Related papers: Strong Solution of Backward Stochastic Partial Dif…
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
By studying parabolic equations in mixed-norm spaces, we prove the existence and uniqueness of strong solutions to stochastic differential equations driven by Brownian motion with coefficients in spaces with mixed-norm, which extends Krylov…
The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our system is Markovian in the sense…
In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…
We present a well-posedness and stability result for a class of nondegenerate linear parabolic equations driven by rough paths. More precisely, we introduce a notion of weak solution that satisfies an intrinsic formulation of the equation…
In this paper we study the homeomorphic properties of the solutions to one dimensional backward doubly stochastic differential equations under suitable assumptions, where the terminal values depend on a real parameter. Then, we apply them…
The distributional properties of a multi-dimensional continuous-state branching process are determined by its cumulant semigroup, which is defined by the backward differential equation. We provide a proof of the assertion of Rhyzhov and…
We consider the Cauchy problem in the Euclidean space for a doubly degenerate parabolic equation with a space-dependent exponential weight, roughly speaking of the type of the exponential of a power of the distance from the origin. We…
We study the Cauchy problem for a generalized derivative nonlinear Schr\"odinger equation with the Dirichlet boundary condition. We establish the local well-posedness results in the Sobolev spaces $H^1$ and $H^2$. Solutions are constructed…
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…
We develop the first steps of a parabolic pluripotential theory in bounded strongly pseudo-convex domains of Cn. We study certain degenerate parabolic complex Monge-Amp{\`e}re equations, modelled on the K{\"a}hler-Ricci flow evolving on…
We study the Cauchy problem for the surface quasi-geostrophic (SQG) equations in a two-dimensional bounded domain with the homogeneous Dirichlet boundary condition. We establish the unique existence of strong solutions in the critical Besov…
We prove in this short report the existence of a fundamental solution (F.S.) for the Cauchy initial boundary problem on the whole space for the parabolic differential equation having at origin the point of non-integrable unbounded…
Motivated by models for biofilm growth, we consider Cauchy problems for quasilinear reaction diffusion equations where the diffusion coefficient has a porous medium type degeneracy as well as a singularity. We prove results on the…
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…
It is shown that the Cauchy problem for the DNLS equation in the spatially periodic setting is locally well-posed in Sobolev spaces H^s(T) for s \geq 1/2. Moreover, global well-posedness is shown for s \geq 1 and data with small L^2 norm.
As is known, the problems for the differential equations with continuously changing order of the derivatives are not considered completely. In this paper we consider the initial and boundary value problems for this type of linear ordinary…
The author proves the existence of strong solutions of the Dirichlet problem for the nonstationary Stokes system in polygonal domain. Here, the solutions are elements of weighted Sobolev spaces, where the weight function is a power of the…
This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…
Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued H\"older spaces, we obtain a sharp Schauder estimate. As an application, the existence and uniqueness of solution to the…