Related papers: Strong solutions of jump-type stochastic equations

We prove the existence of non-smooth solutions to fully nonlinear uniformly elliptic equations.

We prove strong existense of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.

In this paper, we give the existence and uniqueness of the strong solution of one dimensional linear parabolic equation with mixed boundary conditions. The boundary conditions can be any kind of mixed Dirichlet, Neumann and Robin boundary…

We prove the existence of non-smooth solutions to Special Lagrangian Equations in the non-convex case.

The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only…

In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst…

Some special solutions to the multidimensional Lam\'e and Bourlet type equations are constructed in an explicit form.

The stochastic Euler scheme is known to converge to the exact solution of a stochastic differential equation with globally Lipschitz continuous drift and diffusion coefficient. Recent results extend this convergence to coefficients which…

In this paper we study the conditions for the existence of strong solutions (both local and global) for stochastic bidomain equations. To this end, we use apriori energy estimates and Serrin-type theorems. We further address the asymptotic…

Gradient inequalities of the Hamilton type and the Li-Yau type for positive solutions to the heat equation are established from a probabilistic viewpoint, which simplifies the proofs of some results of Sun [{\it Pacific J. Math.}, 253…

By applying some techniques of set-valued and variational analysis, we study solution stability of nonhomogeneous split equality problems and nonhomogeneous split feasibility problems, where the constraint sets need not be convex. Necessary…

We consider semilinear elliptic equations with double power nonlineaities. The condition to assure the existence of positive solutions is well-known. In the present paper, we remark that the additional condition to assure uniqueness…

We use the semi-discrete method, originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics, 89(6), to reproduce qualitative…

In this paper, we obtain stability results for backward stochastic differential equations with jumps (BSDEs) in a very general framework. More specifically, we consider a convergent sequence of standard data, each associated to their own…

We consider the Cauchy problem for coupled system of Vlasov and non-Newtonian fluid equations. We establish local well--posedness of the strong solutions, provided that the initial data are regular enough. Global existence of unique strong…

Based on a variant of frequency function, we improve the vanishing order of solutions for Schr\"{o}dinger equations which describes quantitative behavior of strong uniqueness continuation property. For the first time, we investigate the…

We consider the Euler-Maruyama approximation for multi-dimensional stochastic differential equations with irregular coefficients. We provide the rate of strong convergence where the possibly discontinuous drift coefficient satisfies a…

In this paper, we pursue the study of second order BSDEs with jumps (2BSDEJs for short) started in our accompanying paper [15]. We prove existence of these equations by a direct method, thus providing complete wellposedness for 2BSDEJs.…

In this work, we study the existence and nonexistence of solution for strongly coupled elliptic systems to m-parameters.

In this paper we are concerned with the stochastic partial differential equations of super-fast diffusion processes describing behavior of plasma dX(t)-{\Delta}ln(X(t)+1)dt=\surd(Q)dW(t), in (0,T)\timesO, where O is a bounded open subset of…