English
Related papers

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

200 papers

Generalized solutions of the Cauchy problem for the one-dimensional periodic nonlinear Schr\"odinger equation, with certain nonlinearities, are not unique. For any $s<0$ there exist nonzero generalized solutions varying continuously in the…

Analysis of PDEs · Mathematics 2007-05-23 Michael Christ

The purpose of this paper is to study the existence of weak solutions for some classes of hemivariational problems in the Euclidean space $\mathbb{R}^d$ ($d\geq 3$). These hemivariational inequalities have a variational structure and,…

Analysis of PDEs · Mathematics 2019-08-19 Giovanni Molica Bisci , Dušan D. Repovš

We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…

Probability · Mathematics 2022-09-20 Kyeong-Hun Kim , Kijung lee , Jinsol Seo

In this paper we study the backward uniqueness for parabolic equations with non-Lipschitz coefficients in time and space. The result presented here improves an old uniqueness theorem due to Lions and Malgrange [Math. Scand. ${\bf 8}$…

Analysis of PDEs · Mathematics 2014-04-30 Daniele Del Santo , Christian Jäh , Marius Paicu

In this paper we establish well posedness of the Neumann problem with boundary data in $L^2$ or the Sobolev space $\dot W^2_{-1}$, in the half space, for linear elliptic differential operators with coefficients that are constant in the…

Analysis of PDEs · Mathematics 2017-03-22 Ariel Barton , Steve Hofmann , Svitlana Mayboroda

We study necessary conditions and sufficient conditions for the existence of local-in-time solutions of the Cauchy problem for superlinear fractional parabolic equations. Our conditions are sharp and clarify the relationship between the…

Analysis of PDEs · Mathematics 2022-04-19 Yohei Fujishima , Kotaro Hisa , Kazuhiro Ishige , Robert Laister

The parabolic integro-differential Cauchy problem with spatially dependent coefficients is considered in generalized Bessel potential spaces where smoothness is defined by L\'evy measures with O-regularly varying profile. The coefficients…

Analysis of PDEs · Mathematics 2023-08-31 Sutawas Janreung , Tatpon Siripraparat , Chukiat Saksurakan

In this paper we show the existence and uniqueness of strong solutions for a large class of backward SPDE where the coefficients satisfy a specific type Lyapunov condition instead of the classical coercivity condition. Moreover, based on…

Probability · Mathematics 2019-10-08 Wei Liu , Rongchan Zhu

We prove that the periodic initial value problem for a modified Euler-Poisson equation is well-posed for initial data in $H^{s} (T^{m})$ when $s>m/2+2$ and we improve the Sobolev index to $s>3/2$ for $m=1$. We also study the analytic…

Analysis of PDEs · Mathematics 2007-05-23 Feride Tiglay

We consider the Cauchy problem in the Euclidean space for a doubly degenerate parabolic equation with a space-dependent exponential weight, where the exponent satisfies the doubling condition. In particular, both the so called logconvex and…

Analysis of PDEs · Mathematics 2025-12-24 Daniele Andreucci , Anatoli F. Tedeev

The failure of uniform dependence on the data is an interesting property of classical solution for a hyperbolic system. In this paper, we consider the solution map of the Cauchy problem to the 2D viscous shallow water equations which is a…

Analysis of PDEs · Mathematics 2020-12-01 Jinlu Li , Yanghai Yu , Weipeng Zhu

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Probability · Mathematics 2007-05-23 Marco Ferrante , Marta Sanz-Solé

In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, for short) with quadratic growth. The existence, comparison, and stability results for one-dimensional BDSDEs are proved when the generator…

Probability · Mathematics 2022-05-12 Ying Hu , Jiaqiang Wen , Jie Xiong

This article is devoted to the study of a nonlinear and nonlocal parabolic equation introduced by Stefan Steinerberger to study the roots of polynomials under differentiation; it also appeared in a work by Dimitri Shlyakhtenko and Terence…

Analysis of PDEs · Mathematics 2022-01-04 Thomas Alazard , Omar Lazar , Quoc-Hung Nguyen

This paper is concerned with the Cauchy problem of the modified Zakharov-Kuznetsov equation on $\mathbb{R}^d$. If $d=2$, we prove the sharp estimate which implies local in time well-posedness in the Sobolev space $H^s(\mathbb{R}^2)$ for $s…

Analysis of PDEs · Mathematics 2019-12-02 Shinya Kinoshita

The paper studies some ill-posed boundary value problems on semi-plane for parabolic equations with homogenuous Cauchy condition at initial time and with the second order Cauchy condition on the boundary of the semi-plane. A class of inputs…

Analysis of PDEs · Mathematics 2009-11-13 Nikolai Dokuchaev

The goal of this paper is three-fold. Firstly, we prove that the Cauchy problem for generalized KP-I equation \begin{eqnarray*}…

Analysis of PDEs · Mathematics 2017-09-21 Wei Yan , Yongsheng Li , Jianhua Huang , Jinqiao Duan

This work focuses on an improved fractional Sobolev inequality with a remainder term involving the Hardy-Littlewood-Sobolev inequality which has been proved recently. By extending a recent result on the standard Laplacian to the fractional…

Functional Analysis · Mathematics 2014-07-16 Gaspard Jankowiak , Van Hoang Nguyen

This paper studies a class of linear parabolic equations with measurable coefficients in divergence form whose volumetric heat capacity coefficients are assumed to be in some Muckenhoupt class of weights. As such, the coefficients can be…

Analysis of PDEs · Mathematics 2025-11-11 Junyuan Fang , Tuoc Phan

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of the solution to the Cauchy problem for linear stochastic PDEs of parabolic type can be accelerated to any given order of…

Probability · Mathematics 2010-06-09 Istvan Gyongy , Nicolai Krylov
‹ Prev 1 3 4 5 6 7 10 Next ›