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

This work addresses an inverse reconstruction task for a time-fractional pseudo-parabolic model with a temporally varying coefficient. By imposing Dirichlet boundary conditions, we aim to recover the unknown initial state from observations…

We study a class of degenerate parabolic and elliptic equations in divergence form in the upper half space $\{x_d>0\}$. The leading coefficients are of the form $x_d^2a_{ij}$, where $a_{ij}$ are bounded, uniformly elliptic, and measurable…

In this paper, we investigate an ill-posed Cauchy problem involving a stochastic parabolic equation. We first establish a Carleman estimate for this equation. Leveraging this estimate, we derive the conditional stability and convergence…

The paper concerns the theory of parabolic equations on a broad class of closed subsets of Euclidean space possessing a kind of tangent structure. A necessary framework for considering evolutionary problems is developed, and fundamental…

We prove local existence and uniqueness of the Cauchy problem for a large class of tensorial second order linear hyperbolic partial differential equations with coefficients of low regularity in a suitable class of generalized functions.

The Cauchy problem for the Schr\"odinger equations is studied with time-dependent potentials growing polynomially in the spatial direction. First the existence and the uniqueness of solutions are shown in the weighted Sobolev spaces. In…

This work is concerned with the Cauchy problem for a Zakharov system with initial data in Sobolev spaces $H^k(\mathbb R^d)\!\times\!H^l(\mathbb R^d)\!\times\!H^{l-1}\!(\mathbb R^d)$. We recall the well-posedness and ill-posedness results…

We prove the Lp,q-solvability of parabolic equations in divergence form with full lower-order terms. The coefficients and non-homogeneous terms belong to mixed Lebesgue spaces with the lowest integrability conditions. In particular, the…

Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second energy inequality and the related existence theorem are obtained for domains with boundary.

In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…

We study a class of higher-order KdV equations. We show that the associated initial value problem is well posed in weighted Besov and Sobolev spaces for small initial data. We also prove ill-posedness results when in H^s(\R), for any real…

The problem of determining the initial condition from noisy final observations in time-fractional parabolic equations is considered. This problem is well-known to be ill-posed and it is regularized by backward Sobolev-type equations. Error…

In this short article we show a particular version of the Hedberg inequality which can be used to derive, in a very simple manner, functional inequalities involving Sobolev and Besov spaces in the general setting of Lebesgue spaces of…

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

In this note, we use the non-homogeneous Poisson stochastic process to show how knowing Schauder and Sobolev estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs. The method is probability. We…

In this work we shall study the well-posedness and ill-posedness of the Cauchy problem associated to the equation \begin{equation*} u_{t}+a(u^{n})_{x}+(b\mathscr{H} u_{t}+u_{yy})_{x}=0, \end{equation*} in anisotropic weigthed Sobolev…

We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…

In this paper we will study the Cauchy problem for strictly hyperbolic operators with low regularity coefficients in any space dimension $N\geq1$. We will suppose the coefficients to be log-Zygmund continuous in time and log-Lipschitz…

In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic…

In this paper we study the stochastic partial differential systems of divergence type with $C^1$ space domains in $\bR^d$. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the…