Related papers: Reflected rough differential equations via control…

In two and three space dimensions, and under suitable assumptions on the initial data, we show global existence for a damped wave equation which approaches, in some sense, the Navier-Stokes problem. The proofs are based on a refined energy…

In this paper, we study the reflected stochastic differential equations driven by G-Brownian motion (reflected G-SDEs) with two nonlinear constraints. With the help of the Skorokhod problem with nonlinear constraints, we first study the…

This article gives an existence theory for weak solutions of second order non-elliptic linear Dirichlet problems of the form {eqnarray} \nabla'P(x)\nabla u +{\bf HR}u+{\bf S'G}u +Fu &=& f+{\bf T'g} \textrm{in}\Theta…

In this paper, we study reflected generalized backward doubly stochastic differential equations driven by Teugels martingales associated with L\'evy process (RGBDSDELs, in short) with one continuous barrier. Under uniformly Lipschitz…

The framework of differential inclusions encompasses modern optimal control and the calculus of variations. Necessary optimality conditions in the literature identify potentially optimal paths, but do not show how to perturb paths to…

We prove that under natural assumptions on the data strong solutions in Sobolev spaces of semilinear parabolic equations in divergence form involving measure on the right-hand side may be represented by solutions of some generalized…

Within classical optics, one may add microscopic "roughness" to a macroscopically flat mirror so that parallel rays of a given angle are reflected at different outgoing angles. Taking the limit (as the roughness becomes increasingly…

In this paper, we prove a theorem on tight paths in convex geometric hypergraphs, which is asymptotically sharp in infinitely many cases. Our geometric theorem is a common generalization of early results of Hopf and Pannwitz [12],…

Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

In this paper we prove the existence and uniqueness of the solution of Young differential delay equations under weaker conditions than it is known in the literature. We also prove the continuity and differentiability of the solution with…

Using rough path theory, we provide a pathwise foundation for stochastic It\^o integration, which covers most commonly applied trading strategies and mathematical models of financial markets, including those under Knightian uncertainty. To…

We prove the existence of a global solution for the filament equation with inital condition given by a geometric rough path in the sense of Lyons (1998).Our work gives a positive answer to a question left open in recent publications:…

We view a conic optimization problem that has a unique solution as a map from its data to its solution. If sufficient regularity conditions hold at a solution point, namely that the implicit function theorem applies to the normalized…

We examine a number of results of infinite combinatorics using the techniques of reverse mathematics. Our results are inspired by similar results in recursive combinatorics. Theorems included concern colorings of graphs and bounded graphs,…

In this paper, we study existence and uniqueness to multidimensional Reflected Backward Stochastic Differential Equation in an open convex domain, allowing for oblique directions of reflection. In a Markovian framework, combining \emph{a…

The solution of equations from the title is well known since the Euler's time. However, its proof in the case of multiple roots of the characteristic polynomial is rather long and technical and even appearance of the factors $x^m$ looks…

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such…

Problems related to the existence of integral and rational points on cubic curves date back at least to Diophantus. A significant step in the modern theory of these equations was made by Siegel, who proved that a non-singular plane cubic…

We construct some irreducible representations of the Leavitt path algebra of an arbitrary quiver. The constructed representations are associated to certain algebraic branching systems. For a row-finite quiver, we classify algebraic…

This article is devoted to questions concerning the existence of solutions for partial differential equation problems modeling granular flows. The models studied take into account the complex threshold rheology of these flows, as well as…