Related papers: Strong solutions of jump-type stochastic equations
In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) in $L^p\ (p>1)$ under weaker assumptions on the coefficients, considering both a finite and an infinite time interval. We…
In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…
This paper is concerned with a class of uncertain backward stochastic differential equations (UBSDEs) driven by both an $m$-dimensional Brownian motion and a $d$-dimensional canonical process with uniform Lipschitzian coefficients. Such…
We develop adaptive time-stepping strategies for It\^o-type stochastic differential equations (SDEs) with jump perturbations. Our approach builds on adaptive strategies for SDEs. Adaptive methods can ensure strong convergence of nonlinear…
In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on their coefficients.
We show non-uniqueness of local strong solutions to stochastic fractional Navier-Stokes equations with linear multiplicative noise and some certain deterministic force. Such non-uniqueness holds true even if we perturb such deterministic…
We consider one-dimensional stochastic Volterra equations with jumps for which we establish conditions upon the convolution kernel and coefficients for the strong existence and pathwise uniqueness of a non-negative c\`adl\`ag solution. By…
In this paper, we study the existence and uniqueness of solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our work is established in infinite dimensional separable…
In this paper we establish a sharp non-uniqueness result for stochastic $d$-dimensional ($d\geq2$) incompressible Navier-Stokes equations. First, for every divergence free initial condition in $L^2$ we show existence of infinite many global…
In this paper, we focus on the existence of strong solutions for the Cauchy problem of the three-dimensional Landau-Lifshitz-Slonczewski equation. We construct a new combination of Bourgain space and Lebesgue space where linear and…
Given strong uniqueness for an It\^o's stochastic equation, we prove that its solution can beconstructed on "any" probability space by using, for example, Euler's polygonal approximations. Stochastic equations in $\mathbb{R}^{d}$ and in…
In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on…
The aim of this paper is to study a class of positive solutions of the fast diffusion equation with specific persistent singular behavior. First, we construct new types of solutions with anisotropic singularities. Depending on parameters,…
In this work we consider a stochastic differential equation (SDEs) with jump. We prove the existence and the uniqueness of solution of this equation in the strong sense under global Lipschitz condition. Generally, exact solutions of SDEs…
In this paper, we prove existence of smooth solutions of the Navier-Stokes equations that gives a positive answer to the problem proposed by Fefferman [3].
We present a method for solving a class of initial valued, coupled, non-linear differential equations with `moving singularities' subject to some subsidiary conditions. We show that this type of singularities can be adequately treated by…
We prove that solutions to elliptic equations in two variables in divergence form, possibly non-selfadjoint and with lower order terms, satisfy the strong unique continuation property.
We study stochastic differential equations with jumps with no diffusion part. We provide some basic stochastic characterizations of solutions of the corresponding non-local partial differential equations and prove the Harnack inequality for…
Most of lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic…
We provide a general approach to Lipschitz regularity of solutions for a large class of vector-valued, nonautonomous variational problems exhibiting nonuniform ellipticity. The functionals considered here range amongst those with unbalanced…