Related papers: Calderon-Type Uniqueness Theorem for Stochastic Pa…
A semi-classical approach to the study of the evolution of anyonic excitations--elementary particles with fractional statistics, complementing bosons and fermions--is through the Boltzmann equation for anyons. This work reviews a…
The paper derives an equation for the Cauchy transform of the solution of a free stochastic differential equation (SDE). This new equation is used to solve several particular examples of free SDEs.
In this paper we address the existence, uniqueness and approximation of solutions of delay differential equations (DDEs) with Carath\'eodory type right-hand side functions. We provide construction of randomized Euler scheme for DDEs and…
This is the first publication in which an ill-posed Cauchy problem for a quasi- linear PDE is solved numerically by a rigorous method. More precisely, we solve the side Cauchy problem for a 1-d quasilinear parabolc equation. The key idea is…
We give examples on the use of the Stone-Weierstrass theorem in inverse problems. We show uniqueness in the linearized Calder\'on problem on holomorphically separable K\"ahler manifolds, and in the Calder\'on problem for nonlinear equations…
In this note we prove the exponential instability of the fractional Calder\'on problem and thus prove the optimality of the logarithmic stability estimate from \cite{RS17}. In order to infer this result, we follow the strategy introduced by…
The work concerns a class of path-dependent McKean-Vlasov stochastic differential equations with unknown parameters. First, we prove the existence and uniqueness of these equations under non-Lipschitz conditions. Second, we construct…
We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…
This research introduces a new method for the transition from partial to ordinary differential equations that is based on the Kolmogorov superposition theorem. In this paper, we discuss the numerical implementation of the Kolmogorov theorem…
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.
The aim of this paper is to prove the existence and uniqueness of solutions of the following $q$- Cauchy problem of second order linear $q$-difference problem associated with the Rubin's $q$- difference operator $\partial_q$ in a…
We prove uniqueness results for a Calderon type inverse problem for the Hodge Laplacian acting on graded forms on certain manifolds in three dimensions. In particular, we show that partial measurements of the relative-to-absolute or…
We investigate global uniqueness for an inverse problem for a nonlocal diffusion equation on domains that are bounded in one direction. The coefficients are assumed to be unknown and isotropic on the entire space. We first show that the…
We consider analytically weak solutions to semilinear stochastic partial differential equations with non-anticipating coefficients driven by cylindrical Brownian motion. The solutions are allowed to take values in general separable Banach…
Let $A$ be a pseudo-differential operator with negative definite symbol $q$. In this paper we establish a sufficient condition such that the well-posedness of the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem implies that the unique…
We consider a singular fractional differential equation involving generalized Katugampola derivative and obtain the existence and uniqueness of its solution. A scheme for uniformly approximating solution is constructed by using Picard…
We show pathwise uniqueness for a class of degenerate It\^{o}-SDE among all of its weak solutions that spend zero time at the points of degeneracy of the dispersion matrix. Consequently, by the Yamada-Watanabe Theorem and a weak existence…
The solution of pseudo initial value differential equations, either ordinary or partial (including those of fractional nature), requires the development of adequate analytical methods, complementing those well established in the ordinary…
The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's…
The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…