Related papers: Notes on the Cauchy Problem for Backward Stochasti…
This paper is concerned with the Cauchy-Dirichlet problem for a doubly nonlinear parabolic equation involving variable exponents and provides some theorems on existence and regularity of strong solutions. In the proof of these results, we…
By the methods of probability and duality technique, we give some comparison theorems for the solutions of infinite horizon forward-backwad stochastic differential equations.
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
We study both divergence and non-divergence form parabolic and elliptic equations in the half space $\{x_d>0\}$ whose coefficients are the product of $x_d^\alpha$ and uniformly nondegenerate bounded measurable matrix-valued functions, where…
In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the…
One proves here the backward uniqueness of solutions to stochastic semilinear parabolic equations and also for the tamed Navier-Stokes equations driven by linearly multiplicative Gaussian noises. Applications to approximate controllability…
For backward stochastic Volterra integral equations (BSVIEs) in multi-dimensional Euclidean spaces, comparison theorems are established in a systematic way for the adapted solutions and adapted M-solutions. For completeness, comparison…
We introduce fractional weighted Sobolev spaces with degenerate weights. For these spaces we provide embeddings and Poincar\'e inequalities. When the order of fractional differentiability goes to $0$ or $1$, we recover the weighted Lebesgue…
We consider the Cauchy problem of the KdV-type equation \[ \partial_t u + \frac{1}{3} \partial_x^3 u = c_1 u \partial_x^2u + c_2 (\partial_x u)^2, \quad u(0)=u_0. \] Pilod (2008) showed that the flow map of this Cauchy problem fails to be…
We establish well-posedness conclusions for the Cauchy problem associated to the dispersion generalized Zakharov-Kutnesov equation in bi-periodic Sobolev spaces $H^{s}\left(\mathbb{T}^{2}\right)$,…
In this paper we establish the well-posedness of the Cauchy problem for a class of pseudo-differential hyperbolic equations on the torus. The class considered here includes a space-like fractional order Laplacians. By applying the toroidal…
Stochastic factors are not negligible in applications of hydrostatic Euler equations (EE) and hydrostatic Navier-Stokes equations (NSE). Compared with the deterministic cases for which the ill-posedness of these models in the Sobolev spaces…
In this paper, we study the existence and uniqueness of solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our work is established in infinite dimensional separable…
The Cauchy problem is studied for the self-adjoint and non-self-adjoint Schroedinger equations. We first prove the existence and uniqueness of solutions in the weighted Sobolev spaces. Secondly we prove that if potentials are depending…
We consider the stochastically perturbed cubic difference equation with variable coefficients \[ x_{n+1}=x_n(1-h_nx_n^2)+\rho_{n+1}\xi_{n+1}, \quad n\in \mathbb N,\quad x_0\in \mathbb R. \] Here $(\xi_n)_{n\in \mathbb N}$ is a sequence of…
The Cauchy problem for the Kadomtsev-Petviashvili-II equation (u_t+u_{xxx}+uu_x)_x+u_{yy}=0 is considered. A small data global well-posedness and scattering result in the scale invariant, non-isotropic, homogeneous Sobolev space \dot…
The aim of this work is to establish an existence and uniqueness solution for spatiocharacteristic second-order quasilinear hyperbolic problems in Sobolev type spaces with weights to clarify and complete the previous work done by H. Muller…
This book aims to provide a brief overview of recent advancements in the theory of inverse problems for stochastic partial differential equations. In order to keep the content concise, we will only discuss the inverse problems of two…
In this paper, we study the Cauchy problem for the inhomogeneous nonlinear Schr\"{o}dinger equation with inverse-power potential \[iu_{t} +\Delta u-c|x|^{-a}u=\pm |x|^{-b} |u|^{\sigma } u,\;\;(t,x)\in \mathbb R\times\mathbb R^{d},\] where…
In this paper, we consider the Cauchy problem for the fifth-order KP-I equation \begin{align*} u_t + \partial_x^5u+\partial_x^{-1}\partial_y^2u + \frac{1}{2}\partial_x(u^2)=0. \end{align*} Firstly, we establish the local well-posedness of…