Related papers: Strong solutions of jump-type stochastic equations

We consider the explicit numerical approximations of stochastic differential equations (SDEs) driven by Brownian process and Poisson jump. It is well known that under non-global Lipschitz condition, Euler Explicit method fails to converge…

In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…

We show that solutions of the Bach equation exist which are not conformal Einstein spaces.

We show a concise extension of the monotone stability approach to backward stochastic differential equations (BSDEs) that are jointly driven by a Brownian motion and a random measure for jumps, which could be of infinite activity with a…

This paper is devoted to the study of reflected Stochastic Differential Equations with jumps when the constraint is not on the paths of the solution but acts on the law of the solution. This type of reflected equations have been introduced…

This paper studies a Boltzmann-Nordheim equation in a slab with two-dimensional velocity space and pseudo-Maxwellian forces. Strong solutions are obtained for the Cauchy problem with large initial data in an $ L^1 \cap L^{\infty} $ setting.…

Under non-global Lipschitz condition, Euler Explicit method fails to converge strongly to the exact solution, while Euler implicit method converges but requires much computational efforts. Tamed scheme was first introduced in [2] to…

In this paper, we investigate a class of McKean-Vlasov stochastic differential equations under L\'evy-type perturbations. We first establish the existence and uniqueness theorem for solutions of the McKean-Vlasov stochastic differential…

This paper deals with the existence of solutions for an elliptic system of partial differential equations. The solution method is based on the sub- and super-solutions approach. An application to a stochastic control problem is presented.…

This paper deals with the existence of solutions to a class of fourth order nonlinear elliptic equations. The technique used relies on critical points theory. The solutions appeared as critical points of a functional restricted to a…

This paper deals with the existence of asymptotic almost automorphic solution of fractional integro differential equation. We prove the result by using fixed point theorems. We show the result with Lipschitz condition and without Lipschitz…

Bougerol (1993) and Straumann and Mikosch (2006) gave conditions under which there exists a unique stationary and ergodic solution to the stochastic difference equation $Y_t \overset{a.s.}{=} \Phi_t (Y_{t-1}), t \in \mathbb{Z}$ where…

This work focuses on multivalued stochastic differential equations with jumps. First, by employing the weak convergence approach, we establish the Freidlin-Wentzell uniform large deviation principle and the Dembo-Zeitouni uniform large…

In this paper we study a new class of pseudo-differential equations on functions of two $p$-adic variables. It is proved that the correspondent Cauchy problem has a unique solution. Some properties of this solution are studied, in…

In this paper we study the unique solvability of backward stochastic Volterra integral equations (BSVIEs in short), in terms of both the M-solutions introduced in [17] and the adapted solutions in [6], [12] or [14]. A general existence and…

This work focuses on the numerical approximations of random periodic solutions of stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove the existence and uniqueness of random periodic solutions for the…

We investigate the existence of positive solutions for a class of Minkowski-curvature equations with indefinite weight and nonlinear term having superlinear growth at zero and super-exponential growth at infinity. As an example, for the…

In their 2006 paper, Chernyshenko et al prove that a sufficiently smooth strong solution of the 3d Navier-Stokes equations is robust with respect to small enough changes in initial conditions and forcing function. They also show that if a…

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…

In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…