Related papers: Viscosity methods giving uniqueness for martingale…
The Marangoni flow induced by an insoluble surfactant on a fluid-fluid interface is a fundamental problem investigated extensively due to its implications in colloid science, biology, the environment, and industrial applications. Here, we…
The $L^p$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for one-dimensional diffusion processes, which include the…
We prove existence and uniqueness of the reflected backward stochastic differential equation's (RBSDE) solution with a lower obstacle which is assumed to be right upper-semicontinuous but not necessarily right-continuous in a filtration…
We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely…
This paper aims at reviewing and analysing the method of reflections. The latter is an iterative procedure designed to linear boundary value problems set in multiply connected domains. Being based on a decomposition of the domain boundary,…
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…
The aim of this article is twofold. First, we develop a unified framework for viscosity solutions to both first-order Hamilton-Jacobi equations and semilinear Hamilton-Jacobi equations driven by the idiosyncratic operator, defined on the…
The Monge-Amp\`ere type equations over bounded convex domains arise in a host of geometric applications. In this paper, we focus on the Dirichlet problem for a class of Monge-Amp\`ere type equations, which can be degenerate or singular near…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…
Assume that $$ Au=f,\quad (1) $$ is a solvable linear equation in a Hilbert space, $||A||<\infty$, and $R(A)$ is not closed, so problem (1) is ill-posed. Here $R(A)$ is the range of the linear operator $A$. A DSM (dynamical systems method)…
Here we provide uniqueness of vanishing viscosity solutions to sub-Riemannian mean curvature flow problem, which was known only far from characteristic points or under special symmetry condition. We employ vanishing viscosity approach and…
We study the smoothness of the upper and lower value functions of stochastic differential games in the framework of time-homogeneous (possibly degenerate) diffusion processes in a domain, under the assumption that the diffusion, drift and…
We consider a diffuse-interface model for two-phase incompressible viscous flows with a soluble surfactant in a bounded porous medium. This hydrodynamic system consists of a Darcy--Forchheimer equation for the seepage velocity…
This paper provides a probabilistic proof of the comparison result for viscosity solutions of path-dependent semilinear PDEs. We consider the notion of viscosity solutions introduced in \cite{EKTZ} which considers as test functions all…
We consider hyperbolic system with nonlinear viscosity such that the viscosity matrix $B(u)$ is commutating with $A(u)$ the matrix associated to the convective term. The drift matrix is assumed to be Temple class. First, we prove the global…
In this article, we adapt the definition of viscosity solutions to the obstacle problem for fully nonlinear path-dependent PDEs with data uniformly continuous in $(t,\omega)$, and generator Lipschitz continuous in $(y,z,\gamma)$. We prove…
In this paper, we establish the convergence of solutions to the viscous Hamilton-Jacobi equation (with a Tonelli Hamiltonian): \[ \lambda u +H(x, du)=\varepsilon(\lambda)\Delta u,\quad \lambda>0 \] as $\lambda\rightarrow 0_+$, once the…
A geometric reformulation of the martingale problem associated with a set of diffusion processes is proposed. This formulation, based on second order geometry and Ito integration on manifolds, allows us to give a natural and effective…
We study the Dirichlet problem for the non-local diffusion equation $u_t=\int\{u(x+z,t)-u(x,t)\}\dmu(z)$, where $\mu$ is a $L^1$ function and $``u=\phi$ on $\partial\Omega\times(0,\infty)$'' has to be understood in a non-classical sense. We…
The single droplet under shear is a foundational problem in fluid mechanics. In computational fluid dynamics, the two-dimensional (2D) formulation offers advantages in both computational efficiency and relevance, yet its theoretical…