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We prove that under natural assumptions on the data strong solutions in Sobolev spaces of semilinear parabolic equations in divergence form involving measure on the right-hand side may be represented by solutions of some generalized…

We extend the pseudoholomorphic curve methods from Floer theory to infinite-dimensional phase spaces and use our results to prove the existence of a forced time-periodic solution to a general Hamiltonian PDE with regularizing nonlinearity.…

Using the coupling method introduced in \cite{Geiss:Ylinen:21}, we investigate regularity properties of stochastic differential equations, where we consider the Lipschitz case in $\R^d$ and allow for H\"older continuity of the diffusion…

In this paper, we develop a comprehensive mathematical toolbox for the construction and spectral stability analysis of stationary multiple front and pulse solutions to general semilinear evolution problems on the real line with spatially…

In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…

We explore Ito stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of…

Using purely probabilistic methods, we prove the existence and the uniqueness of solutions fora system of coupled forward-backward stochastic differential equations (FBSDEs) with measurable, possibly discontinuous coefficients. As a…

By applying Rohlin's result on the classification of homomorphisms of Lebesgue space, the random inertial manifold of a stochastic damped nonlinear wave equations with singular perturbation is proved to be approximated almost surely by that…

In this paper, we present a novel pseudospectral (PS) method for solving a new class of initial-value problems (IVPs) of time-dependent one-dimensional fractional partial differential equations (FPDEs) with variable coefficients and…

This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…

We present a new approach for search of coexisting classes of localised modes admitted by the repulsive (defocusing) scalar or vector nonlinear Schr\"odinger-type equations. The approach is based on the observation that generic solutions of…

We present basic results, known and new, on nontrivial solutions of periodic stationary nonlinear Schr\"odinger equations. We also sketch an application to nonlinear optics and discuss some open problems.

Nonlinear Schr\"odinger equations are usually investigated with the use of the variational methods that are limited to energy-subcritical dimensions. Here we present the approach based on the shooting method that can give the proof of…

We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic…

We prove the existence of classical solutions to parabolic linear stochastic integro-differential equations with adapted coefficients using Feynman-Kac transformations, conditioning, and the interlacing of space-inverses of stochastic flows…

We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…

In this paper, we consider sublinear second order differential equations with impulsive effects. Basing on the Poincar\'{e}-Bohl fixed point theorem, we first will prove the existence of harmonic solutions. The existence of subharmonic…

We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…

We construct planar semimartingales that include the Walsh Brownian motion as a special case, and derive Harrison-Shepp-type equations and a change-of-variable formula in the spirit of Freidlin-Sheu for these so-called "Walsh…

In this paper, we consider a class of nonlinear fractional differential equations involving Hilfer derivative with boundary conditions. First, we obtain an equivalent integral for the given boundary value problem in weighted space of…