Related papers: The Lp Cauchy sequence for one-dimensional BSDEs w…
In this article we continue the study of smooth Poisson-Cauchy Type singular integral operators on the line regarding their convergence to the unit operator with rates in the Lp norm, p greater equal one. The related established…
The Cauchy problem in $\mathbb{R}^d,$ $d\geq 1,$ for a non-local in time p-Laplacian equations is considered. The nonexistence of nontrivial global weak solutions by using the test function method is obtained.
We consider on an arbitrary Riemannian manifold $M$ the \textit{Leibenson equation} $\partial _{t}u=\Delta _{p}u^{q}$, that is also known as a \textit{doubly nonlinear evolution equation}. We prove that if $p>1, q>0$ and $pq\geq 1$ then the…
In this article, we deal with a multiple dimensional coupled Markovian BSDEs system with stochastic linear growth generators with respect to volatility processes. An existence result is provided by using approximation techniques.
For the Euler scheme of the stochastic linear evolution equations, discrete stochastic maximal $ L^p $-regularity estimate is established, and a sharp error estimate in the norm $ \|\cdot\|_{L^p((0,T)\times\Omega;L^q(\mathcal O))} $, $ p,q…
The ultraproduct construction is generalized to $p$-ultramean constructions ($1\leqslant p<\infty$) by replacing ultrafilters with finitely additive measures. These constructions correspond to the linear fragments $\mathscr L^p$ of…
In this paper we discuss new types of differential equations which we call anticipated backward stochastic differential equations (anticipated BSDEs). In these equations the generator includes not only the values of solutions of the present…
We study the Cauchy problem for a nonlinear damped wave equation. Under suitable assumptions for the nonlinearity and the initial data, we obtain the global solution which satisfies weighted $L^1$ and $L^\infty$ estimates. Furthermore, we…
Based on the analysis of a certain class of linear operators on a Banach space, we provide a closed form expression for the solutions of certain linear partial differential equations with non-autonomous input, time delays and stochastic…
A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with…
We consider the Cauchy problem for homogeneous linear $q$-difference-differential equations with constant coefficients. We characterise convergent, $k$-summable and multisummable formal power series solutions in terms of analytic…
The standard approximation of a natural logarithm in statistical analysis interprets a linear change of \(p\) in \(\ln(X)\) as a \((1+p)\) proportional change in \(X\), which is only accurate for small values of \(p\). I suggest…
Let $X$ be an isotropic random vector in $R^d$ that satisfies that for every $v \in S^{d-1}$, $\|<X,v>\|_{L_q} \leq L \|<X,v>\|_{L_p}$ for some $q \geq 2p$. We show that for $0<\varepsilon<1$, a set of $N = c(p,q,\varepsilon) d$ random…
Given a (possibly approximate) Cauchy matrix, how can we efficiently compute its generators? Expanding on previous work by Liesen and Luce [Linear Algebra Appl. 493 (2016) 261--280], we present a general family of algorithms for Cauchy…
In this paper, we investigate the existence and nonexistence of entire solutions to a general class of Cauchy problems in the positive half line. Our results provide a unified approach to proving sharp local and entire solvability of…
A new class of explicit Milstein schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that…
The aim of this article is further development of the theory of linear difference equations with constant coefficients. We present a new algorithm for calculating the solution to the Cauchy problem for a three-dimensional difference…
We present an alternative proof for the existence of solutions of stochastic functional differential equations satisfying a global Lipschitz condition. The proof is based on an approximation scheme in which the continuous path dependence…
In this work we address some questions concerning the Cauchy problem for a generalized nonlinear heat equations considering as functional framework the variable Lebesgue spaces $L^{p(\cdot)}(\mathbb{R}^n)$. More precisely, by mixing some…
We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.