Related papers: Boundary value problems for functionals of Ito pro…
In this paper, we are concerned with backward doubly stochastic differential evolutionary systems (BDSDESs for short). By using a variational approach based on the monotone operator theory, we prove the existence and uniqueness of the…
This article is devoted to the stochastic anticipating equations with the extended stochastic integral with respect to the Gaussian processes of a special type. In the particular cases the solutions of such an equations are the well-known…
In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…
The paper studies the First Order BSPDEs (Backward Stochastic Partial Differential Equations) suggested earlier for a case of multidimensional state domain with a boundary. These equations represent analogs of Hamilton-Jacobi-Bellman…
In this work the existence of solutions of one-dimensional backward dou- bly stochastic differential equations (BDSDEs in short) where the coefficient is left-Lipschitz in y (may be discontinuous) and Lipschitz in z is studied. Also, the…
Integrable boundary Toda theories are considered. We use boundary one-point functions and boundary scattering theory to construct the explicit solutions corresponding to classical vacuum configurations. The boundary ground state energies…
A boundary value problem on an unbounded domain, associated to difference equations with the Euclidean mean curvature operator is considered. The existence of solutions which are positive on the whole domain and decaying at infinity is…
In this work we obtain sufficient conditions for the existence of bounded solutions of a resonant multi-point second-order boundary value problem, with a fully differential equation. The noninvertibility of the linear part is overcome by a…
We study the boundary integral operator induced from fractional Laplace equation in a bounded Lipschitz domain. As an application, we study the boundary value problem of a fractional Laplace equation.
These notes rigorously construct the stochastic integral of a Hilbert Space valued process driven by a Cylindrical Brownian Motion. We expand upon this stochastic calculus to present an introduction to stochastic differential equations in…
Our aim is to study the following new type of multivalued backward stochastic differential equation: \[ \left\{\begin{array} [c]{r}-dY\left(t\right) +\partial\varphi\left(Y\left(t\right)\right) dt\ni…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…
We prove a number of \textit{a priori} estimates for weak solutions of elliptic equations or systems with vertically independent coefficients in the upper-half space. These estimates are designed towards applications to boundary value…
In this paper, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations (anticipated BDSDEs). The coefficients of these BDSDEs depend on the future value of the solution $(Y,…
For elliptic systems with block structure in the upper half-space and t-independent coefficients, we settle the study of boundary value problems by proving compatible well-posedness of Dirichlet, regularity and Neumann problems in optimal…
In H\"ormander inner product spaces, we investigate initial-boundary value problems for an arbitrary second order parabolic partial differential equation and the Dirichlet or a general first-order boundary conditions. We prove that the…
In this paper, we investigate the well-posedness and the long-time asymptotic behavior for the initial-boundary value problem for multi-term time-fractional diffusion equations, where the time differentiation consists of a finite summation…
A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…