Related papers: Local Lipschitz continuity in the initial value an…
In this paper we investigate continuity properties of first and second order shape derivatives of functionals depending on second order elliptic PDE's around nonsmooth domains, essentially either Lipschitz or convex, or satisfying a uniform…
The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…
In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…
We study pathwise approximation of strong solutions of scalar stochastic differential equations (SDEs) at a single time in the presence of discontinuities of the drift coefficient. Recently, it has been shown by M\"uller-Gronbach and…
For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space.…
We study the optimal value function for control problems on Banach spaces that involve both continuous and discrete control decisions. For problems involving semilinear dynamics subject to mixed control inequality constraints, one can show…
In this paper, we give a simple proof that the density at infinity of fibers of a definable function is locally Lipschitz outside the set of asymptotic critical values.
I was asked to make my, by now quite old PhD thesis, available on the arxiv, for parts of it was never submitted for publication. The thesis offers a systematic study of stochastic differential equations (SDEs) on non-compact spaces. In…
In this article, we study nonlinear nonlocal equations with coercive gradient nonlinearity of the form \[ (-\Delta_p)^s u(x) + H(x, \nabla u) = f, \] where $f$ is Lipschitz continuous. We show that any viscosity solution $u$ is locally…
Local and global existence of localized solutions of a discrete nonlinear Schrodinger (DNLS) equation, with arbitrary on-site nonlinearity, is proved. In particular, it is shown that an initially localized excitation persists localized…
The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only…
We consider equations involving a combination of local and nonlocal degenerate $p$-Laplace operators. The main contribution of the paper is almost Lipschitz regularity for the homogeneous equation and H\"older continuity with an explicit…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
We develop an existence, regularity and potential theory for nonlinear integrodifferential equations involving measure data. The nonlocal elliptic operators considered are possibly degenerate and cover the case of the fractional…
In this paper, we establish the locally diffeomorphic property of the solution to McKean-Vlasov stochastic differential equations defined on the Euclidean space. Our approach is built upon the insightful ideas put forth by Kunita. We…
We prove higher differentiability of bounded local minimizers to some widely degenerate functionals, verifying superquadratic anisotropic growth conditions. In the two dimensional case, we prove that local minimizers to a model functional…
The present paper concerns the well-posedness of the Cauchy problem for microlocally symmetrizable hyperbolic systems whose coefficients and symmetrizer are log-Lipschitz continuous, uniformly in time and space variables. For the global in…
We prove a general theorem that the $L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{1}})\otimes L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{d}})$ valued solution of an infinite horizon backward doubly stochastic differential equation, if exists,…
This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…
We denote the local ``little" Lipschitz constant of a function $f: {{\mathbb R}}\to { {\mathbb R}}$ by $ {\mathrm{lip}}f$. In this paper we settle the following question: For which sets $E {\subset} { {\mathbb R}}$ is it possible to find a…