Related papers: Non-local Operators, Non-Archimedean Parabolic-typ…

The abstract elliptic and parabolic equations on exterior domain are considered. The equations have top-order variable coefficients. The separability properties of boundary value problems for elliptic equation and well-posedness of the…

We consider the Cauchy problem associated with a general parabolic partial differential equation in $d$ dimensions. We find a family of closed-form asymptotic approximations for the unique classical solution of this equation as well as…

In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…

We consider a priori estimates of possibly sign-changing solutions to superlinear parabolic problems and their applications (blow-up rates, energy blow-up, continuity of blow-up time, existence of nontrivial steady states etc). Our…

This paper deals with the periodic homogenization of nonlocal parabolic Hamilton-Jacobi equations with superlinear growth in the gradient terms. We show that the problem presents different features depending on the order of the nonlocal…

In this paper we investigate a class of elliptic problems involving a nonlocal Kirchhoff type operator with variable coefficients and data changing its sign. Under appropriated conditions on the coefficients, we have shown existence and…

In this article, we study pseudo-differential equations involving semi-quasielliptic symbols over p-adics. We determine the function spaces where such equations have solutions. We introduce the space of infinitely pseudo-differentiable…

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…

We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the…

In this paper, we look at a probabilistic approach to a non-local quadratic form that has lately attracted some interest. This form is related to a recently introduced non-local normal derivative. The goal is to construct two Markov…

Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of H\"older spaces of functions whose regularity is defined by a radially O-regularly varying L\'evy measure. Existence and uniqueness and the estimates…

We consider the Cauchy problem for a hyperbolic pseudodifferential operator whose symbol is generalized, resembling a representative of a Colombeau generalized function. Such equations arise, for example, after a reduction-decoupling of…

The existence of solutions to Cauchy type problems of linear Riemann-Liouville fractional differential equations with variable coefficients is considered in a space of integrable functions. First, we consider the existence and uniqueness of…

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in…

In this paper we propose a new type of viscosity solutions for fully nonlinear path dependent PDEs. By restricting to certain pseudo Markovian structure, we remove the uniform non- degeneracy condition imposed in our earlier works [9, 10].…

We derive weighted Sobolev-Poincar\'e type inequalities in function spaces concerned with parabolic partial differential equations. We consider general weights depending on both space and time variables belonging to a Muckenhoupt class,…

In this paper we give an explicit representation of the solutions of a characteristic Cauchy problem for a class of PDEs with singular coefficients. We give the explicit solutions in terms of the Gauss hypergeometric functions, which enable…

We propose a variational approach to solve Cauchy problems for parabolic equations and systems independently of regularity theory for solutions. This produces a universal and conceptually simple construction of fundamental solution…

In this paper we consider some new classes of integral equations that arise from Lie symmetry analysis. Specifically, we consider the task of obtaining solutions of a Cauchy problem for some classes of second order hyperbolic partial…