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

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…

We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…

We prove the unique solvability in weighted Sobolev spaces of non-divergence form elliptic and parabolic equations on a half space with the homogeneous Neumann boundary condition. All the leading coefficients are assumed to be only…

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

The aim of this paper is to study, in the infinite dimensional framework, the existence and uniqueness for the solution of the following multivalued generalized backward stochastic differential equation, considered on a random, possibly…

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in…

In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs in short) under general settings without technical assumptions on the coefficients. For the solution of…

In this note we study the generalized 2D Zakharov-Kuznetsov equations $\partial_tu+\Delta\partial_xu+u^k\partial_xu=0$ for $k\ge 2$. By an iterative method we prove the local well-posedness of these equations in the Sobolev spaces…

It is shown that the Cauchy problem for the DNLS equation in the spatially periodic setting is locally well-posed in Sobolev spaces H^s(T) for s \geq 1/2. Moreover, global well-posedness is shown for s \geq 1 and data with small L^2 norm.

Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…

We investigate a class of elliptic and parabolic partial differential equations driven by p(u) laplacian. This dependence necessitates the use of variable exponent Sobolev spaces specifically tailored to the anisotropic framework. For the…

We consider both divergence and non-divergence parabolic equations on a half space in weighted Sobolev spaces. All the leading coefficients are assumed to be only measurable in the time and one spatial variable except one coefficient, which…

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…

The Cauchy-problem for the generalized Kadomtsev-Petviashvili-II equation $$u_t + u_{xxx} + \partial_x^{-1}u_{yy}= (u^l)_x, \quad l \ge 3,$$ is shown to be locally well-posed in almost critical anisotropic Sobolev spaces. The proof combines…

In this article we study the Cauchy problem for a new class of parabolic-type pseudodifferential equations with variable coefficients for which the fundamental solutions are transition density functions of Markov processes in the four…

By studying parabolic equations in mixed-norm spaces, we prove the existence and uniqueness of strong solutions to stochastic differential equations driven by Brownian motion with coefficients in spaces with mixed-norm, which extends Krylov…

We consider the Cauchy-Dirichlet problem $\partial_t u - F(t,x,u,Du,D^2 u) = 0 on (0,T)\times \R^n$ in viscosity sense. Comparison is established for bounded semi-continuous (sub-/super-)solutions under structural assumption (3.14) of the…

In this paper, we study a class of strongly degenerate ultraparabolic equations with analytic coefficients. We demonstrate that the Cauchy problem exhibits an analytic smoothing effect. This means that, with an initial datum belonging to…

The existence and uniqueness in Sobolev spaces of solutions of the Cauchy problem to parabolic integro-differential equation of the order {\alpha}\in(0,2) is investigated. The principal part of the operator has kernel…

The Cauchy problem for the Hardy-H\'enon parabolic equation is studied in the critical and subcritical regime in weighted Lebesgue spaces on the Euclidean space $\mathbb{R}^d$. Well-posedness for singular initial data and existence of…