Related papers: On Classical Solutions of Linear Stochastic Integr…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
Standard methods in non-linear analysis are used to show that there exists a parabolic branching of solutions of the Lichnerowicz-York equation with an unscaled source. We also apply these methods to the extended conformal thin sandwich…
We prove the existence of probabilistically strong solutions for large classes of possibly degenerate stochastic differential equations with locally Sobolev-regular coefficients, using the restricted Yamada-Watanabe theorem. Our approach…
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. By proving an It\^{o}-Wentzell formula for jump…
In this study, a recursive solution technique in conjunction with generalized integrating factors is presented and applied to address first and second order linear differential equations. This approach demonstrates practical utility in…
In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…
In this paper, we first prove the existence of classical solutions to a class of Keldysh-type equations. Next, we apply this existence result to prove the structural stability of one-dimensional smooth transonic solutions to the steady…
We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…
The global existence of classical solutions to strongly coupled parabolic systems is shown to be equivalent to the availability of an iterative scheme producing a sequence of solutions with uniform continuity in the BMO norms. Amann's…
In this paper, we prove well-posedness in $C^1(\mathbb{R})$ (a.k.a. classical solutions) of the Fornberg-Whitham equation. To achieve this objective, we study its weak formulation under a Lagrangian framework. Applying the fundamental…
We derive moment estimates and a strong limit theorem for space inverses of stochastic flows generated by jump SDEs with adapted coefficients in weighted H\"older norms using the Sobolev embedding theorem and the change of variable formula.…
In this paper, we present a novel Feynman-Kac formula and investigate learning-based methods for approximating general nonlinear time-dependent Schr\"odinger equations which may be high-dimensional. Our formulation integrates both the…
We study linear nonautonomous parabolic systems with dynamic boundary conditions. Next, we apply these results to show a theorem of local existence and uniqueness of a classical solution to a second order quasilinear system with nonlinear…
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…
In this paper we study one dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. We establish global existence-uniqueness of classical solutions assuming that the…
This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…
In this paper we study time-inhomogeneous versions of one-dimensional Stochastic Differential Equations (SDE) involving the Local Time of the unknown process on curves. After proving existence and uniqueness for these SDE under mild…
We study a class of nonlinear kinetic Fokker-Planck type equations modeling quantum particles which obey the Bose-Einstein and Fermi-Dirac statistics, respectively. We establish the existence of classical solutions in the perturbative…
We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure diffusive component plus a pure jump Poisson compensated…
This paper explores the relationship between non-Markovian fully coupled forward-backward stochastic systems and path-dependent PDEs. The definition of classical solution for the path-dependent PDE is given within the framework of…