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We prove conditions for existence of analytical solutions for boundary value problems with the Hilfer fractional derivative, generalizing the commonly used Riemann-Liouville and Caputo operators. The boundary values, referred to in this…
The Feynman-Kac formula implies that every suitable classical solution of a semilinear Kolmogorov partial differential equation (PDE) is also a solution of a certain stochastic fixed point equation (SFPE). In this article we study such and…
In this paper we make a subtle use of tools from operator theory and the Schauder fixed-point theorem to establish the existence of pseudo-almost automorphic solutions to some classes of nonautonomous integro-differential equations with…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow notably some coefficients to be stochastic. Our method is…
In this report we summarize a few methods for solving the stochastic differential equations (SDE) and the corresponding Fokker-Planck equations describing the Gompertz and logistic random dynamics. It is shown that the solutions of the…
We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…
This paper is devoted to the generic transversality of radially symmetric stationary solutions of nonlinear parabolic systems of the form \[ \partial_t w(x,t) = -\nabla V\bigl(w((x,t))\bigr) + \Delta_x w(x,t) \,, \] where the space variable…
We provide new results regarding the localization of the solutions of nonlinear operator systems. We make use of a combination of Krasnosel'ski\u{\i} cone compression-expansion type methodologies and Schauder-type ones. In particular we…
By reversing the time variable we derive a stochastic representation for backward incompressible Navier-Stokes equations in terms of stochastic Lagrangian paths, which is similar to Constantin and Iyer's forward formulations in…
In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under…
This paper establishes a comprehensive well-posedness and regularity theory for time-fractional stochastic partial differential equations on $\mathbb{R}^d$ driven by mixed Wiener--L\'evy noises. The equations feature a Caputo time…
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. By proving an It\^{o}-Wentzell formula for jump…
We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
In this paper, our goal is to investigate the existence of multiple nodal solutions to a class of planar Stein-Weiss problems involving a nonlinearity $f$ with subcritical or critical growth in the sense of Trudinger-Moser. To achieve this,…
This paper is concerned with the existence and uniqueness, and Ulam--Hyers stabilities of solutions of nonlinear impulsive $\varphi$--Hilfer fractional differential equations. Further, we investigate the dependence of the solution on the…
We have previously formulated a simple criterion for deducing the intervals of oscillations in the solutions of second-order linear homogeneous differential equations. In this work, we extend analytically the same criterion to the cubic…
In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with time-irregular coefficients. In the finite-dimensional case, we…
We consider the stationary Boltzmann equation with the angular cutoff cross section in a bounded convex domain under the incoming boundary condition. In this article, we discuss the fractional Sobolev regularity of the solution without…
Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…