Related papers: Integrability of solutions to mixed stochastic dif…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or…
A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential…
This contribution presents two exponential stability criteria for linear systems with multiple pointwise and distributed delays. These results (necessary and sufficient conditions) are given in terms of the delay Lyapunov matrix and the…
The (asymptotic) behaviour of the second moment of solutions to stochastic differential equations is treated in mean-square stability analysis. This property is discussed for approximations of infinite-dimensional stochastic differential…
For a nonlinear equation with several variable delays $$ \dot{x}(t)=\sum_{k=1}^m f_k(t, x(h_1(t)),\dots,x(h_l(t)))-g(t,x(t)), $$ where the functions $f_k$ increase in some variables and decrease in the others, we obtain conditions when a…
We consider backward stochastic differential equations (BSDEs) related to finite state, continuous time Markov chains. We show that appropriate solutions exist for arbitrary terminal conditions, and are unique up to sets of measure zero. We…
In this paper we study the existence of continuous solutions and their constructions for a second order iterative functional equation, which involves iterate of the unknown function and a nonlinear term. Imposing Lipschitz 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…
In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…
An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure…
A discrete version of the nonlinear collision-induced breakage equation is studied. Existence of solutions is investigated for a broad class of unbounded collision kernels and daughter distribution functions, the collision kernel $a_{i,j}$…
The purpose of this paper is extend recent results of Bonder-Groisman and Foondun-Nualart to the stochastic wave equation. In particular, a suitable integrability condition for non-existence of global solutions is derived.
We discuss the solvability of an infinite system of first order ordinary differential equations on the half line, subject to nonlocal initial conditions. The main result states that if the nonlinearities possess a suitable "sub-linear"…
We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
In the present paper, a robust approach to a special class of convex feasibility problems is considered. By techniques of convex and variational analysis, conditions for the existence of robust feasible solutions and related error bounds…
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…
We explore various combinatorial problems mostly borrowed from physics, that share the property of being continuously or discretely integrable, a feature that guarantees the existence of conservation laws that often make the problems…
In this article we study a class of generalised linear systems of difference equations with given non-consistent initial conditions and infinite many solutions. We take into consideration the case that the coefficients are square constant…