Related papers: On Quadratic BSDEs with Final Condition in L2
In this paper, we prove the existence and uniqueness result of the reflected BSDE with two continuous barriers under monotonicity and general increasing condition on $y$, with Lipschitz condition on $z$.
We consider the stability of Robust Optimization problems with respect to perturbations in their uncertainty sets. We focus on Linear Optimization problems, including those with a possibly infinite number of constraints, also known as…
We study the existence and stability of standing waves for a system of nonlinear Schr\"odinger equations with quadratic interaction in dimensions $d\leq 3$. We also study the characterization of finite time blow-up solutions with minimal…
In this paper, we study general mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. First, the existence and uniqueness of local and global solutions are proved with some new ideas for a…
In this paper, we prove stability or instability of solitons for the cubic-quintic nonlinear Schrodinger equation at every frequency. The monotonicity conjecture raised by Killip, Oh, Pocovnicu and Visan is resolved. We introduce and solve…
We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand,…
The aim of this paper is to provide a proof of the (conditional) orbital stability of solitary waves solutions to the fractional Korteweg- de Vries equation (fKdV) and to the fractional Benjamin-Bona-Mahony (fBBM) equation in the $L^2$…
(Working Paper) Using a purely probabilistic argument, we prove the global well-posedness of multidimensional superquadratic backward stochastic differential equations (BSDEs) without Markovian assumption. The key technique is the interplay…
We show stability of the $L^2$-projection onto Lagrange finite element spaces with respect to (weighted) $L^p$ and $W^{1,p}$-norms for any polynomial degree and for any space dimension under suitable conditions on the mesh grading. This…
The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…
In this paper we consider the stability and convergence of numerical discretizations of the Black-Scholes partial differential equation (PDE) when complemented with the popular linear boundary condition. This condition states that the…
In this paper, we focus on the solvability of a class of fractional backward stochastic differential equations (BSDEs, for short) with delayed generator. In this class of equations, the generator includes not only the values of the…
In this paper, we investigate the stabilization of a one-dimensional Lorenz piezoelectric (Stretching system) with partial viscous dampings. First, by using Lorenz gauge conditions, we reformulate our system to achieve the existence and…
We consider the stability analysis of a large class of linear 1-D PDEs with polynomial data. This class of PDEs contains, as examples, parabolic and hyperbolic PDEs, PDEs with boundary feedback and systems of in-domain/boundary coupled…
Results on the existence, uniqueness and strict comparison for solutions to a BSDE driven by a multi-dimensional RCLL martingale are established. The goal is to develop a general multi-asset framework encompassing a wide spectrum of…
We consider backward stochastic differential equations with drivers of quadratic growth (qgBSDE). We prove several statements concerning path regularity and stochastic smoothness of the solution processes of the qgBSDE, in particular we…
We establish new quantitative estimates for localized finite differences of solutions to the Poisson problem for the fractional Laplace operator with homogeneous Dirichlet conditions of solid type settled in bounded domains satisfying the…
In this paper, we suggest a useful technique based on time change to be effective for dealing with the backward stochastic differential equations. We show the relation between the BSDEs with stochastic Lipschtz coeffecients and the ones…
By imposing an additional integrability condition on the first component of the solution, this paper establishes an existence and uniqueness result for $L^1$ solutions of multidimensional backward stochastic differential equations (BSDEs)…
In this paper two properties of recognized interest in variational analysis, known as Lipschitz lower semicontinuity and calmness, are studied with reference to a general class of variational systems, i.e. to solution mappings to…