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In this paper non-transversal intersection of the free and fixed boundary is shown to hold in any dimension for obstacle problems generated by fully nonlinear uniformly elliptic operators. Moreover, $C^1$ regularity results of the free…
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 $z$.
This paper is dedicated to the problem of isolating and validating zeros of non-linear two point boundary value problems. We present a method for such purpose based on the Newton-Kantorovich Theorem to rigorously enclose isolated zeros of…
Large-time behaviour of solutions to stochastic evolution equations driven by two-sided regular Volterra processes is studied. The solution is understood in the mild sense and takes values in a separable Hilbert space. Sufficient conditions…
One proves the uniqueness of distributional solutions to nonlinear Fokker--Planck equations with monotone diffusion term and derive as a consequence (restricted) uniqueness in law for the corresponding McKean--Vlasov stochastic differential…
This is a survey about the Skorokhod embedding problem. It presents all known solutions together with their properties and some applications. Some of the solutions are just described, while others are studied in detail and their proofs are…
This paper examines a Markovian model for the optimal irreversible investment problem of a firm aiming at minimizing total expected costs of production. We model market uncertainty and the cost of investment per unit of production capacity…
We study almost automorphic solutions of the discrete delayed neutral dynamic system% \[ x(t+1)=A(t)x(t)+\Delta Q(t,x(t-g(t)))+G(t,x(t),x(t-g(t))) \] by means of a fixed point theorem due to Krasnoselskii. Using discrete variant of…
The wave equation is time-reversal invariant. The enclosure method using a Neumann data generated by this invariance is introduced. The method yields the minimum ball that is centered at a given arbitrary point and encloses an unknown…
Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in short) with closed control regions are formulated and studied. Instead of using spike variation method as one may imagine, here we turn to…
We analyze collocation methods for nonlinear homogeneous Volterra-Hammerstein integral equations with non-Lipschitz nonlinearity. We present different kinds of existence and uniqueness of nontrivial collocation solutions and we give…
We establish the uniqueness of solutions of the Camassa-Holm equation on a finite interval with non-homogeneous boundary conditions in the case of bounded momentum. A similar result for the higher-order Camassa-Holm system is also given.…
We establish the existence of weak solutions of coupled systems of elliptic partial differential equations with quasimonotone nonlinearities in the domain interior and on the boundary. When the nonlinearities satisfy some monotonicity…
Inverse scattering problem for the operator representing sum of the operator of the third derivative on semi-axis and of the operator of multiplication by a real function is studied in this paper. Properties of Jost solutions of such an…
In this paper, the existence of positive solutions for a nonlinear fourth-order two-point boundary value problem with integral condition is investigated. By using Krasnoselskii's fixed point theorem on cones, sufficient conditions for the…
We introduce a penalty term-based splitting algorithm with inertial effects designed for solving monotone inclusion problems involving the sum of maximally monotone operators and the convex normal cone to the (nonempty) set of zeros of a…
We propose a model for recoverable robust optimization with commitment. Given a combinatorial optimization problem and uncertainty about elements that may fail, we ask for a robust solution that, after the failing elements are revealed, can…
We consider the integrable family of symmetric boundary-driven interacting particle systems that arise from the non-compact XXX Heisenberg model in one dimension with open boundaries. In contrast to the well-known symmetric exclusion…
We study the interior and exterior contact problems for hemitropic elastic solids. We treat the cases when the friction effects, described by Tresca friction (given friction model), are taken into consideration either on some part of the…
We prove that the optimal boundary surface that splits the action and inaction regions in a mean-field game of capacity expansion studied in (Campi et al.,\ Ann.\ Appl.\ Probab.,\ {\bf 32}(5),\, pp.\,3674-3717, 2022) is the unique…