Related papers: Notes on the Cauchy Problem for Backward Stochasti…

In this work we mainly prove the existence and pathwise uniqueness of solutions to general backward doubly stochastic differential equations with jumps appearing in both forward and backward integral parts. Several comparison theorems under…

The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…

We derive weighted Sobolev-Poincar\'e type inequalities in function spaces concerned with parabolic partial differential equations. We consider general weights depending on both space and time variables belonging to a Muckenhoupt class,…

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…

We consider the Cauchy problem in the Euclidean space for a doubly degenerate parabolic equation with a space-dependent exponential weight, roughly speaking of the type of the exponential of a power of the distance from the origin. We…

Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of H\"older spaces of functions whose regularity is defined by a radially O-regularly varying L\'evy measure. Existence and uniqueness and the estimates…

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic…

We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a non Lipschitz condition. This study allows us give a…

In this paper, we study parabolic equations in divergence form with coefficients that are singular degenerate as some Muckenhoupt weight functions in one spatial variable. Under certain conditions, weighted reverse H\"{o}lder's inequalities…

Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…

We prove that under natural assumptions on the data strong solutions in Sobolev spaces of semilinear parabolic equations in divergence form involving measure on the right-hand side may be represented by solutions of some generalized…

Forward-backward stochastic differential equations (FBSDEs) have attracted significant attention since they were introduced almost 30 years ago, due to their wide range of applications, from solving non-linear PDEs to pricing American-type…

We study parabolic equations in variable H\"older spaces on domains of Euclidean spaces. The existence and uniqueness of solutions is proved.

Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the equation can be degenerate. Some generalized solutions…

We prove that the Cauchy problem associated to the Zakharov-Schulman system $iu_t+L_1u=uv$, $L_2v=L_3(|u|^2)$ is locally well-posed for given initial data in Sobolev spaces $H^s(R^n)$, $s\geq n/4$, for n =2,3. Here, L_j denote second order…

Under quasi-monotone assumptions for coefficients, we show one kind of comparison theorem for multi-dimensional\textbf{\}backward doubly stochastic differential equations on infinite horizon. An example is given as well.

We establish a complete picture for existence, uniqueness, and representation of weak solutions to non-autonomous parabolic Cauchy problems of divergence type. The coefficients are only assumed to be uniformly elliptic, bounded, measurable,…

In this article, we consider parabolic equations of the type $$\partial_t u(x,t)=\Delta u(x,t) - Bu(x,t) + F(u(x,t))$$ where $u$ is valued in a transverse Hilbert space $Y$ and $B$ is a positive self-adjoint operator on $Y$, allowing a…

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…