Related papers: Regularity for nonlinear stochastic games

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

We consider some reaction-diffusion equations describing systems with the nonlocal consumption of resources and the intraspecific competition. Sharp conditions on the coefficients are obtained to ensure the stability and instability of…

We study a class of stochastic target games where one player tries to find a strategy such that the state process almost-surely reaches a given target, no matter which action is chosen by the opponent. Our main result is a geometric dynamic…

General stochastic Euler schemes for ordinary differential equations are studied. We give proofs on the consistency, the rate of convergence and the asymptotic normality of these procedures.

We consider forkable regular expressions, which enrich regular expressions with a fork operator, to establish a formal basis for static and dynamic analysis of the communication behavior of concurrent programs. We define a novel…

We obtain partition regularity results for homogeneous quadratic equations whose parametrized solutions admit nice factorizations into linear forms over rings of integers of imaginary quadratic fields. To do so, we develop number-theoretic…

This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.

In this paper, we study nonlinear differential equations satisfied by the generating function of Boole numbers. In addition, we derive some explicit and new interesting identities involving Boole numbers and higher-order numbers arising…

We show a method of uniform approximation of the value functions of uniformly nondegenerate stochastic differential games in smooth domains up to a constant over $K$ with the ones having second-order derivatives bounded by a constant times…

We consider an ordinary nonlinear differential equation with generalized coefficients as an equation in differentials in algebra of new generalized functions. Then the solution of such equation will be a new generalized function. In the…

Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…

We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…

We consider regularity for solutions of a class of de Rham's functional equations. Under some smoothness conditions of functions consisting the equation, we improve some results in Hata (Japan J. Appl. Math. 1985). Our results are…

A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…

In this work, we study the regularity of positive solutions for nonlinear fractional differential equation with a singular weight. We define the new Banach space and use this space to show the regularity. We also give an example with a…

A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…

The present paper gives a mathematical, in particular, syntax-independent, formulation of intensionality and dynamics of computation in terms of games and strategies. Specifically, we give a game semantics for a higher-order programming…

In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the mass and, as the discretization parameters tend to zero,…

In this Note, assuming that the generator is uniform Lipschitz in the unknown variables, we relate the solution of a one dimensional backward stochastic differential equation with the value process of a stochastic differential game. Under a…

Rate-independent systems arise in a number of applications. Usually, weak solutions to such problems with potentially very low regularity are considered, requiring mathematical techniques capable of handling nonsmooth functions. In this…