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

We consider a class of parabolic stochastic partial differential equations featuring an antimonotone nonlinearity. The existence of unique maximal and minimal variational solutions is proved via a fixed-point argument for nondecreasing…

This article is divided into two parts. In the first part, we examine the Brezis-Oswald problem involving a mixed anisotropic and nonlocal $p$-Laplace operator. We establish results on existence, uniqueness, boundedness, and the strong…

The paper concerns boundary value problems for general nonautonomous first order quasilinear hyperbolic systems in a strip. We construct small global classical solutions, assuming that the right hand sides are small. In the case that all…

We obtain the variational equations for backward stochastic differential equations in recursive stochastic optimal control problems, and then get the maximum principle which is novel. The control domain need not be convex, and the generator…

This paper build on our recent work where we presented a dual stochastic optimal control formulation of the nonlinear filtering problem [1]. The constraint for the dual problem is a backward stochastic differential equations (BSDE). The…

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…

We obtain an existence and uniqueness theorem for fully coupled forward-backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the…

In this note we examine the a priori and a posteriori analysis of discontinuous Galerkin finite element discretisations of semilinear elliptic PDEs with polynomial nonlinearity. We show that optimal a priori error bounds in the energy norm…

We prove existence and uniqueness of global-in-time solutions in the $W^{-1,p}_D$-$W^{1,p}_D$-setting for abstract quasilinear parabolic PDEs with nonsmooth data and mixed boundary conditions, including a nonlinear source term with at most…

The maximum principle for SPDEs is established in multidimensional $C^{1}$ domains. An application is given to proving the H\"older continuity up to the boundary of solutions of one-dimensional SPDEs.

The strong maximum principle is a remarkable characterization of parabolic equations, which is expected to be partly inherited by fractional diffusion equations. Based on the corresponding weak maximum principle, in this paper we establish…

We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form…

In this note we consider boundary point principles for partial differential inequalities of elliptic type. Firstly, we highlight the difference between conditions required to establish classical strong maximum principles and classical…

We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…

In this manuscript, we investigate regularity estimates for a class of quasilinear elliptic equations in the non-divergence form that may exhibit degenerate behavior at critical points of their gradient. The prototype equation under…

We consider solutions of a quasi-linear parabolic PDE with zero oblique boundary data in a bounded domain. Our main result states that the solutions can be approximated by solutions of a PDE in the whole space with a penalizing drift term.…

As an application of the theory of linear parabolic differential equations on noncompact Riemannian manifolds, developed in earlier papers, we prove a maximal regularity theorem for nonuniformly parabolic boundary value problems in…

In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…

In [5] the authors obtained Mean-Field backward stochastic differential equations (BSDE) associated with a Mean-field stochastic differential equation (SDE) in a natural way as limit of some highly dimensional system of forward and backward…

This paper is concerned with a general maximum principle for the fully coupled forward-backward stochastic optimal control problem with jumps, where the control domain is not necessarily convex, within the progressively measurable…