Related papers: A Note On Degenerate Stochastic Integro-Differenti…
We consider the Dirichlet problem for a class of elliptic and parabolic equations in the upper-half space $\mathbb{R}^d_+$, where the coefficients are the product of $x_d^\alpha, \alpha \in (-\infty, 1),$ and a bounded uniformly elliptic…
The paper contains a review of results on linear systems of ordinary differential equations of an arbitrary order on a finite interval with the most general inhomogeneous boundary conditions in Sobolev spaces. The character of the…
In this paper, we study parabolic equations in divergence form with coefficients that are singular degenerate as some Muckenhoupt weight functions in one spatial variable. Under certain conditions, weighted reverse H\"{o}lder's inequalities…
This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…
We study a class of second-order degenerate linear parabolic equations in divergence form in $(-\infty, T) \times \mathbb R^d_+$ with homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial \mathbb R^d_+$, where $\mathbb…
The article is devoted to the existence of solutions of a certain system of quadratic integral equations in H^1(R, R^N). We show the existence of a perturbed solution by using a fixed point technique in the Sobolev space on the real line.
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…
We study both divergence and non-divergence form parabolic and elliptic equations in the half space $\{x_d>0\}$ whose coefficients are the product of $x_d^\alpha$ and uniformly nondegenerate bounded measurable matrix-valued functions, where…
We study a general discrete boundary value problem in Sobolev--Slobodetskii spaces in a plane quadrant and reduce it to a system of integral equations. We show a solvability of the system for a small size of discreteness starting from a…
We investigate uniqueness, in suitable weighted Lebesgue spaces, of solutions to a class of fractional parabolic and elliptic equations.
We study a model elliptic pseudo-differential equation and simplest boundary value problems for a half-space and a special cone in Sobolev--Slobodetskii spaces which have different smoothness with respect to separate variables. Sufficient…
We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…
In this paper we study the degenerate parabolic $p$-Laplacian,$ \partial_t u - v^{-1}{\rm div}(|\sqrt{Q} \nabla u|^{p-2} Q \nabla u)=0$, where the degeneracy is controlled by a matrix $Q$ and a weight $v$. With mild integrability…
We study existence and uniqueness of solutions to a class of nonlinear degenerate parabolic equations, in bounded domains. We show that there exists a unique solution which satisfies possibly inhomogeneous Dirichlet boundary conditions. To…
We study linear systems of ordinary differential equations of an arbitrary order on a finite interval with the most general (generic) inhomogeneous boundary conditions in Sobolev spaces. We investigate the character of solvability of…
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…
We study the correct solvability of an abstract integro-differential equations in Hilbert space generalizing integro-differential equations arising in the theory of viscoelastisity. The equations under considerations are the abstract…
We study the local solvability of a class of operators with multiple characteristics. The class considered here complements and extends the one studied in [9], in that in this paper we consider some cases of operators with complex…
We prove the existence of classical solutions to parabolic linear stochastic integro-differential equations with adapted coefficients using Feynman-Kac transformations, conditioning, and the interlacing of space-inverses of stochastic flows…
We consider It\^o uniformly nondegenerate equations with random coefficients. When the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions on the sample…