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Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…
We prove the existence of statistically stationary solutions to the Schr\"odinger map equation on a one-dimensional domain, with null Neumann boundary conditions. We deal directly with the equation in its real-valued formulation, without…
We prove the existence of a ground state and infinitely many geometrically distinct solutions for static nonlinear Maxwell's equations on $\mathbb{R}^3$. Our existence result relies on a variant of the Symmetric Mountain Pass Theorem that…
In this paper, we study the non-linear backward problems (with deterministic or stochastic durations) of stochastic differential equations on the Sierpinski gasket. We prove the existence and uniqueness of solutions of backward stochastic…
In this article, we are interested in solving numerically backward doubly stochastic differential equations (BDSDEs) with random terminal time tau. The main motivations are giving a probabilistic representation of the Sobolev's solution of…
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space $H^n$ ($=W^n_2$) under…
Original abstract: "We construct periodic solutions of nonlinear wave equations using analytic continuation. The construction applies in particular to Einstein equations, leading to infinite-dimensional families of time-periodic solutions…
We prove Schauder type estimates for solutions of stationary and evolution equations driven by weak generators of transition semigroups associated to a semilinear stochastic partial differential equations with values in a separable Hilbert…
We consider the nonlinear Schroedinger equation in higher dimension with Dirichlet boundary conditions and with a non-local smoothing nonlinearity. We prove the existence of small amplitude periodic solutions. In the fully resonant case we…
We study second-order stochastic parabolic equations in a cylindrical domain with homogeneous Dirichlet boundary conditions. Under a natural compatibility condition on the gradient-type noise, we establish global Schauder estimates in…
We prove the existence of radial self-similar singular solutions for the mass supercritical Nonlinear Schr\"odinger Equation far from the critical regime and, more generally, branches of such solutions for the Complex Ginzburg-Landau…
In recent times it has been paid attention to the fact that (linear) wave equations admit of "soliton-like" solutions, known as Localized Waves or Non-diffracting Waves, which propagate without distortion in one direction. Such Localized…
Based on a compactness criterion for random fields in Wiener-Sobolev spaces, in this paper, we prove the unique strong solvability of time-inhomogeneous stochastic differential equations with drift coefficients in critical Lebesgue spaces,…
We prove optimal pointwise Schauder estimates in the spatial variables for solutions of linear parabolic integro-differential equations. Optimal H\"older estimates in space-time for those spatial derivatives are also obtained.
The equations of secular evolution for dust grains in mean motion resonances with a planet are solved for stationary points. This is done including both Poynting-Robertson effect and stellar wind. The solutions are stationary in semimajor…
In this paper, we investigate infinite horizon jump-diffusion forward-backward stochastic differential equations under some monotonicity conditions. We establish an existence and uniqueness theorem, two stability results and a comparison…
One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…
Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…
We introduce two simple models of forward-backward stochastic differential equations with a singular terminal condition and we explain how and why they appear naturally as models for the valuation of CO2 emission allowances. Single phase…