We prove the result by using fixed point theorems. We show the result with Lipschitz condition and without Lipschitz…
In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and uniformly continuous in z. We obtain a generalized comparison…
A system of dynamically consistent nonlinear evaluation (${\cal{F}}$-evaluation) provides an ideal characterization for the dynamical behaviors of risk measures and the pricing of contingent claims. The purpose of this paper is to study the…
We prove the existence and uniqueness of solutions of SDEs with Lipschitz coefficients, driven by continuous, model-free martingales. The main tool in our reasoning is Picard's iterative procedure and a model-free version of the…
The existence of the unique strong solution for a class of stochastic differential equations with non-Lipschitz coefficients was established recently. In this paper, we shall investigate the dependence with respect to the initial values. We…
We consider the so-called \emph{discrete $p$-Laplacian}, a nonlinear difference operator that acts on functions defined on the nodes of a possibly infinite graph. We study the associated nonlinear Cauchy problem and identify the generator…
This paper deals with the regularity of solutions of the Hamilton-Jacobi Inequality which arises in H-infinity control. It shows by explicit counterexamples that there are gaps between existence of continuous and locally Lipschitz (positive…
In this paper, we approach the problem of finding the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space via an implicit forward-backward-forward dynamical system with…
The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…
We consider the family of stochastic partial differential equations indexed by a parameter $\eps\in(0,1]$, \begin{equation*} Lu^{\eps}(t,x) = \eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*} $(t,x)\in(0,T]\times\Rd$ with…
We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of…
The paper deals with a class of cooperative functional differential equations (FDEs) with infinite delay, for which sufficient conditions for persistence and permanence are established. Here, the persistence refers to all solutions with…
In a bounded domain $\Omega \subset \mathbb{R}^d$ over time interval $(0,T)$, we consider mean field game equations whose principal coefficients depend on the time and state variables with a general Hamiltonian. We attach the non-zero Robin…
A global optimization approach for solving non-monotone equilibrium problems (EPs) is proposed. The class of (regularized) gap functions is used to reformulate any EP as a constrained global optimization program and some bounds on the…
Consider a Henselian rank one valued field $K$ of equicharacteristic zero with the three-sorted language $\mathcal{L}$ of Denef--Pas. Let $f: A \to K$ be a continuous $\mathcal{L}$-definable (with parameters) function on a closed bounded…
The asymptotic study of a time-dependent function $f$ as the solution of a differential equation often leads to the question of whether its derivative $\dot f$ vanishes at infinity. We show that a necessary and sufficient condition for this…
Given an F-sigma-delta subset A of the real line R of Lebesgue measure zero, we construct a monotone absolutely continuous function f from R to R such that the little Lipschitz constant of f is equal to infinity exactly at points of A.
For time-homogeneous stochastic differential equations (SDEs) it is enough to know that the coefficients are Lipschitz to conclude existence and uniqueness of a solution, as well as the existence of a strongly convergent numerical method…
It follows from de Bruijn's results that if a continuous or $k$-th order continuously differentiable function $F(x,y)$ is a solution of the Kurepa functional equation, then it can be expressed as $F(x,y)=f(x+y)-f(x)-f(y)$ with the…
This work concerns the study of the subdifferential of the integral functional $$ E_f(x)=\int_{T} f(t,x)d\mu(t), $$ where $f$ is a (not necessarily convex) normal integrand, $({T},\mathcal{A},\mu)$ is a $\sigma$-finite measure space, while…