Related papers: On the Riemann-Hilbert factorization problem for p…

We study a boundary-value quasilinear elliptic problem on a generic time scale. Making use of the fixed-point index theory, sufficient conditions are given to obtain existence, multiplicity, and infinite solvability of positive solutions.

The optimal stopping problem for a Hunt processes on $\R$ is considered via the representation theory of excessive functions. In particular, we focus on infinite horizon (or perpetual) problems with one-sided structure, that is, there…

We derive factorization identities for a class of preemptive-resume queueing systems, with batch arrivals and catastrophes that, whenever they occur, eliminate multiple customers present in the system. These processes are quite general, as…

In this paper, we consider the indefinite fractional elliptic problem. A corresponding Liouville-type theorem for the indefinite fractional elliptic equations is established. Furthermore, we obtain a priori bound for solutions in a bounded…

With view to applications in stochastic analysis and geometry, we introduce a new correspondence for positive definite kernels (p.d.) $K$ and their associated reproducing kernel Hilbert spaces. With this we establish two kinds of…

With no criteria of the index type, it is proved the existence of a solution for the Riemann-Hilbert problem in the fairly general setting of arbitrary Jordan domains, measurable coefficients and measurable boundary data. The theorem is…

In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In…

This paper is devoted to Riemann-Hilbert problems with constraints. We obtain results characterizing the existence of solutions as well as the dimension of the solution space in terms of certain indices. As an application, we show how such…

It is proved the existence of multivalent solutions for the Riemann-Hilbert problem in the general settings of finitely connected domains bounded by mutually disjoint Jordan curves, measurable coefficients and measurable boundary data. The…

In this study, a recursive solution technique in conjunction with generalized integrating factors is presented and applied to address first and second order linear differential equations. This approach demonstrates practical utility in…

We discuss different cases of dissipative Hamiltonian differential-algebraic equations and the linear algebraic systems that arise in their linearization or discretization. For each case we give examples from practical applications. An…

In this paper we establish functional Erd\H{o}s-Renyi laws for L\'evy processes, i.e. limit theorems for sets of functions on [0,1] associated to their increments. First, we determine precise conditions under which, in a general framework,…

We solve two continuous extremal problems on the classes of monotone functions: in the first problem we find extremal values for a line integral of a coordinate-wise monotone function of two variables from a rearrange\-ment-invariant class…

In this paper, we are concerned with the Neumann problem for a class of quasilinear stationary Kirchhoff-type potential systems, which involves general variable exponents elliptic operators with critical growth and real positive parameter.…

Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…

We give a review of the state of the art with regard to the dividend problem.

This note provides a factorization of a L\'evy pocess over a phase-type horizon $\tau$ given the phase at the supremum, thereby extending the Wiener-Hopf factorization for $\tau$ exponential. One of the factors is defined using time…

We consider partial symmetric Toeplitz matrices where a positive definite completion exists. We characterize those patterns where the maximum determinant completion is itself Toeplitz. We then extend these results with positive definite…

We consider three classes of linear differential equations on distribution functions, with a fractional order $\alpha\in [0,1].$ The integer case $\alpha =1$ corresponds to the three classical extreme families. In general, we show that…

We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive L\'evy processes. Via Lamperti type transforms, these results can be applied to obtain new integral tests on extinction…