English
Related papers

Related papers: Uniqueness in Law for Stochastic Boundary Value Pr…

200 papers

We consider the unsteady problem for the general planar Broadwell model with four velocities in a rectangular spatial domain over a finite time interval. We impose a class of non-negative initial and Dirichlet boundary data that are bounded…

Analysis of PDEs · Mathematics 2025-06-09 Koudzo Togbévi Selom Sobah , Amah Séna d'Almeida

We introduce a new method of proving pathwise uniqueness, and we apply it to the degenerate stochastic differential equation \[dX_t=|X_t|^{\alpha} dW_t,\] where $W_t$ is a one-dimensional Brownian motion and $\alpha\in(0,1/2)$. Weak…

Probability · Mathematics 2009-09-29 Richard F. Bass , Krzysztof Burdzy , Zhen-Qing Chen

The paper considers a boundary value problem for the high-order Lavrent'ev-Bitsadze equation. Necessary and sufficient conditions for the uniqueness of the solution are found. When substantiating the existence, the problem of "small…

Analysis of PDEs · Mathematics 2021-04-05 B. Yu. Irgashev

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

Probability · Mathematics 2025-12-22 Davide Addona , Davide Bignamini , Carlo Orrieri , Luca Scarpa

In this paper, we study the Dirichlet boundary value problem of steady-state relativistic Boltzmann equation in half-line with hard potential model, given the data for the outgoing particles at the boundary and a relativistic global…

Analysis of PDEs · Mathematics 2024-11-12 Yi Wang , Li Li , Zaihong Jiang

We construct a series of stochastic differential equations of the form $dX_t = b(t, X_t) dt + dB_t$ which exhibit nonuniqueness in the path-by-path sense while having a unique adapted solution in the sense of stochastic processes, i.e.…

Probability · Mathematics 2020-12-29 Alexander Shaposhnikov , Lukas Wresch

We prove uniqueness in law for a class of parabolic stochastic partial differential equations in an interval driven by a functional A(u) of the temperature u times a space-time white noise. The functional A(u) is H\"older continuous in u of…

Probability · Mathematics 2012-05-28 Richard F. Bass , Edwin A. Perkins

We investigate linear boundary value problems for first-order one-dimensional hyperbolic systems in a strip. We establish conditions for existence and uniqueness of bounded continuous solutions. For that we suppose that the non-diagonal…

Analysis of PDEs · Mathematics 2025-12-10 R. Klyuchnyk , I. Kmit

We study linear stochastic partial differential equations of parabolic type. We consider a new boundary value problem where a Cauchy condition is replaced by a prescribed average of the solution either over time and probabilistic space for…

Probability · Mathematics 2017-06-22 Nikolai Dokuchaev

This paper studies the moment boundedness of solutions of linear stochastic delay differential equations with distributed delay. For a linear stochastic delay differential equation, the first moment stability is known to be identical to…

Classical Analysis and ODEs · Mathematics 2013-09-26 Zhen Wang , Xiong Li , Jinzhi Lei

We discuss the non-uniqueness of continuous solutions to differential equations with a {\it discrete } state-dependent delay and continuous initial functions. We are interested not only in the fact (conditions) of non-uniqueness, but in…

Classical Analysis and ODEs · Mathematics 2026-04-14 Alexander Rezounenko

We develop a well-posedness theory for second order systems in bounded domains where boundary phenomena like glancing and surface waves play an important role. Attempts have previously been made to write a second order system consisting of…

Analysis of PDEs · Mathematics 2010-12-08 Heinz-Otto Kreiss , Omar E. Ortiz , N. Anders Petersson

The autor considers an initial-boundary value problem for the nonstationary Stokes system in an angle, where Dirichlet and Neumann conditions are prescribed on the diferent sides of the angle. The major part of the paper deals with the…

Analysis of PDEs · Mathematics 2025-03-25 Jürgen Rossmann

The article considers the Dirichlet problem for a high-order mixed-type equation that splits into factors, each of which is a Lavrentiev-Bitsadze equation with its own excellent coefficient. Sufficient conditions are found for the…

Analysis of PDEs · Mathematics 2020-05-05 B. Y. Irgashev

We consider inverse boundary value problems for the Navier-Stokes equations and the isotropic Lam\'e system in two dimensions. The uniqueness without any smallness assumptions on unknown coefficients, which is called global uniqueness, was…

Analysis of PDEs · Mathematics 2013-09-09 O. Yu. Imanuvilov , M. Yamamoto

An initial-value problem for an ordinary differential equation of the first order, is considered. It is supposed that the right-hand side of the equation is a continuous function defined on a set consisting of an open set and a part of its…

Classical Analysis and ODEs · Mathematics 2019-11-04 Vladimir V. Basov

We establish the well-posedness of an initial-boundary value problem of mixed type for a stochastic nonlinear parabolic-hyperbolic equation on a space domain $\cO=\cO'\X\cO''$ where a Neumann boundary condition is imposed on…

Analysis of PDEs · Mathematics 2022-01-25 Hermano Frid , Yachun Li , Daniel Marroquin , João F. C. Nariyoshi , Zirong Zeng

In this paper, we prove that there exists a unique weak solution to the mixed boundary value problem for a general class of semilinear second order elliptic partial differential equations with singular coefficients. Our approach is…

Probability · Mathematics 2011-12-15 Xue Yang , Tusheng Zhang

We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…

Probability · Mathematics 2016-06-28 Fulvia Confortola , Marco Fuhrman , Jean Jacod

While there exist now formulations of initial boundary value problems for Einstein's field equations which are well posed and preserve constraints and gauge conditions, the question of geometric uniqueness remains unresolved. For two…

General Relativity and Quantum Cosmology · Physics 2009-09-28 Helmut Friedrich