Related papers: Parabolic Type Equations and Markov Stochastic Pro…
The paper studies some ill-posed boundary value problems on semi-plane for parabolic equations with homogenuous Cauchy condition at initial time and with the second order Cauchy condition on the boundary of the semi-plane. A class of inputs…
In this paper, we establish a sharp $C^{2+\alpha}$-theory for stochastic partial differential equations of parabolic type in the whole space.
We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally H\"older continuous with exponent $\delta\in (0,…
We study existence, uniqueness, and distributional aspects of generalized solutions to the Cauchy problem for first-order symmetric (or Hermitian) hyperbolic systems of partial differential equations with Colombeau generalized functions as…
We prove the well-posedness of the Cauchy problem on torus to an eletromagnetoelastic system. The physical model consists of three coupled partial differential equations, one of them is a hyperbolic equation describing the elastic medium…
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…
We deal with solutions of the Cauchy problem to linear both homogeneous and nonhomogeneous parabolic second order equations with real constant coefficients in the layer ${\mathbb R}^{n+1}_T={\mathbb R}^n\times (0, T)$, where $n\geq 1$ and…
We study one-dimensional viscoelastic phase transitions modeled by a Ginzburg--Landau energy with a non-convex cubic stress-strain law. Extending the isothermal model, we couple the momentum equation to a heat equation for the temperature…
We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization…
We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…
This paper provides a methodology of verified computing for solutions to 1-dimensional advection equations with variable coefficients. The advection equation is typical partial differential equations (PDEs) of hyperbolic type. There are few…
In this paper, we discuss the Cauchy problem for a degenerate parabolic hyperbolic equation with a multiplicative noise. We focus on the existence of a solution. Using nondegenerate smooth approximations, Debussche, Hofmanov\'a and Vovelle…
In this paper, we are interested in analyzing the asymptotic profiles of solutions to the Cauchy problem for linear structurally damped $\sigma$-evolution equations in $L^2$-sense. Depending on the parameters $\sigma$ and $\delta$ we would…
In this paper, we study a class of strongly degenerate ultraparabolic equations with analytic coefficients. We demonstrate that the Cauchy problem exhibits an analytic smoothing effect. This means that, with an initial datum belonging to…
Auscher, McIntosh and Tchamitchian studied the heat kernels of second order elliptic operators in divergence form with complex bounded measurable coefficients on $\mathbb{R}^n$. In particular, in the case when $n=2$ they obtained Gaussian…
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…
We study linearization models for continuous one-parameter semigroups of parabolic type. In particular, we introduce new limit schemes to obtain solutions of Abel's functional equation and to study asymptotic behavior of such semigroups.…
We obtain an existence and uniqueness theorem for fully coupled forward-backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the…
We consider a Cauchy problem for a fractional anisotropic parabolic equation in anisotropic H\"{o}lder spaces. The equation generalizes the heat equation to the case of fractional power of the Laplace operator and the power of this operator…
The paper concerns the theory of parabolic equations on a broad class of closed subsets of Euclidean space possessing a kind of tangent structure. A necessary framework for considering evolutionary problems is developed, and fundamental…