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The representation of the solution of some Backward Stochastic Differential Equation as an infinite series is obtained. Some exactly solvable examples are considered.
We consider three one dimensional quantum, charged and spinless particles interacting through delta potentials. We derive sufficient conditions which guarantee the existence of at least one bound state.
The existence of bound states in quantum mechanics with no classical counterpart has been a subject of interest for a long time. Cross-wires and cavities connected to infinite leads are typical examples in which open geometries with bulges…
We develop an approach for the treatment of one--dimensional bounded quantum--mechanical models by straightforward modification of a successful method for unbounded ones. We apply the new approach to a simple example and show that it…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…
We obtain necessary and sufficient conditions to characterize the boundedness of the composition of dyadic paraproduct operators.
We show existence and uniqueness of solutions to BSDEs of the form $$ Y_t = \xi + \int_t^T f(s,Y_s,Z_s)ds - \int_t^T Z_s dW_s$$ in the case where the terminal condition $\xi$ has bounded Malliavin derivative. The driver $f(s,y,z)$ is…
In this thesis we introduce the concept of a guided dynamical system, and exploit this idea to solve various problems in functional equations and PDE's. Our main results are 1) a necessary and sufficient condition for unique-solvability of…
In this paper, we prove that a kind of second order stochastic differential operator can be represented by the limit of solutions of BSDEs with uniformly continuous coefficients. This result is a generalization of the representation for the…
The aim is to prove the well-posedness of infinite horizon backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs) with quadratic generators. To this end, we provide a full construction of explicit solutions to…
The existence and multiplicity of solutions to a quasilinear, elliptic partial differential equation (PDE) with singular non-linearity is analyzed. The PDE is a recently derived variant of a canonical model used in the modeling of…
We prove the existence of maximal (and minimal) solution for one-dimensional generalized doubly reflected backward stochastic differential equation (RBSDE for short) with irregular barriers and stochastic quadratic growth, for which the…
We solve a class of doubly reflected backward stochastic differential equation whose generator depends on the resistance due to reflections, which extend the recent work of Qian and Xu on reflected BSDE with one barrier. We then obtain the…
We study systems containing electrons and nuclei. Based on the fact that the thermodynamic limit exists for systems with Dirichlet boundary conditions, we prove that the same limit is obtained if one imposes other boundary conditions such…
The conditions of cylindricality and autonomy of first integrals, last multipliers and integral manifolds for linear homogeneous systems of partial differential equations and total differential systems are established.
We consider a particle with a position-dependent mass, moving in a three-dimensional semi-infinite parallelepipedal or cylindrical channel under the influence of some hyperbolic potential. We show that the lack of uniformity in the…
In this paper, the problem of finding state bounds is considered, for the first time, for a class of positive time-delay coupled differential-difference equations (CDDEs) with bounded disturbances. First, we present a novel method, which is…
We prove well-posedness results for backward stochastic differential equations (BSDEs) and reflected BSDEs with an optional obstacle process in the case of appropriately weighted $\mathbb{L}^2$-data when the generator is integrated with…
The new necessary and sufficient affine invariant conditions for the existence and for determining the number of centers for general quadratic system are pointed out. These conditions correspond to the partition of 12-dimensional…
the stability criterion is constructed for open quantum systems which govern by quantum stochastic differential equations (QSDE) both for quantum observable flow and the stochastic density operator. We derive stability criteria (local,…