Related papers: BSE's, BSDE's and fixed point problems
We study a class of stochastic evolution equations in a Banach space $E$ driven by cylindrical Wiener process. Three different concept of solutions: generalised strong, weak and mild are defined and the conditions under which they are…
A recent result characterizes the fully order reversing operators acting on the class of lower semicontinuous proper convex functions in a real Banach space as certain linear deformations of the Legendre-Fenchel transform. Motivated by the…
By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…
In this paper, we study one-dimensional backward stochastic differential equation (BSDE, for short), whose coefficient $f$ is Lipschitz in $y$ but only continuous in $z$. In addition, if the terminal condition $\xi$ has bounded Malliavin…
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…
We consider abstract inverse problems between infinite-dimensional Banach spaces. These inverse problems are typically nonlinear and ill-posed, making the inversion with limited and noisy measurements a delicate process. In this work, we…
In this paper, we study the existence of the random approximations and fixed points for random almost lower semicontinuous operators defined on finite dimensional Banach spaces, which in addition, are condensing or 1-set-contractive. Our…
In this paper, we prove the existence of a mild $L^p$-solution for the backward stochastic evolution inclusion (BSEI for short) of the form \begin{align*}%\label{BSDI3} \begin{cases} dY_t+AY_tdt\in G(t,Y_t,Z_t)dt+Z_tdW_t,\quad t\in [0,T]…
In this paper, we discuss the existence of local strong solutions for the multivalued version of three-dimensional nonstationary Navier-Stokes equation in Banach spaces. Also, we considered a more general inclusion problem and studied the…
In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then, we apply them to a large class of semilinear…
In the present paper, we consider multidimensional nonlinear backward stochastic differential equations (BSDEs) with a driver depending on the martingale part $M$ of a solution. We assume that the nonlinear term is merely monotone…
In this paper, we focus on the mean-field backward stochastic differential equations (BSDEs) driven by a fractional Brownian motion with Hurst parameter H greater then 1/2. First, the existence and uniqueness of these equations are…
This work deals with backward stochastic differential equation (BSDE) with random marked jumps, and their applications to default risk. We show that these BSDEs are linked with Brownian BSDEs through the decomposition of processes with…
We investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators singular in $ y $. First, we establish the existence of solutions and a comparison theorem, thereby extending results in the literature.…
In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of solutions in $L^p\ (p>1)$,…
In this paper, we, for the first time, establish two comparison theorems for multi-dimensional backward stochastic differential equations with jumps. Our approach is novel and completely different from the existing results for…
In this paper, we present martingale decomposition on time scales. We establish the related backward stochastic dynamic equations on time scales (this paper BS$\nabla$E for short, concerning $\nabla$-integral on time scales) which unify…
We extend the branching process based numerical algorithm of Bouchard et al. [3], that is dedicated to semilinear PDEs (or BSDEs) with Lipschitz nonlinearity, to the case where the nonlinearity involves the gradient of the solution. As in…
This article generalizes the work of Ballmann and \'Swiatkowski to the case of Reflexive Banach spaces and uniformly convex Busemann spaces, thus giving a new fixed point criterion for groups acting on simplicial complexes.
The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…