Related papers: The Lp Cauchy sequence for one-dimensional BSDEs w…

In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs in short) under general settings without technical assumptions on the coefficients. For the solution of…

This paper is concerned with solution in H\"{o}lder spaces of the Cauchy problem for linear and semi-linear backward stochastic partial differential equations (BSPDEs) of super-parabolic type. The pair of unknown variables are viewed as…

Given $A,B\in M_n(\mathbb R)$, we consider the Cauchy problem for partially dissipative hyperbolic systems having the form \begin{equation*} \partial_{t}u+A\partial_{x}u+Bu=0, \end{equation*} with the aim of providing a detailed description…

In this paper, we establish a local representation theorem for generators of reflected backward stochastic differential equations (RBSDE), whose generators are continuous with linear growth. It generalizes some known representation theorems…

The purpose of this article is to extend the uniqueness results for the two dimensional Calder\'on problem to unbounded potentials on general geometric settings. We prove that the Cauchy data sets for Schr\"odinger equations uniquely…

In this work the existence of solutions of one-dimensional backward dou- bly stochastic differential equations (BDSDEs in short) where the coefficient is left-Lipschitz in y (may be discontinuous) and Lipschitz in z is studied. Also, the…

In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell…

Under a generalized Mokobodzki condition for reflected BSDEs with two continuous barriers which relates the growth of the generator $g$ and that of the barriers, we establish several existence and uniqueness results on $L^p\ (p>1)$…

We study a general class of quadratic BSDEs with terminal value in Lp for p > 1. First of all, we give an Lp-type estimate and existence result. Under the additional assumption of monotonicity and convexity, we derive the comparison…

We show existence of a unique solution and a comparison theorem for a one-dimensional backward stochastic differential equation with jumps that emerge from a L\'evy process. The considered generators obey a time-dependent extended…

Let $\mathbb{D}$ be the unit disk and $\varphi\in L^p(\mathbb{D}, \mathrm{d}A)$, where $1\leq p\leq\infty$. For $z\in\mathbb{D}$, the Cauchy-transform on $\mathbb{D}$, denote by $\mathcal{P}$, is defined as follows:…

Our aim is to study the existence and uniqueness of the $L^{p}$ - variational solution, with $p>1,$ of the following multivalued backward stochastic differential equation with $p$-integrable data: \[ \left\{ \begin{align*}…

Full-history recursive multilevel Picard (MLP) approximation schemes have been shown to overcome the curse of dimensionality in the numerical approximation of high-dimensional semilinear partial differential equations (PDEs) with general…

In [8] we established existence and uniqueness of solutions of backward stochastic differential equations in L^p under a monotonicity condition on the generator and in a general filtration. There was a mistake in the case 1 \textless{} p…

Let $u\in W^{2,p}_0$, $1\le p\le \infty$ be a solution of the Poisson equation $\Delta u = h$, $h\in L^p$, in the unit disk. It is proved that $\|\nabla u\|_{L^p} \le a_p\|h\|_{L^p}$ with sharp constant $a_p$ for $p=1$ and $p=\infty$ and…

In this paper, we study the multi-dimensional mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. Under small terminal value, the existence and uniqueness are proved for the multi-dimensional…

An existence result is presented for the dynamical low rank (DLR) approximation for random semi-linear evolutionary equations. The DLR solution approximates the true solution at each time instant by a linear combination of products of…

In this short note we prove the result stated in the title; that is, for every $p>0$ there exists an infinite dimensional closed linear subspace of $L_{p}[0,1]$ every nonzero element of which does not belong to $\bigcup\limits_{q>p}…

We prove quenched~$L^p$--type estimates for the gradient of a solution of a quasilinear elliptic equation with random coefficients.

Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…