Related papers: Lipschitz perturbations of differentiable implicit…

We are interested in the inverse problem of recovering a Robin coefficient defined on some non accessible part of the boundary from available data on another part of the boundary in the nonstationary Stokes system. We prove a Lipschitz…

Let $[a,b] $ be an interval in $\mathbb{R}$ and let $F$ be a real valued function defined at the endpoints of $[a,b]$ and with a certain number of discontinuities within $[a,b] $. Having assumed $F$ to be differentiable on a set $[a,b]…

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…

We obtain an optimal deviation from the mean upper bound \begin{equation} D(x)\=\sup_{f\in \F}\mu\{f-\E_{\mu} f\geq x\},\qquad\ \text{for}\ x\in\R\label{abstr} \end{equation} where $\F$ is the class of the integrable, Lipschitz functions on…

In this paper, we suggest a useful technique based on time change to be effective for dealing with the backward stochastic differential equations. We show the relation between the BSDEs with stochastic Lipschtz coeffecients and the ones…

It is investigated the existence of a separately continuous function $f:X\times Y\to \mathbb R$ with an onepoint set of discontinuity for topological spaces $X$ and $Y$ which satisfy compactness type conditions. In particular, it is shown…

We construct a uniformly expanding map of the interval, preserving Lebesgue measure, such that the corresponding transfer operator admits a spectral gap on the space of Lipschitz functions, but does not act continuously on the space of…

A closed subset $M$ of a Banach space $E$ is \ep, i.e., can be represented locally as the epigraph of a Lipschitz function, if and only if it is the level set of some locally Lipschitz function $f: E\to \R$, wich Clarke's generalized…

We study the problem of estimating the average of a Lipschitz continuous function $f$ defined over a metric space, by querying $f$ at only a single point. More specifically, we explore the role of randomness in drawing this sample. Our goal…

The purpose of this paper is to study the Schwarz-Pick type inequality and the Lipschitz continuity for the solutions to the nonhomogeneous biharmonic equation: $\Delta(\Delta f)=g$, where $g:$ $\overline{\ID}\rightarrow\mathbb{C}$ is a…

We prove that for every separately twice differentiable solution $f$ of the PDE $f"_{xx}=f"_{yy}$ is of the form $f(x,y)=\phi(x+y)+\psi(x-y)$ for some twice differentiable functions $\phi, \psi$.

We solve the following three questions concerning surjective linear isometries between spaces of Lipschitz functions $\mathrm{Lip}(X,E)$ and $\mathrm{Lip}(Y,F)$, for strictly convex normed spaces $E$ and $F$ and metric spaces $X$ and $Y$:…

We consider a Cauchy problem for a (first-order) path-dependent Hamilton--Jacobi equation with coinvariant derivatives and a right-end boundary condition. Such problems arise naturally in the study of properties of the value functional in…

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

In this paper we prove a higher differentiability result for the solutions to a class of obstacle problems in the form \begin{equation*} \label{obst-def0} \min\left\{\int_\Omega F(x,Dw) dx : w\in \mathcal{K}_{\psi}(\Omega)\right\}…

Consider the differential equation $y'=F(x,y)$. We determine the weakest possible upper bound on $|F(x,y)-F(x,z)|$ which guarantees that this equation has for all initial values a unique solution, which exists globally.

We show that a problem on minimal periods of solutions of Lipschitz functional differential equations is closely related to the unique solvability of the periodic problem for linear functional differential equations. Sharp bounds for…

We show that for any fixed Lipschitz constant $L$, there is a time $T^*<\infty$ depending only on $L$ such that if $f:[0,T^*]\times \mathbb{R}^{2}\to [0,1]$ is a classical solution of the stable Muskat problem with $||\nabla_x…

We consider the computation of stable approximations to the exact solution $x^\dag$ of nonlinear ill-posed inverse problems $F(x)=y$ with nonlinear operators $F:X\to Y$ between two Hilbert spaces $X$ and $Y$ by the Newton type methods $$…