Related papers: A Note on BSDEs with singular coefficients
We obtain some rigidity results for overdetermined boundary value problems for singular solutions in bounded domains.
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 article, the boundary singularity for stationary solutions of the linearized Boltzmann equation with cut-off inverse power potential is analyzed. In particular, for cut-off hard-potential cases, we establish the asymptotic…
We study the null controllability for a degenerate/singular wave equation with drift in non divergence form. In particular, considering a control localized on the non degenerate boundary point, we provide some conditions for the boundary…
We study existence and uniqueness of solutions to a class of nonlinear degenerate parabolic equations, in bounded domains. We show that there exists a unique solution which satisfies possibly inhomogeneous Dirichlet boundary conditions. To…
In this paper, we investigate the unique solvability of a mixed boundary value problem for a fractional partial differential equation featuring a degenerate coefficient. By introducing a novel operator and applying the method of separation…
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…
We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness.We then…
The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic…
We investigate the existence and uniqueness of non-Markovian second-order backward stochastic differential equations with an uncertain terminal horizon and establish comparison principles under the assumption that the driver is Lipschitz…
We study the limit behaviour of solutions of a class of solutions of nonlinear parabolic equations with a degenerate strong absorption. We prove that two types of phenomena can occur: the pointwise singularity or the formation of razor…
In this paper, we study the existence of solution to BSDE with quadratic growth and unbounded terminal value. We apply a localization procedure together with a priori bounds. As a byproduct, we apply the same method to extend a result on…
The study of bifurcations of differential-algebraic equations (DAEs) is the topic of interest for many applied sciences, such as electrical engineering, robotics, etc. While some of them were investigated already, the full classification of…
We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the…
We consider possibly degenerate and singular elliptic equations in a possibly anisotropic medium. We obtain monotonicity results for the energy density, rigidity results for the solutions and classification results for the…
We analyze a class of multidimensional linear-quadratic stochastic control problems with random coefficients, motivated by multi-asset optimal trade execution. The problems feature non-diffusive controlled state dynamics and a terminal…
We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…
The attracting inverse-square drift provides a prototypical counterexample to solvability of singular SDEs: if the coefficient of the drift is larger than a certain critical value, then no weak solution exists. We prove a positive result on…
Moment estimation for stochastic differential equations (SDEs) is fundamental to the formal reasoning and verification of stochastic dynamical systems, yet remains challenging and is rarely available in closed form. In this paper, we study…
In this paper we shall prove that the singular locus of a symplectic singularity has no codimension 3 irreducible components. As a corollary, a symplectic singularity is terminal if and only if its singular locus has codimension $\geq 4$.…