Related papers: Wellposedness of Second Order Backward SDEs

Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do…

We prove well-posedness for a class of second-order SPDEs with multiplicative Wiener noise and doubly nonlinear drift in divergence form involving maximal monotone graphs defined everywhere, on which neither growth nor continuity…

A novel approximate Bayesian filter based on backward stochastic differential equations is introduced. It uses a nonlinear Feynman--Kac representation of the filtering problem and the approximation of an unnormalized filtering density using…

We prove a Feynman-Kac-type formula for the relative motion of the two-body delta-Bose gas in two dimensions. The multiplicative functional is not exponential, and the process is a skew-product diffusion uniquely extended in law, in the…

We propose a new type SDE depending on the future distributions with all initial values, and establish the correspondence between this equation and the associated singular nonlinear PDE. Well-posedness and regularities are investigated.

This paper continues our previous work (Part I, arXiv:2504.18632v3) on the well-posedness of backward stochastic differential equations (BSDEs) involving a nonlinear Young integral of the form $\int_{t}^{T}g(Y_{r})\eta(dr,X_{r})$, with…

We are interested in stochastic control problems coming from mathematical finance and, in particular, related to model uncertainty, where the uncertainty affects both volatility and intensity. This kind of stochastic control problems is…

In this note, we review some of the recent developments in the well-posedness theory of nonlinear dispersive partial differential equations with random initial data.

We propose a natural, bivariate, generalization of the nonsingular similarity relations considered by T. Fine. We also provide an enumeration formulae and a generating tree for those relations. The latter allow us to give a new bijection…

An extension of Szemer\'edi's Theorem is proved for sets of positive density in approximate lattices in general locally compact and second countable abelian groups. As a consequence, we establish a recent conjecture of Klick, Strungaru and…

The focus of this paper is a non-local singular non-linear Fokker-Planck partial differential equation (PDE). The peculiarity of this PDE feature is in its divergence coefficient, which presents a product between a Besov distribution and a…

We consider a class of elliptic variational-hemivaria\-tional inequalities in a abstract Banach space for which we introduce the concept of well-posedness in the sense of Tykhonov. We characterize the well-posedness in terms of metric…

In this article, we introduce and develop the notion of parametrised Poincar\'{e} duality in the formalism of parametrised higher category theory by Martini-Wolf, in part generalising Cnossen's theory of twisted ambidexterity to the…

We construct nonlinear extensions of Dirac's relativistic electron equation that preserve its other desirable properties such as locality, separability, conservation of probability and Poincar\'e invariance. We determine the constraints…

In this paper, we introduce a class of backward stochastic equations (BSEs) that extend classical BSDEs and include many interesting examples of generalized BSDEs as well as semimartingale backward equations. We show that a BSE can be…

Monadic second order logic is the expansion of first order logic by quantifiers ranging over unary relations. We study the shared monadic second order theory of finite linear orders, i.e. the pseudofinite monadic second order theory of…

Connections between a system of Forward-Backward SDEs and Backward Stochastic PDEs related to the utility maximiza- tion problem is established. Besides, we derive another version of FBSDE of the same problem and prove an existence of a…

To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting…

The purpose of this paper is to establish a well-posedness theory for conservative stochastic partial differential equations on the whole space. This class of stochastic PDEs arises in fluctuating hydrodynamics, and includes the…

We deal with the construction of linear connections associated with second order ordinary differential equations with and without first order constraints. We use a novel method allowing glueing of submodule covariant derivatives to produce…