Related papers: Local Lipschitz continuity in the initial value an…

This paper is devoted to the autonomous Lagrange problem of the calculus of variations with a discontinuous Lagrangian. We prove that every minimizer is Lipschitz continuous if the Lagrangian is coercive and locally bounded. The main…

This project investigates the approximate controllability of a class of stochastic integrodifferential equations in Hilbert space with non-local beginning conditions. In a departure from the conventional concerns expressed in the…

We consider the Cauchy problem of nonlinear Schr\"odinger equations (NLS) with almost periodic functions as initial data. We first prove that, given a frequency set $\pmb{\omega} =\{\omega_j\}_{j = 1}^\infty$, NLS is local well-posed in the…

We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand,…

We establish n-th order Fr\'echet differentiability with respect to the initial datum of mild solutions to a class of jump-diffusions in Hilbert spaces. In particular, the coefficients are Lipschitz continuous, but their derivatives of…

A class of parametric optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints is investigated. The perturbations appear in the objective functional, the state equation and in mixed pointwise…

We consider the homogeneous Landau equation with Coulomb potential and general initial data $f_{in} \in L^p$, where $p$ is arbitrarily close to $3/2$. We show the local-in-time existence and uniqueness of smooth solutions for such initial…

We extend the taming techniques for explicit Euler approximations of stochastic differential equations (SDEs) driven by L\'evy noise with super-linearly growing drift coefficients. Strong convergence results are presented for the case of…

In this paper we study a class of backward stochastic differential equations (BSDEs) of the form dY(t)= -AY(t)dt -f_0(t,Y(t))dt -f_1(t,Y(t),Z(t))dt + Z(t)dW(t) on the interval [0,T], with given final condition at time T, in an infinite…

A new explicit stochastic scheme of order 1 is proposed for solving commutative stochastic differential equations (SDEs) with non-globally Lipschitz continuous coefficients. The proposed method is a semi-tamed version of Milstein scheme to…

We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in \`{C}esaro sense. In such a case, the averaged coefficients…

Sensitivity analysis w.r.t. the long-range/memory noise parameter for probability distributions of functionals of solutions to stochastic differential equations is an important stochastic modeling issue in many applications. In this paper…

We prove some regularity results for a priori bounded local minimizers of non-autonomous integral functionals of the form $$\mathcal{F}(v,\Omega)=\int_\Omega F(x,Dv)dx,$$ under the constraint $v \ge \psi$ a.e. in $\Omega$, where $\psi$ is a…

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

The interest of the scientific community for the existence, uniqueness and stability of solutions to PDE's is testified by the numerous works available in the literature. In particular, in some recent publications on the subject an…

We study the existence, uniqueness and approximation of solutions of stochastic differential equations with constraints driven by processes with bounded p-variation. Our main tool are new estimates showing Lipschitz continuity of the…

We prove that the weak solution of a uniformly elliptic stochastic differential equation with locally smooth diffusion coefficient and H\"{o}lder continuous drift has a H\"{o}lder continuous density function. This result complements recent…

The main objective of this work is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near stationary solutions. Such…

We obtain a uniform stability of recovering entire functions of a special form from their zeros. To this form, one can reduce the characteristic determinants of strongly regular differential operators and pencils of the first and the second…

In this note, we establish the Lipschitz continuity of finite-dimensional globally convex functions on all given balls and global Lipschitz continuity for eligible functions of that type. The Lipschitz constants in both situations draw…