Related papers: A Note On Degenerate Stochastic Integro-Differenti…

In this paper we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to the coefficients, weak differentiability…

The purpose of this paper is to establish the solvability results to direct and inverse problems for time-fractional pseudo-parabolic equations with the self-adjoint operators. We are especially interested in proving existence and…

We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…

We prove the unique solvability of second order elliptic equations in non-divergence form in Sobolev spaces. The coefficients of the second order terms are measurable in one variable and VMO in other variables. From this result, we obtain…

This paper is devoted to stability results for the Gaussian logarithmic Sobolev inequality, with explicit stability constants.

In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data.

In this paper, we study a new class of fractional partial differential equations which are obtained by minimizing variational problems in fractional Sobolev spaces. We introduce a notion of fractional gradient which has the potential to…

We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the…

We prove the existence and uniqueness of solutions to a Dirichlet problem \[ \begin{cases} Lu = f + v^{-1}\text{Div}(v{\bf e} h), & x \in \Omega; u = 0, & x \in \partial \Omega, \end{cases}\] where $L$ is a degenerate, linear, second order…

We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.

A thin and narrow rectangular plate having the two short edges hinged and the two long edges free is considered. A nonlinear nonlocal evolution equation describing the deformation of the plate is introduced: well-posedness and existence of…

Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…

Under a precise nonlinearity-diffusivity condition we establish the decay of space-periodic entropy solutions of a multidimensional degenerate nonlinear parabolic equation.

We study multidimensional backward stochastic differential equations (BSDEs) which cover the logarithmic nonlinearity u log u. More precisely, we establish the existence and uniqueness as well as the stability of p-integrable solutions (p >…

This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…

We prove stochastic homogenization for integral functionals defined on Sobolev spaces, where the stationary, ergodic integrand satisfies a degenerate growth condition of the form \begin{equation*} c|\xi A(\omega,x)|^p\leq…

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…

We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not necessarily uniformly elliptic nor locally Lipschitz continuous nor bounded. Moreover, for each $t$, the solution flow $F_t$ is weakly…

We study the removability of a singular set for elliptic equations involving weight functions and variable exponents. We consider the case where the singular set satisfies conditions related to some generalization of upper Minkowski content…

We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…