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In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…
The Lugiato-Lefever equation is a cubic nonlinear Schr\"odinger equation, including damping, detuning and driving, which arises as a model in nonlinear optics. We study the existence of stationary waves which are found as solutions of a…
We provide an existence and uniqueness result for mild solutions to rough partial differential equations in the framework of the semigroup approach. Applications to stochastic partial differential equations driven by infinite dimensional…
In this paper we construct the stationary weak solutions of parabolic SPDEs by a general infinite horizon backward doubly stochastic differential equations (BDSDEs for short) with non-degenerate terminal functions. For this, we first study…
In this paper, we consider the solvability problems for the fully coupled forward-backward stochastic difference equations (FBS{\Delta}Es) on spaces related to discrete time, finite state processes. On one hand, we provide the necessary and…
We prove the existence of infinitely many nontrivial weak periodic solutions for a class of fractional Kirchhoff problems driven by a relativistic Schr\"odinger operator with periodic boundary conditions and involving different types of…
We consider the conformal wave equation on the Einstein cylinder with a defocusing cubic non-linearity. Motivated by a method developed by Rostworowski-Maliborski on the existence of time periodic solutions to the spherically symmetric…
We prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for perturbed Hammerstein integral equations. Our approach is topological and relies on the classical fixed point index. Some of the…
We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…
We prove the existence of quasi-periodic solutions for wave equations with a multiplicative potential on T^d, d \geq 1, and finitely differentiable nonlinearities, quasi-periodically forced in time. The only external parameter is the length…
One proves here the backward uniqueness of solutions to stochastic semilinear parabolic equations and also for the tamed Navier-Stokes equations driven by linearly multiplicative Gaussian noises. Applications to approximate controllability…
Solutions of the Friedmann-Lemaitre cosmological equations of general relativity have been found with finite-time singularities that are everywhere regular, have regular Hubble expansion rate, and obey the strong-energy conditions but…
In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.
The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our system is Markovian in the sense…
For a mixed stochastic differential equation containing both Wiener process and a H\"older continuous process with exponent $\gamma>1/2$, we prove a stochastic viability theorem. As a consequence, we get a result about positivity of…
On the one hand, we investigate the existence and pathwise uniqueness of a nonnegative martingale solution to the stochastic evolution system of nonlinear advection-diffusion equations proposed by Klausmeier with Gaussian multiplicative…
In this paper we study one dimensional backward stochastic differential equations (BSDEs) with random terminal time not necessarily bounded or finite when the generator F(t,Y,Z) has a quadratic growth in Z. We provide existence and…
Motivated from time-inconsistent stochastic control problems, we introduce a new type of coupled forward-backward stochastic systems, namely, flows of forward-backward stochastic differential equations. They are systems consisting of a…
In this paper, we study a very general stochastic variational inequality(SVI) having jumps, random coefficients, delay, and path dependence, in infinite dimensions. Well-posedness in terms of the existence and uniqueness of a solution is…