Related papers: On the Cauchy problem for integro-differential ope…

We are concerned with the problem of recovering the radial kernel $k$, depending also on time, in a parabolic integro-differential equation $$D_{t}u(t,x)={\cal A}u(t,x)+\int_0^t k(t-s,|x|){\cal B}u(s,x)ds +\int_0^t D_{|x|}k(t-s,|x|){\cal…

In this paper we study the Cauchy problem for overdetermined systems of linear partial differential operators with constant coefficients in some spaces of $\omega$-ultradifferentiable functions in the sense of Braun, Meise and Taylor, for…

In this paper we consider the Cauchy problem for $2m$-order stochastic partial differential equations of parabolic type in a class of stochastic Hoelder spaces. The Hoelder estimates of solutions and their spatial derivatives up to order…

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…

In this paper, we obtain conditions of Noetherian solvability and the Index formula for a singular integral equation with a Cauchy kernel and a Carleman shift in Besov space, which is embedded into the space of continuous functions on a…

We establish the existence of solutions to the Cauchy problem for a large class of nonlinear parabolic equations including fractional semilinear parabolic equations, higher-order semilinear parabolic equations, and viscous Hamilton-Jacobi…

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…

We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…

The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…

Let $A$ be a pseudo-differential operator with symbol $q(x,\xi)$. In this paper we derive sufficient conditions which ensure the existence of a solution to the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem. If the symbol $q$ depends…

This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…

In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev space $L^p(\Omega; C([0,T];W^{m,p}))$ with both $m\geq 1$ and…

Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…

This paper explores the well-posedness of the Cauchy problem for the Fokker-Planck equation associated with the partial differential operator $L$ with low regularity condition. To address uniqueness, we apply a recently developed…

We consider the martingale problem associated to the Navier-Stokes in dimension 2 or 3. Existence is well known and it has been recently shown that markovian transition semi group associated to these equations can be constructed. We study…

In this work we study Cauchy problem for a high-order differential equation $\frac{\partial u(y,x)}{\partial y}+P(\frac{\partial}{\partial x})u(y,x)=\gamma\frac{\partial}{\partial x}(u^2(y,x))+F(y,x)$. We prove that the problem is…

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space $H^n$ ($=W^n_2$) under…

We consider solutions of the Cauchy problem for semilinear equations with (possibly) different L\'evy operators. We provide various results on their convergence under the assumption that symbols of the involved operators converge to the…

We consider a Cauchy problem for the inhomogeneous differential equation given in terms of an unbounded linear operator $A$ and the Caputo fractional derivative of order $\alpha \in (0, 2)$ in time. The previously known representation of…

This paper studies the Cauchy problem for variable coefficient weakly hyperbolic first order systems of partial differential operators. The hyperbolicity assumption is that for each $t, x$ the principal symbol is hyperbolic. No hypothesis…