Related papers: Lipschitz perturbations of differentiable implicit…

This article is focused on the asymptotic expansions, as time tends to infinity, of solutions of a system of ordinary differential equations with non-smooth nonlinear terms. The forcing function decays to zero in a very complicated but…

We deal with a weakly coupled system of ODEs of the type $$ x_j'' + n_j^2 \,x_j + h_j(x_1,\ldots,x_d) = p_j(t), \qquad j=1,\ldots,d, $$ with $h_j$ locally Lipschitz continuous and bounded, $p_j$ continuous and $2\pi$-periodic, $n_j \in…

Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…

In the first part we present a generalized implicit function theorem for abstract equations of the type $F(\lambda,u)=0$. We suppose that $u_0$ is a solution for $\lambda=0$ and that $F(\lambda,\cdot)$ is smooth for all $\lambda$, but,…

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

This article is devoted to long-time weak approximations of stochastic partial differential equations (SPDEs) evolving in a bounded domain $\mathcal{D} \subset \mathbb{R}^d$, $d \leq 3$, with non-globally Lipschitz and possibly…

In this paper, we study a Dirichlet problem of a fractional Laplace equation in a bounded Lipschitz domain in $ \R, n \geq 2$. Our main result is that for the given data $F \in \dot H^s(\Om^c), 0 < s<1$, we find the function which satisfies…

We prove some regularity results for a priori bounded local minimizers of non-autonomous integral functionals of the form $$\mathcal{F}(v,\Omega)=\int_\Omega F(x,Dv)dx,$$ under the constraint $v \ge \psi$ a.e. in $\Omega$, where $\psi$ is a…

Let $f:X\to X$ be a continuous map on a compact metric space with finite topological entropy. Further, we assume that the entropy map $\mu\mapsto h_\mu(f)$ is upper semi-continuous. It is well-known that this implies the continuity of the…

We improve Izumi's inequality, which states that any divisorial valuation v centered at a closed point 0 on an algebraic variety Y is controlled by the order of vanishing at 0. More precisely, as v ranges through valuations that are…

We study the existence of positive solutions on the half-line $[0,\infty)$ for the nonlinear second order differential equation \[ \bigl(a(t)x^{\prime}\bigr)^{\prime}+b(t)F(x)=0,\quad t\geq0, \] satisfying Dirichlet type conditions, say…

This paper concerns the study of the generalized Bolza problem governed by differential inclusions satisfying the so-called "relaxed one-sided Lipschitzian" (ROSL) condition with respect to the state variables subject to various types of…

The purpose of these notes is to further complete our understanding of the stable concentration phenomenon, by obtaining the finite range behavior of $P(F-E[F]\geq x)$, with $F=f(X)$ where $f$ is a Lipschitz function and $X$ is a stable…

The interest of the scientific community for the existence, uniqueness and stability of solutions to PDE's is testified by the numerous works available in the literature. In particular, in some recent publications on the subject an…

In this paper, we consider the solvability problems for the fully coupled forward-backward stochastic difference equations (FBS{\Delta}Es) on spaces related to discrete time, finite state processes. On one hand, we provide the necessary and…

In this paper, we study a functional fully coupled forward-backward stochastic differential equations (FBSDEs). Under a new type of integral Lipschitz and monotonicity conditions, the existence and uniqueness of solutions for functional…

Given global Lipschitz continuity and differentiability of high enough order on the coefficients in It\^{o}'s equation, differentiability of associated semigroups, existence of twice differentiable solutions to Kolmogorov equations and weak…

We consider the inverse problem of the simultaneous identification of the coefficients $\sigma$ and $q$ of the equation div$(\sigma\nabla u) + qu=0$ from the knowledge of the complete Cauchy data pairs. We assume that $\sigma=\gamma A$…

The smooth second Bogolyubov's theorem is generalized for Lipschitz systems.

A new, improved split-step backward Euler (SSBE) method is introduced and analyzed for stochastic differential delay equations(SDDEs) with generic variable delay. The method is proved to be convergent in mean-square sense under conditions…