Related papers: Existence and uniqueness of solutions of stochasti…

This paper is devoted to a nonlinear singular Riemann-Liouville type fractional differential equation, the local existence of whose continuous solutions under the weakest condition remained as an open problem until now. The singularity of…

We study pathwise approximation of scalar stochastic differential equations at a single time point or globally in time by means of methods that are based on finitely many observations of the driving Brownian motion. We prove lower error…

This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the solution for locally Lipschitz GSDEs is obtained by…

This paper deals with the local existence and uniqueness results for the solution of fractional differential equations with Hilfer-Hadamrd fractional derivative. Using Picard's approximations and generalizing the restrictive conditions…

This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…

The aim of this paper is to analyse a WIS-stochastic differential equation driven by fractional Brownian motion with $H>\tfrac{1}{2}$. For this, we summarise the theory of fractional white noise and prove a fundamental $L^2$-estimate for…

We investigate the well-posedness of stochastic differential equations driven by fractional Brownian motion, focusing on the long-range dependent case $H \in (\frac{1}{2}, 1)$. While existing results on regularization by such noise…

The purpose of this paper is to establish Picard-Lindel\"{o}f theorem for local uniqueness and existence results for first-order systems of nonlinear delay dynamic equations. In the linear case, we extend our results to global existence and…

We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…

We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…

In this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter1/2 < H < 1, using pathwise approach. The sufficient condition is…

We consider a stochastic partial differential equation with two logarithmic nonlinearities, with two reflections at 1 and -1 and with a constraint of conservation of the space average. The equation, driven by the derivative in space of a…

In this paper we study the existence and uniqueness of the strong solution of following d dimensional stochastic differential equation (SDE) driven by Brownian motion: dX(t)=b(t,X(t))dt+a(t,X(t))dB(t), X(0)= x, where B is a d-dimensional…

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…

In this paper, we study a conditional distribution dependent stochastic differential equations driven by standard Brownian motion and fractional Brownian motion with Hurst exponent $H>\frac{1}{2}$ simultaneously. First, the existence and…

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

In this paper we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monotonicity condition) and the convergence of its numerical…

We consider the weighted eigenvalue problem for a general non-local pseudo-differential operator, depending on a bounded weight function. For such problem, we prove that strict (decreasing) monotonicity of the eigenvalues with respect to…

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

In this paper, we study the sufficient conditions for the existence of solutions of first-order Hamiltonian stochastic impulsive differential equations under Dirichlet boundary value conditions. By using the variational method, we first…