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In this paper, our goal is solving backward doubly stochastic differential equation (BDSDE for short) under weak assumptions on the data. The first part of the paper is devoted to the development of some new technical aspects of stochastic…

Probability · Mathematics 2009-07-14 Auguste Aman

A wide class of non-autonomous nonlinear parabolic partial differential equations with delay is studied. We allow in our investigations different types of delays such as constant, time-dependent, state-dependent (both discrete and…

Analysis of PDEs · Mathematics 2011-04-07 A. V. Rezounenko

We present a simple proof of monotonicity for cooperative systems of linear ordinary differential equations, without having recourse to approximation by strongly cooperative systems.

Classical Analysis and ODEs · Mathematics 2013-04-25 Janusz Mierczyński

We prove convergence of piecewise polynomial collocation methods applied to periodic boundary value problems for functional differential equations with state-dependent delays. The state dependence of the delays leads to nonlinearities that…

Numerical Analysis · Mathematics 2025-11-03 Alessia andò , Jan Sieber

The oscillatory behavior of the solutions to a differential equation with several non-monotone delay arguments and non-negative coefficients is studied. A new sufficient oscillation condition, involving lim sup, is obtained. An example…

Classical Analysis and ODEs · Mathematics 2017-03-14 H. Akca , G. E. Chatzarakis , I. P. Stavroulakis

This paper establishes the well-posedness of stochastic partial differential equations with reflection in an infinite-dimensional ball, within the fully local monotone framework. Our result is very general, including many important models…

Probability · Mathematics 2026-05-12 Qi Li , Yue Li , Tusheng Zhang

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

In this work, we present a result on the local existence and uniqueness of solutions to nonlinear Partial Differential-Algebraic Equations (PDAEs). By applying established theoretical results, we identify the conditions that guarantee the…

Analysis of PDEs · Mathematics 2025-02-11 Seyyid Ali Benabdallah

The object of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an…

Probability · Mathematics 2014-04-04 Guangqiang Lan , Jiang-Lun Wu

In this paper, a combination of Galerkin's method and Dafermos' transformation is first used to prove the existence and uniqueness of solutions for a class of stochastic nonlocal PDEs with long time memory driven by additive noise. Next,…

Dynamical Systems · Mathematics 2025-01-10 Jiaohui Xu , Tomás Caraballo , José Valero

We introduce a novel monotone discretization method for addressing obstacle problems involving the integral fractional Laplacian with homogeneous Dirichlet boundary conditions over bounded Lipschitz domains. This problem is prevalent in…

Numerical Analysis · Mathematics 2023-08-15 Rubing Han , Shuonan Wu , Hao Zhou

In this work we study the existence of periodic and asymptotically periodic solutions of a system of nonlinear Volterra difference equations with infinite delay. By means of fixed point theory, we furnish conditions that guarantee the…

Classical Analysis and ODEs · Mathematics 2013-03-28 Murat Adıvar , H. Can Koyuncuoğlu , Youssef N. Raffoul

In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of the variational approach. For this purpose, we provide a…

Probability · Mathematics 2025-11-21 Rajeev Bhaskaran , Stefan Tappe

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Numerical Analysis · Mathematics 2020-12-23 Ľubomír Baňas , Benjamin Gess , Christian Vieth

In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data.

Probability · Mathematics 2021-10-06 Auguste Aman , Yong Ren

In this article, we study the existence and uniqueness problem for linear Stochastic PDEs involving a bilaplacian operator. Our results on the existence and uniqueness are obtained through an application of a Monotonicity inequality, which…

Probability · Mathematics 2023-12-29 Suprio Bhar , Barun Sarkar

This work is the first attempt to treat partial differential equations with discrete (concentrated) state-dependent delay. The main idea is to approximate the discrete delay term by a sequence of distributed delay terms (all with…

Dynamical Systems · Mathematics 2009-04-18 Alexander V. Rezounenko

This paper studies the dynamics of families of monotone nonautonomous neutral functional differential equations with nonautonomous operator, of great importance for their applications to the study of the long-term behavior of the…

Dynamical Systems · Mathematics 2020-04-06 Sylvia Novo , Rafael Obaya , Victor M. Villarragut

In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by a fractional Brownian motion in a Hilbert space. We prove an existence and uniqueness result for the mild…

Probability · Mathematics 2016-10-31 B. Boufoussi , S. Hajji , E. Lakhel

In this paper we study the problem of almost periodicity of solutions for dissipative differential equations (Bronshtein's conjecture). We give a positive answer to this conjecture for monotone almost periodic systems of…

Dynamical Systems · Mathematics 2017-12-01 David Cheban
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