Related papers: Representation for filtration-consistent nonlinear…
In this paper, we investigate suffcient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-NSFDE). Moreover, the results extend the ones in the linear…
In this paper, we provide well-posedness results for nonlinear parabolic PDEs given by reaction-diffusion equations describing the concentration of oxygen in encapsulated cells. The cells are described in terms of a core and a shell, which…
In this paper we consider the optimal control of semilinear fractional PDEs with both spectral and integral fractional diffusion operators of order $2s$ with $s \in (0,1)$. We first prove the boundedness of solutions to both semilinear…
Motivated by stochastic convection-diffusion problems we derive a posteriori error estimates for non-stationary non-linear convection-diffusion equations acting as a deterministic paradigm. The problem considered here neither fits into the…
We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…
Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…
It is commonly believed that a massive real scalar field $\phi$ only mediates short-range interactions on the scale of its Compton wavelength via the Yukawa potential. However, in the nonperturbative regime of nonlinear self coupling,…
It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…
We consider systems of backward stochastic differential equations with c\`adl\`ag upper barrier $U$ and oblique reflection from below driven by an increasing continuous function $H$. Our equations are defined on general probability spaces…
Via a covariance representation based on characteristic functions, a known elementary proof of the Gaussian concentration inequality is presented. A few other applications are briefly mentioned.
We consider reflected backward stochastic differential equations, with two barriers, defined on probability spaces equipped with filtration satisfying only the usual assumptions of right continuity and completeness. As for barriers we…
We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrodinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We…
We introduce a domination argument which asserts that: if we can dominate theparameters of a quadratic backward stochastic differential equation (QBSDE) with continuousgenerator from above and from below by those of two BSDEs having ordered…
This paper is mainly devoted to describing the entire solutions of nonlinear partial differential equation $$ u_{z_1}u_{z_2}\cdots u_{z_n}=e^g, $$ with the eikonal equation as a prototype, where $g$ is a polynomial in $\mathbb{C}^n$.…
We establish several deep existence criteria for conditional expectations on von Neumann algebras, and then apply this theory to develop a noncommutative theory of representing measures of characters of a function algebra. Our main cycle of…
We investigate quantitative properties of nonnegative solutions $u(t,x)\ge 0$ to the nonlinear fractional diffusion equation, $\partial_t u + \mathcal{L}F(u)=0$ posed in a bounded domain, $x\in\Omega\subset \mathbb{R}^N$, with appropriate…
We derive exact general solutions (as opposed to attractor particular solutions) for the evolution of a scalar field $\phi$ in a universe dominated by a background fluid with equation of state parameter $w_B = -1$, extending earlier work on…
Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…
We present a theory of backward stochastic differential equations in continuous time with an arbitrary filtered probability space. No assumptions are made regarding the left continuity of the filtration, of the predictable quadratic…
We are concerned with solvability of nonlinear systems involving a discrete singular $\phi$-Laplacian operator of type \begin{equation*} u \mapsto \Delta\left[\phi(\Delta u(n-1))\right] \qquad (n\in \{1, \dots, T\}), \end{equation*}…