Related papers: Backward Stochastic Differential Equations Associa…
We consider inverse boundary value problems for the Navier-Stokes equations and the isotropic Lam\'e system in two dimensions. The uniqueness without any smallness assumptions on unknown coefficients, which is called global uniqueness, was…
In this book we establish under suitable assumptions the uniqueness and existence of viscosity solutions of Kolmogorov backward equations for stochastic partial differential equations (SPDEs). In addition, we show that this solution is the…
We consider a time discretization of incompressible Navier-Stokes equations with spatial periodic boundary conditions in the vorticity-velocity formulation. The approximation is based on freezing the velocity on time subintervals resulting…
This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems. The proposed approach relies on the nonlinear Feynman-Kac theorem that establishes a connection between parabolic deterministic…
We introduce two simple models of forward-backward stochastic differential equations with a singular terminal condition and we explain how and why they appear naturally as models for the valuation of CO2 emission allowances. Single phase…
In this paper we study the class of backward doubly stochastic differential equations (BDSDEs, for short) whose terminal value depends on the history of forward diffusion. We first establish a probabilistic representation for the spatial…
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…
The Navier-Stokes motions in a box with periodic boundary conditions are considered. First the existence of global regular two-dimensional solutions is proved. The solutions are such that continuous with respect to time norms are controlled…
We consider the motion described by the Navier-Stokes equations in a box with periodic boundary conditions. First we prove the existence of global strong two-dimensional solutions. Next we show the existence of global strong…
In this paper, we prove existence results of a one-dimensional periodic solution to equations with the fractional Laplacian of order $s\in(1/2,1)$, singular nonlinearity, and gradient term under various situations, including nonlocal…
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 investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators singular in $ y $. First, we establish the existence of solutions and a comparison theorem, thereby extending results in the literature.…
In this paper, we establish the relationship between backward stochastic Volterra integral equations (BSVIEs, for short) and a kind of non-local quasilinear (and possibly degenerate) parabolic equations. We first introduce the extended…
Vortices produce locally concentrated field configurations and are solutions to the nonlinear partial differential equations systems of complicated structures. In this paper, we establish the existence and uniqueness for solutions of the…
The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our system is Markovian in the sense…
Let us consider the incompressible Navier--Stokes equations with the time-periodic external forces in the whole space $\mathbb{R}^n$ with $n\geq 2$ and investigate the existence and non-existence of time-periodic solutions. In the higher…
We analyze the vortex solution space of the $(2 +1)$-dimensional nonlinear Dirac equation for bosons in a honeycomb optical lattice at length scales much larger than the lattice spacing. Dirac point relativistic covariance combined with…
In this paper, we prove in two dimensions global identifiability of the viscosity in an incompressible fluid by making boundary measurements. The main contribution of this work is to use more natural boundary measurements, the Cauchy…
In this paper, we pursue the study of second order BSDEs with jumps (2BSDEJs for short) started in our accompanying paper [15]. We prove existence of these equations by a direct method, thus providing complete wellposedness for 2BSDEJs.…
In this paper, we consider the solvability problems for the fully coupled forward-backward stochastic difference equations (FBS{\Delta}Es) on spaces related to discrete time, finite state processes. On one hand, we provide the necessary and…