Related papers: Strong solutions of jump-type stochastic equations
We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…
A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential…
We study existence and nonexistence of strictly positive solutions for the elliptic problems of the form $Lu=m\left( x\right) u^{p}$ in a bounded open interval, with zero boundary conditions, where $L$ is a strongly uniformly elliptic…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
We show that in one space dimension Lipschitz solutions of extremal surface equations are equivalent to entropy solutions in $L^\infty(\R)$ of a non-strictly hyperbolic system of conservation laws. We obtain an explicit representation…
In this paper, we investigate existence of global-in-time strong solutions to the kinetic Cucker--Smale model coupled with the Stokes equations in the whole space. By introducing a weighted Sobolev space and using space-time estimates for…
This paper is devoted to the well-posedness of stochastic nonlinear Schr\"odinger equations in the energy space H1(Rd), which is a natural continuation of our recent work [1]. We consider both focusing and defocusing nonlinearities and…
This paper is devoted to the analysis of blow-up solutions for the nonlinear Schr\"{o}dinger equation with combined power-type nonlinearities \[ iu_{t}+\Delta u=\lambda_1|u|^{p_1}u+\lambda_2|u|^{p_2}u. \] When $p_1=\frac{4}{N}$ and…
We prove some general results on the existence and uniqueness of solutions to the Liouville equation. Then, we discuss the sharpness and possible generalizations. Finally, we give several applications, arising in both mathematics and…
We discuss two independent methods of solution of a master equation whose biased jump transition rates account for long jumps of L\'{e}vy-stable type and nonetheless admit a Boltzmannian (thermal) equilibrium to arise in the large time…
In this article, we prove the existence of bounded solutions of quadratic backward SDEs with jumps, that is to say for which the generator has quadratic growth in the variables (z,u). From a technical point of view, we use a direct fixed…
We study a Stochastic Landau-Lifschitz Equation with non-zero anisotrophy energy and multidimensional noise. The existence and some regularities of weak solution have been proved.
In this paper, we prove the existence of a unique maximal local strong solutions to a stochastic system for both 2D and 3D penalised nematic liquid crystals driven by multiplicative Gaussian noise. In the 2D case, we show that this solution…
Given $p \in (1, 2)$, we study $L^p$-solutions of a multi-dimensional backward stochastic differential equation with jumps (BSDEJ) whose generator may not be Lipschitz continuous in $(y,z)-$variables. We show that such a BSDEJ with a…
We prove nonexistence of nontrivial, possibly sign changing, stable solutions to a class of quasilinear elliptic equations with a potential on Riemannian manifolds, under suitable weighted volume growth conditions on geodesic balls.
We analyze multi-dimensional mean-field stochastic differential equations where the drift depends on the law in form of a Lebesgue integral with respect to the pushforward measure of the solution. We show existence and uniqueness of…
We prove the existence and uniqueness of weak solutions to a class of anisotropic elliptic equations with coefficients of convection term belonging to some suitable Marcinkiewicz spaces. Some useful a priori estimates and regularity results…
We improve several recent results by Hong, Lee, Lee and Park (2012) on gaps and Bzd\c{e}ga (2014) on jumps amongst the coefficients of cyclotomic polynomials. Besides direct improvements, we also introduce several new techniques that have…
The aim of this paper is threefold. Firstly, we prove the existence and the uniqueness of a global strong (in both the probabilistic and the PDE senses) $\mathrm{H}^{1}_2$-valued solution to the 2D stochastic Navier-Stokes equations (SNSEs)…
We give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on…