Related papers: Notes on the Cauchy Problem for Backward Stochasti…
For a class of weakly hyperbolic systems of the form D_t - A(t,x,D_x), where A(t,x,D_x) is a first-order pseudodifferential operator whose principal symbol degenerates like t^{l_*} at time t=0, for some integer l_* \geq 1, well-posedness of…
In this paper, we study two types of inverse problems for space semi-discrete stochastic parabolic equations in arbitrary dimensions. The first problem concerns a semi-discrete inverse source problem, which involves determining the random…
A 3D coefficient inverse problem for a hyperbolic equation with non-overdetermined data is considered. The forward problem is the Cauchy problems with the initial condition the delta function concentrated at a single plane (i.e. the plane…
The work concerns a type of backward multivalued McKean-Vlasov stochastic differential equations. First, we prove the existence and uniqueness of solutions for backward multivalued McKean-Vlasov stochastic differential equations. Then, it…
In this paper, we deal with a class of multivalued backward doubly stochastic differential equations with time delayed coefficients. Based on a slight extension of the existence and uniqueness of solutions for backward doubly stochastic…
The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…
In this paper we establish optimal solvability results, that is, maximal regularity theorems, for the Cauchy problem for linear parabolic differential equations of arbitrary order acting on sections of tensor bundles over boundaryless…
In this paper, a class of generalized backward doubly stochastic differential equations whose coefficient contains the subdifferential operators of two convex functions (also called generalized backward doubly stochastic variational…
In this paper second-order elliptic and parabolic partial differential systems are considered on $C^1$ domains. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the derivatives of the…
We prove an improved version of Poincar\'e-Hardy inequality in suitable subspaces of the Sobolev space on the hyperbolic space via Bessel pairs. As a consequence, we obtain a new Hardy type inequality with an improved constant (than the…
We study nonuniform Sobolev spaces, i.e., spaces of functions whose partial derivatives lie in possibly different Lebesgue spaces. Although standard proofs do not apply, we show that nonuniform Sobolev spaces share similar properties as the…
In this paper we analyse the well-posedness of the Cauchy problem for a rather general class of hyperbolic systems with space-time dependent coefficients and with multiple characteristics of variable multiplicity. First, we establish a…
This paper introduces first order Sobolev spaces on certain rectifiable varifolds. These complete locally convex spaces are contained in the generally nonlinear class of generalised weakly differentiable functions and share key functional…
We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable…
We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…
We study Cauchy problems associated to elliptic operators acting on vector-valued functions and coupled up to the first-order. We prove pointwise estimates for the spatial derivatives of the semigroup associated to these problems in the…
In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify these as the solutions of coupled forward-backward infinite horizon stochastic integral equations in general…
We consider the Cauchy problem associated with the Zakharov-Kuznetsov equation, posed on $\mathbb{T}^2$. We prove the local well-posedness for given data in $H^s(\mathbb{T}^2)$ whenever $s>5/3$. More importantly, we prove that this equation…
The Cauchy problem for the generalized Zakharov-Kuznetsov equation $$\partial_t u +\partial_x\Delta u=\partial_x u^{k+1}, \qquad \qquad u(0)=u_0$$ is considered in space dimensions $n=2$ and $n=3$ for integer exponents $k \ge 3$. For data…
The covariant Poisson equation for Lie algebra-valued mappings defined in 3-dimensional Euclidean space is studied using functional analytic methods. Weighted covariant Sobolev spaces are defined and used to derive sufficient conditions for…