Related papers: Wellposedness of Second Order Backward SDEs
This paper establishes the well-posedness of reflected backward stochastic differential equations in the non-convex domains that satisfy a weaker version of the star-shaped property. The main results are established (i) in a Markovian…
We deal with a class of second order in time nonlinear evolution equations with state-dependent delay. This class covers several important PDE models arising in the theory ofnonlinear plates. Our first result states well-posedness in a…
We show existence of an invariant probability measure for a class of functional McKean-Vlasov SDEs by applying Kakutani's fixed point theorem to a suitable class of probability measures on a space of continuous functions. Unlike some…
In this paper, we study a kind of constrained backward stochastic differential equations (BSDEs) such that the nonlinear expectation of the composition of a loss function and the solution remains above zero. The existence and uniqueness…
We prove the existence and uniqueness of the complexified Nonlinear Poisson-Boltzmann Equation (nPBE) in a bounded domain in $\mathbb{R}^3$. The nPBE is a model equation in nonlinear electrostatics. The standard convex optimization argument…
In this paper we study admissible extensions of several theories T of reverse mathematics. The idea is that in such an extension the structure M = (N,S,\in) of the natural numbers N and collection of sets of natural numbers S has to obey…
We prove that semilinear stochastic abstract wave equations, including wave and plate equations, are well-posed in the strong sense with an $\alpha$-H\"{o}lder continuous drift coefficient, if $\alpha \in (2/3,1)$. The uniqueness may fail…
We present a theory of backward stochastic differential equations in continuous time with an arbitrary filtered probability space. No assumptions are made regarding the left continuity of the filtration, of the predictable quadratic…
We study families $\mathcal{F}\subseteq 2^{[n]}$ with restricted intersections and prove a conjecture of Snevily in a stronger form for large $n$. We also obtain stability results for Kleitman's isodiametric inequality and families with…
We develop a second-order extension of intuitionistic modal logic, allowing quantification over propositions, both syntactically and semantically. A key feature of second-order logic is its capacity to define positive connectives from the…
Very singular self-similar solutions of semilinear odd-order PDEs are studied on the basis of a Hermitian-type spectral theory for linear rescaled odd-order operators.
In these lectures we present some useful techniques to study quantitative properties of solutions of elliptic PDEs. Our aim is to outline a proof of a recent result on propagation of smallness. The ideas are also useful in the study of the…
For general second order evolution equations, we prove an optimal condition on the degree of unboundedness of the damping, that rules out finite-time extinction. We show that control estimates give energy decay rates that explicitly depend…
We study hypoelliptic stochastic differential equations (SDEs) and their connection to degenerate-elliptic boundary value problems on bounded or unbounded domains. In particular, we provide probabilistic conditions that guarantee that the…
We review $H^{1}$-well-posedness for initial value problems of ordinary differential equations with state-dependent right-hand side. We streamline known approaches to infer existence and uniqueness of solutions for small times given a…
Using the only admissible rank-two realisations of the Lie algebra of the affine group in one dimension in terms of the Lie algebra of Lie symmetries of the Ermakov-Pinney (EP) equation, some classes of second order nonlinear ordinary…
We prove short-time well-posedness and existence of global weak solutions of the Beris--Edwards model for nematic liquid crystals in the case of a bounded domain with inhomogeneous mixed Dirichlet and Neumann boundary conditions. The system…
The purpose of this article is to introduce for dispersive partial differential equations with random initial data, the notion of well-posedness (in the Hadamard-probabilistic sense). We restrict the study to one of the simplest examples of…
In this paper, we study the connection between a general class of Conditional Mckean-Vlasov Stochastic Differential Equations (CMVSDEs) and its corresponding (infinite dimensional) Conditional Fokker-Planck Equation. The CMVSDE under…
We consider the cubic nonlinear Schr\"odinger equation (NLS) on $\mathbb{R}^3$ with randomized initial data. In particular, we study an iterative approach based on a partial power series expansion in terms of the random initial data. By…