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This study focuses on a multidimensional backward stochastic differential equation (BSDE) with a general random terminal time $\tau$ taking values in $[0,+\infty]$. The generator $g$ satisfies a stochastic monotonicity condition in the…
This paper is devoted to proposing a new asymmetric risk-sensitive criterion involving different risk attitudes toward varying risk sources. The criterion can only be defined through the initial value of the minimal solutions of quadratic…
Minimizers in the least gradient problem with discontinuous boundary data need not be unique. However, all of them have a similar structure of level sets. Here, we give a full characterization of the set of minimizers in terms of any one of…
Minimal supergravity mediation of supersymmetry breaking has attracted much attention due to its simplicity, which leads to its predictive power. We consider how Nature possibly realizes minimal supergravity through inflationary selection…
This paper establishes comprehensive stability results for quasi-variational inequalities (QVIs) under monotone perturbations of the governing operator. We prove strong convergence of both minimal and maximal solutions when sequences of…
In this paper, we discuss the solvability of backward stochastic differential equations (BSDEs) with superquadratic generators. We first prove that given a superquadratic generator, there exists a bounded terminal value, such that the…
This paper studies the existence of minimal solutions to two-point boundary value problems for quasi-monotone dynamical systems. Specifically, the pointwise infimum of all supersolutions is shown to coincide with the minimal solution. This…
A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with…
We introduce and develop the concepts of Geometric Backward Stochastic Differential Equations (GBSDEs, for short) and two-driver BSDEs. We demonstrate their natural suitability for modeling continuous-time dynamic return risk measures. We…
In this paper, we prove that a kind of second order stochastic differential operator can be represented by the limit of solutions of BSDEs with uniformly continuous coefficients. This result is a generalization of the representation for the…
We investigate supersymmetric solutions of minimal gauged supergravity in five dimensions, in the timelike class. We propose an ansatz based on a four-dimensional local orthotoric Kaehler metric and reduce the problem to a single…
This paper establishes characterization results for dynamic return and star-shaped risk measures induced via backward stochastic differential equations (BSDEs). We first characterize a general family of static star-shaped functionals in a…
We study the problem of stationary bi-axially symmetric solutions of the $5$-dimensional minimal supergravity equations. Essentially all possible solutions with nondegenerate horizons are produced, having the allowed horizon cross-sectional…
In this paper, we study multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators. Using the comparison theorem for diagonally quadratic BSDEs which is established recently in [14], we…
We use lower and upper solutions to investigate the existence of the greatest and the least solutions for quasimonotone systems of measure differential equations. The established results are then used to study the solvability of Stieltjes…
We analyze various uncertainty measures for spatial diffusion processes. In this manifestly non-quantum setting, we focus on the existence issue of complementary pairs whose joint dispersion measure has strictly positive lower bound.
We study optimal control of PDEs under uncertainty with the state variable subject to joint chance constraints. The controls are deterministic, but the states are probabilistic due to random variables in the governing equation. Joint chance…
In this paper, we study the existence and uniqueness of solutions to a class of non-Lipschitz G-BSDEs and the corresponding stochastic recursive optimal control problem. More precisely, we suppose that the generator of G-BSDE is uniformly…
We prove the quasi-invariance of gaussian measures (supported by functions of increasing Sobolev regularity) under the flow of one dimensional Hamiltonian PDE's such as the regularized long wave (BBM) equation.
We study semigroups of convex monotone operators on spaces of continuous functions and their behaviour with respect to $\Gamma$-convergence. In contrast to the linear theory, the domain of the generator is, in general, not invariant under…