Related papers: Maximum Principle for Quasi-linear Backward Stocha…

This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…

This paper aims to present a local discontinuous Galerkin (LDG) method for solving backward stochastic partial differential equations (BSPDEs) with Neumann boundary conditions. We establish the $L^2$-stability and optimal error estimates of…

We establish a comparison principle for viscosity subsolutions and supersolutions of a broad class of second-order quasilinear, maximally subelliptic PDEs on general manifolds. In fact, we prove the comparison theorem for a larger class of…

As a class of L\'evy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under L\'evy fluctuations and constructing Markov processes with boundary conditions (in…

In this paper, we consider equations involving fully nonlinear nonlocal operators $$F_{\alpha}(u(x)) \equiv C_{n,\alpha} PV \int_{\mathbb{R}^n} \frac{G(u(x)-u(z))}{|x-z|^{n+\alpha}} dz= f(x,u).$$ We prove a maximum principle and obtain key…

In the 2nd version of this note we introduce the notion of viscosity solution for a type of fully nonlinear parabolic path-dependent partial differential equations (P-PDE). We then prove the comparison theorem (or maximum principle) of this…

This paper is concerned with quasi-linear parabolic equations driven by an additive forcing $\xi \in C^{\alpha-2}$, in the full sub-critical regime $\alpha \in (0,1)$. We are inspired by Hairer's regularity structures, however we work with…

In this paper, we study solutions $u$ of parabolic systems in divergence form with zero Dirichlet boundary conditions in the upper-half cylinder $Q_1^+\subset \mathbb{R}^{n+1}$, where the coefficients are weighted by $x_n^\alpha$,…

We consider constrained partial differential equations of hyperbolic type with a small parameter $\varepsilon>0$, which turn parabolic in the limit case, i.e., for $\varepsilon=0$. The well-posedness of the resulting systems is discussed…

In this article we find necessary and sufficient conditions for the strong maximum principle and compact support principle for non-negative solutions to the quasilinear elliptic inequalities $$\Delta_\infty u + G(|Du|) - f(u)\,\leq 0\quad…

For numerical approximation the reformulation of a PDE as a residual minimisation problem has the advantages that the resulting linear system is symmetric positive definite, and that the norm of the residual provides an a posteriori error…

In this paper we study the class of backward doubly stochastic differential equations (BDSDEs, for short) whose terminal value depends on the history of forward diffusion. We first establish a probabilistic representation for the spatial…

We prove the existence and uniqueness of solution of the obstacle problem for quasilinear Stochastic PDEs with non-homogeneous second order operator. Our method is based on analytical technics coming from the parabolic potential theory. The…

We consider a semilinear parabolic equation with a large class of nonlinearities without any growth conditions. We discretize the problem with a discontinuous Galerkin scheme dG(0) in time (which is a variant of the implicit Euler scheme)…

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…

We consider the optimal control problem of stochastic evolution equations in a Hilbert space under a recursive utility, which is described as the solution of a backward stochastic differential equation (BSDE). A very general maximum…

Semilinear parabolic partial differential equations (PDEs) are fundamental to modeling complex dynamical systems across scientific domains. The Deep Backward Stochastic Differential Equation (BSDE) method is a promising approach for…

We obtain new oscillation and gradient bounds for the viscosity solutions of fully nonlinear degenerate elliptic equations where the Hamiltonian is a sum of a sublinear and a superlinear part in the sense of Barles and Souganidis (2001). We…

We consider time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$. For such equations, we give an elementary proof of the weak maximum principle under no assumptions on the sign of the reaction…

In this paper we are concerned with one-dimensional backward stochastic differential equations (BSDE in short) of the following type: \[Y_t=\xi -\int_{t\wedge \tau}^{\tau}Y_r|Y_r|^q dr-\int_{t\wedge \tau}^{\tau}Z_r dB_r,\qquad t\geq 0,\]…