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Related papers: Some remarks on Davie's uniqueness theorem

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This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a "junction", that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison…

Analysis of PDEs · Mathematics 2013-03-11 Cyril Imbert , Régis Monneau , Hasnaa Zidani

The purpose of this paper is to study the existence and uniqueness of solutions to a system of Stochastic Differential Equations (SDEs). The coordinates are bounded by zero and one, and repulse each other according to a Coulombian like…

Probability · Mathematics 2021-04-21 Ezechiel Kahn

A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with…

Probability · Mathematics 2010-06-08 Yufeng Shi , Qingfeng Zhu

Consider the equation $$ u'(t)-\Delta u+|u|^\rho u=0, \quad u(0)=u_0(x), (1), $$ where $ u':=\frac {du}{dt}$, $ \rho=const >0, $ $x\in \mathbb{R}^3$, $t>0$. Assume that $u_0$ is a smooth and decaying function, $$\|u_0\|\:=\sup_{x\in…

Analysis of PDEs · Mathematics 2019-04-25 Alexander G. Ramm

We summarize results concerning the Bernstein property of differential equations.

Differential Geometry · Mathematics 2019-01-29 Peter Lewintan

In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson point process, and when the solution is forced to stay in a…

Probability · Mathematics 2015-01-26 Imade Fakhouri , Youssef Ouknine , Yong Ren

Let $B=\{ B_{t}\} _{t\ge 0}$ be a one-dimensional standard Brownian motion. As an application of a recent result of ours on exponential functionals of Brownian motion, we show in this paper that, for every fixed $t>0$, the process given by…

Probability · Mathematics 2025-05-22 Yuu Hariya

In this paper, we obtain the existence and uniqueness theorem for backward stochastic differential equation driven by G-Brownian motion (G-BSDE) under degenerate case. Moreover, we propose a new probabilistic method based on the…

Probability · Mathematics 2022-05-20 Mingshang Hu , Shaolin Ji , Xiaojuan Li

This paper provides an overview of the necessary and sufficient conditions for guaranteeing the unique solvability of absolute value equations. In addition to discussing the basic form of these equations, we also address several…

Optimization and Control · Mathematics 2023-08-16 Shubham Kumar , Deepmala , Milan Hladik , Hossein Moosaei

In this paper, we investigate the stochastic differential equation on $\mathbb{R}^d,d\geq2$: \begin{align*} \dif X_t&=v(t,X_t)\dif t+\sqrt{2} \dif W_t. \end{align*} For any finite collection of initial probability measures…

Probability · Mathematics 2025-10-10 Huaxiang Lü , Michael Röckner

We prove the uniqueness theorem for the solutions to the restricted Weyl commutation relations braiding unitary groups and semi-groups of contractions that are close to unitaries. We also discuss related mathematical problems of continuous…

Mathematical Physics · Physics 2021-02-16 K. A. Makarov , E. Tsekanovskii

We develop a general theory of intertwined diffusion processes of any dimension. Our main result gives an SDE construction of intertwinings of diffusion processes and shows that they correspond to nonnegative solutions of hyperbolic partial…

Probability · Mathematics 2025-06-16 Benjamin Budway , Soumik Pal , Mykhaylo Shkolnikov

In this paper we prove that the lack of uniqueness for solutions of the tree dyadic model of turbulence is overcome with the introduction of a suitable noise. The uniqueness is a weak probabilistic uniqueness for all $l^2$-initial…

Probability · Mathematics 2015-10-15 Luigi Amedeo Bianchi

We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized…

Probability · Mathematics 2024-04-05 Ercan Sönmez

In this paper, we consider inverse scattering and inverse boundary value problems at sufficiently large and fixed energy for the multidimensional relativistic Newton equation with an external potential $V$, $V\in C^2$. Using known results,…

Mathematical Physics · Physics 2009-11-11 Alexandre Jollivet

In this paper, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations (anticipated BDSDEs). The coefficients of these BDSDEs depend on the future value of the solution $(Y,…

Probability · Mathematics 2013-07-10 Xiaoming Xu

We define compositions $\varphi(X)$ of H\"older paths $X$ in $\mathbb{R}^n$ and functions of bounded variation $\varphi$ under a relative condition involving the path and the gradient measure of $\varphi$. We show the existence and…

Probability · Mathematics 2023-11-07 Michael Hinz , Jonas M. Tölle , Lauri Viitasaari

We construct a family of velocity fields demonstrating the sharpness of the classical Zvonkin--Veretennikov--Davie strong well-posedness by noise regime. We consider stochastic differential equations driven by Brownian noise with drift $u$…

Probability · Mathematics 2026-04-28 Elias Hess-Childs , Keefer Rowan

We investigate the existence and multiplicity of solutions for higher order discrete boundary value problems via critical point theory.

Classical Analysis and ODEs · Mathematics 2011-11-23 Mikołaj Pepłoński

We investigate the existence and multiplicity of solutions for fourth order discrete boundary value problems via critical point theory.

Classical Analysis and ODEs · Mathematics 2013-07-17 Mikolaj Peplonski
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