Related papers: Khasminskii-Type Theorem and LaSalle-Type Theorem …

In this paper we consider two classes of backward stochastic differential equations. Firstly, under a Lipschitz-type condition on the generator of the equation, which can also be unbounded, we give sufficient conditions for the existence of…

In this paper we present an extension of the Katznelson-Tzafriri Theorem to the asymptotic behavior of individual solutions of evolution equations $u'(t) =Au(t)+f(t)$. The obtained results do not require the uniform continuity of solutions…

In this paper, we study the well-posedness and regularity of non-autonomous stochastic differential algebraic equations (SDAEs) with nonlinear, locally Lipschitz and monotone (2) coefficients of the form (1). The main difficulty is the fact…

We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…

We study the question of existence of positive steady states of nonlinear evolution equations. We recast the steady state equation in the form of eigenvalue problems for a parametrised family of unbounded linear operators, which are…

In the present paper, we prove time decay estimates of solutions in weighted Sobolev spaces to the second order evolution equation with fractional Laplacian and damping for data in Besov spaces. Our estimates generalize the estimates…

Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote…

We study the long-time behavior of solutions of the $k$-Hessian evolution equation $u_t=S_{k}(D^2 u)$, posed on a bounded domain of the $n$-dimensional space with homogeneous boundary conditions. To this end, we construct a separable…

In this paper we establish three global in time results for two fourth order nonlinear parabolic equations. The first of such equations involves the Hessian and appears in epitaxial growth. For such equation we give conditions ensuring the…

We obtain global and local theorems on the existence of invariant manifolds for perturbations of non autonomous linear difference equations assuming a very general form of dichotomic behavior for the linear equation. The results obtained…

Most of lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic…

In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…

We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $\alpha$-stable cylindrical L\'evy process defined on a Hilbert space for $\alpha \in (1,2)$. The coefficients are assumed to map…

We generalize the diffusion-limited aggregation by issuing many randomly-walking particles, which stick to a cluster at the discrete time unit providing its growth. Using simple combinatorial arguments we determine probabilities of…

We consider the evolutionary Hamilton-Jacobi equation \begin{align*} w_t(x,t)+H(x,Dw(x,t),w(x,t))=0, \quad(x,t)\in M\times [0,+\infty), \end{align*} where $M$ is a compact manifold, $H:T^*M\times R\to R$, $H=H(x,p,u)$ satisfies Tonelli…

We study a class of stochastic differential equations with non-Lipschitzian coefficients.A unique strong solution is obtained and a large deviation principle of Freidln-Wentzell type has been established.

This paper proposes a notion of viscosity weak supersolutions to build a bridge between stochastic Lyapunov stability theory and viscosity solution theory. Different from ordinary differential equations, stochastic differential equations…

I prove, under mild assumptions, that solutions to linear evolution equations admit sectorial solutions. The size of the sector depends on the regularity of the initial data. If it is regular enough the solution is holomorphic and unique…

We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type approximations to the solutions of stochastic differential equations (SDEs) with non-linear and non-Lipschitzian coefficients. Motivation…

The numerical solutions of stochastic differential delay equations (SDDEs) under the generalized Khasminskii-type condition were discussed by Mao [15], and the theory there showed that the Euler-Maruyama (EM) numerical solutions converge to…