Related papers: Integro-partial differential equations with singul…

We discuss the interrelations between symmetry of an Ito stochastic differential equations (or systems thereof) and its integrability, extending in party results by R. Kozlov [J. Phys. A ${\bf 43}$ (2010) \& ${\bf 44}$ (2011)]. Together…

This paper analyses a Kirchhoff type quasilinear space-time fractional integro-differential equation with memory $(\mathcal{K}^{s}_{\alpha})$. Various a priori bounds are derived in different norms on the solution of the considered…

This paper is concerned with semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in $\mathbb R^n$. This class of equations includes Bellman equations containing operators of L\'evy-It\^o…

In this paper, we study a system of second order integro-partial differential equations with interconnected obstacles with non-local terms, related to an optimal switching problem with the jump-diffusion model. Getting rid of the…

We extend the notion of viscosity solutions for path-dependent PDEs introduced by Ekren et al. [Ann. Probab. 42 (2014), no. 1, 204-236] to path-dependent integro-differential equations and establish well-posedness, i.e., existence,…

We study a series of regularity results for solutions to a degenerate or singular fully nonlinear integro-differential equation of the form $$- \big( \sigma_{1}(|Du|) + a(x) \sigma_{2}(|Du|) \big) \mathcal{I}_{\tau}(u,x) = f(x).$$ In the…

The question is studied whether weak solutions of linear partial integrodifferential equations approach a constant spatial profile after rescaling, as time goes to infinity. The possible limits and corresponding scaling functions are…

Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i (t,x,u) \dot{w}^i_t \] is almost surely H\"older continuous…

In this article, first we address the regularity of weak solution for a class of $p$-fractional Choquard equations: \begin{equation*} \;\;\; \left.\begin{array}{rl}…

We are concerned with the existence and uniqueness of solutions with only bounded density for the barotropic compressible Navier-Stokes equations. Assuming that the initial velocity has slightly sub-critical regularity and that the initial…

In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…

This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…

We obtain an explicit H\"older regularity result for viscosity solutions of a class of second order fully nonlinear equations leaded by operator that are neither convex/concave nor uniformly elliptic.

We solve a Kolmogorov-type hypoelliptic parabolic partial differential equation with a "side" boundary condition (in the direction of the weak H\"ormander condition). We construct an approximate boundary potential which captures the effect…

We shall study backward stochastic differential equations and we will present a new approach for the existence of the solution. This type of equation appears very often in the valuation of financial derivatives in complete markets.…

We prove partial regularity of suitable weak solutions to the Navier--Stokes equations at the boundary in irregular domains. In particular, we provide a criterion which yields continuity of the velocity field in a boundary point and obtain…

We study a general class of parabolic equations $$ u_t-|Du|^\gamma\big(\Delta u+(p-2) \Delta_\infty^N u\big)=0, $$ which can be highly degenerate or singular. This class contains as special cases the standard parabolic $p$-Laplace equation…

We analyze the Vlasov equation coupled with the compressible Navier--Stokes equations with degenerate viscosities and vacuum. These two equations are coupled through the drag force which depends on the fluid density and the relative…

This paper proves H\"older continuity of viscosity solutions to certain nonlocal parabolic equations that involve a generalized fractional time derivative of Marchaud or Caputo type. As a necessary and preliminary result, this paper first…

The Cauchy-Dirichlet pbm for the superquadratic viscous Hamilton-Jacobi eqn (VHJ), which has important applications in stochastic control theory, admits a unique, global viscosity solution. Sol. thus exist in the weak sense after appearance…