Related papers: Obstacle problem for semilinear parabolic equation…
The Cauchy-Dirichlet problem for the Moore-Gibson-Thompson equation is analyzed. With the focus on non-homogeneous boundary data, two approaches are offered: one is based on the theory of hyperbolic equations, while the other one uses the…
This paper is concerned with existence and multiplicity results for the semilinear subelliptic equation with free perturbation term. By using the degenerate Rellich-Kondrachov compact embedding theorem, precise lower bound estimates of…
We study the Dirichlet problem for semilinear equations on general open sets with measure data on the right-hand side and irregular boundary data. For this purpose we develop the classical method of orthogonal projection. We treat in a…
We prove the existence of weak solution for a system of quasi-variational inequalities related to a switching problem with dynamic driven by operator associated with a semi-Dirichlet form and with measure data. We give a stochastic…
In this paper we study Backward Stochastic Differential Equations with two reflecting right continuous with left limits obstacles (or barriers) when the noise is given by Brownian motion and a Poisson random measure mutually independent.…
We study the inverse problem of determining a Signorini obstacle from boundary measurements for the isotropic elasticity system. We prove that the obstacle can be uniquely determined by a single measurement of displacement and normal stress…
Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…
In this paper we study the Cauchy problem for new classes of parabolic type pseudodifferential equations over the rings of finite adeles and adeles. We show that the adelic topology is metrizable and give an explicit metric. We find…
We investigate two-barriers-reflected backward stochastic differential equations with data from rank-based stochastic differential equation. More specifically, we focus on the solution of backward stochastic differential equations…
We introduce a novel monotone discretization method for addressing obstacle problems involving the integral fractional Laplacian with homogeneous Dirichlet boundary conditions over bounded Lipschitz domains. This problem is prevalent in…
This work is concerned with existence and uniqueness of solutions to the reflection problem for linear parabolic equation with multiplicative Gaussian noise.
In a noise driving by a multivariate point process $\mu$ with predictable compensator $\nu$, we prove existence and uniqueness of the reflected backward stochastic differential equation's solution with a lower obstacle…
We study the obstacle problem related to a wide class of nonlinear integro-differential operators, whose model is the fractional subLaplacian in the Heisenberg group. We prove both the existence and uniqueness of the solution, and that…
In the present contribution, a feedback control law is studied for a quasilinear parabolic equation. First, we prove the well-posedness and some regularity results for the Cauchy-Neumann problem for this equation, modified by adding an…
We clarify how close a second order fully nonlinear equation can come to uniform ellipticity, through counting large eigenvalues of the linearized operator. This suggests an effective and novel way to understand the structure of fully…
We prove the existence and uniqueness of solution of quasilinear stochastic partial differential equations with obstacle (OSPDEs in short) in degenerate case. Using De Giorgi's iteration, we deduce the $L^p-$estimates for the time-space…
In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on…
In this paper, we consider the solutions to the non-homogeneous double obstacle problems with Orlicz growth involving measure data. After establishing the existence of the solutions to this problem in the Orlicz-Sobolev space, we derive a…
We prove the existence of maximal (and minimal) solution for one-dimensional generalized doubly reflected backward stochastic differential equation (RBSDE for short) with irregular barriers and stochastic quadratic growth, for which the…
In this paper we study different algorithms for reflected backward stochastic differential equations (BSDE in short) with two continuous barriers basing on random work framework. We introduce different numerical algorithms by penalization…