Related papers: Some remarks on Davie's uniqueness theorem
We present a condition for a stochastic differential equation dX_{t}={\mu}(t,X_{t})dt+{\sigma}(t,X_{t})dB_{t} to have a unique functional solution of the form Z(t,B_{t}). The condition expresses a relation between {\mu} and {\sigma}. A…
This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…
The existence and uniqueness of a solution to a generalized Blasius equation with asymptotic boundary conditions are proved. A new numerical approximation method is proposed.
In this article, we investigate the quantitative unique continuation properties of complex-valued solutions to drift equations in the plane. We consider equations of the form $\Delta u + W \cdot \nabla u = 0$ in $\mathbb{R}^2$, where $W =…
In this paper, we study uniqueness properties of solutions to the generalized fourth-order Schr\"odinger equations in any dimension $d$ of the following forms, $$i \partial_t u + \sum_{j=1}^d \partial_{x_j}^{\, 4} u = V(t, x) u, \quad…
The Cauchy problem for a multidimensional linear transport equation with discontinuous coefficient is investigated. Provided the coefficient satisfies a one-sided Lipschitz condition, existence, uniqueness and weak stability of solutions…
We obtain sufficient conditions for the uniqueness of solutions to the Cauchy problem for the continuity equation in classes of measures that need not be absolutely continuous.
A strong quasi-invariance principle and a finite-dimensional integration by parts formula as in the Bismut approach to Malliavin calculus are obtained through a suitable application of Lie's symmetry theory to autonomous stochastic…
This paper provides an overview of the recently developed notion of viscosity solutions of path-dependent partial di erential equations. We start by a quick review of the Crandall- Ishii notion of viscosity solutions, so as to motivate the…
Relying on the analysis of characteristics, we prove the uniqueness of conservative solutions to the variational wave equation $u_{tt}-c(u) (c(u)u_x)_x=0$. Given a solution $u(t,x)$, even if the wave speed $c(u)$ is only H\"older continuous…
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper…
In this paper, we prove that, if the coefficient f = f(t; y; z) of backward doubly stochastic differential equations (BDSDEs for short) is assumed to be continuous and linear growth in (y; z); then the uniqueness of solution and continuous…
We consider the L\"owner differential equation generating univalent self-maps of the unit disk (or of the upper half-plane). If the solution to this equation represents a one-slit map, then the driving term is a continuous function. The…
Existence and uniqueness of radially symmetric self-similar very singular solutions are proved for the singular diffusion equation with gradient absorption {equation*} \partial_t u -\Delta_{p}u+|\nabla u|^q=0, \ \hbox{in} \…
We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a…
In a previous work, we have defined a Tanaka SDE related to Walsh Brownian motion which depends on kernels. It was shown that there are only one Wiener solution and only one flow of mappings solving this equation. In the terminology of Le…
In the first part of the article, a new interesting system of difference equations is introduced. It is developed for re-rating purposes in general insurance. A nonlinear transformation $\varphi $ of a d-dimensional $(d \ge 2)$ Euclidean…
The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…
We provide in this article a new proof of the uniqueness of the flow solution to ordinary differential equations with $BV$ vector-fields that have divergence in $L^\infty$ (or in $L^1$) and that are nearly incompressible (see the text for…
We present a rather unknown version of the change of variables formula for non-autonomous functions. We will show that this formula is equivalent to Green's Theorem for regions of the plane bounded by the graphs of two continuously…