Related papers: Integrability of solutions to mixed stochastic dif…
We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few…
Linear differential equations of arbitrary order with polynomial coefficients are considered. Specifically, necessary and sufficient conditions for the existence of polynomial solutions of a given degree are obtained for these equations. An…
One method to determine whether or not a system of partial differential equations is consistent is to attempt to construct a solution using merely the "algebraic data" associated to the system. In technical terms, this translates to the…
We show that the moment problem admits solutions that are continuous but differentiable nowhere.
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…
In this paper, for the first time in the literature, we study the stability of solutions of two classes of feasibility (i.e., split equality and split feasibility) problems by set-valued and variational analysis techniques. Our idea is to…
The connection of function properties of solutions with exponential stability of linear impulsive differential equation $$\dot{x} (t) - \sum_{k=1}^m {A_k (t) x[h_k(t)]} = r(t),~ t \geq 0, x(\xi ) = \varphi (\xi),~ \xi < 0,$$ $$x(\tau_j) =…
The article is devoted to the solvability of a system of integro-differential equations in the case of the difference of the standard Laplacian and the bi-Laplacian in the diffusion terms. The proof of the existence of solutions is based on…
We present two criteria to conclude that a stochastic partial differential equation (SPDE) posseses a unique maximal strong solution. This paper provides the full details of the abstract well-posedness results first given in…
We derive explicit integrability conditions for stochastic integrals taken over time and space driven by a random measure. Our main tool is a canonical decomposition of a random measure which extends the results from the purely temporal…
We establish the uniqueness of solutions of the Camassa-Holm equation on a finite interval with non-homogeneous boundary conditions in the case of bounded momentum. A similar result for the higher-order Camassa-Holm system is also given.…
We study the Stokes phenomenon for the solutions of general homogeneous linear moment partial differential equations with constant coefficients in two complex variables under condition that the Cauchy data are holomorphic on the complex…
For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset \mathbb {R}^d$ and driven by an $L^2(D)$-valued fractional Brownian motion with the Hurst index $H>1/2$, a new…
This work deals with the existence of an almost periodic solution for certain kind of differential equations with generalized piecewise constant argument, almost periodic coefficients which are seen as a perturbation of a linear equation of…
We study a non standard mixed formulation of the Poisson problem, sometimes known as dual mixed formulation. For reasons related to the equilibration of the flux, we use finite elements that are conforming in H(div) for the approximation of…
We establish unique continuation for various discrete nonlinear wave equations. For example, we show that if two solutions of the Toda lattice coincide for one lattice point in some arbitrarily small time interval, then they coincide…
In this paper, we study a system of second order integro-partial differential equations with interconnected obstacles with non-local terms, related to an optimal switching problem with the jump-diffusion model. Getting rid of the…
In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties for stochastic convolutions are studied. Our main result provide sufficient…
We obtain an exact necessary and sufficient condition for the existence and uniqueness of equilibrium asset prices in infinite horizon, discrete-time, arbitrage free environments. Through several applications we show how the condition…
We prove an existence and uniqueness result for solutions to linear $X$-elliptic equations with $L^1$ data and zero Dirichlet boundary conditions. Such solutions depend continuously on the datum. Moreover, we show that an improvement in the…