Related papers: Nonlinear parabolic SPDEs involving Dirichlet oper…

Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of H\"older spaces of functions whose regularity is defined by a radially O-regularly varying L\'evy measure. Existence and uniqueness and the estimates…

An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…

The purpose of this paper is to establish the theory of stochastic pseudo-differential operators and give its applications in stochastic partial differential equations. First, we introduce some concepts on stochastic pseudo-differential…

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

In this article, we introduce a new class of parabolic-type pseudo differential equations with variable coefficients over the p-adics. We establish the existence and uniqueness of solutions for the Cauchy problem associated with these…

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…

We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization…

We extend the results of the FBSDE theory in order to construct a probabilistic representation of a viscosity solution to the Cauchy problem for a system of quasilinear parabolic equations. We derive a BSDE associated with a class of…

In this note we set up the elliptic and the parabolic Dirichlet problem for linear nonlocal operators. As opposed to the classical case of second order differential operators, here the "boundary data" are prescribed on the complement of a…

We give an analytic proof of the solution of Dirichlet Problem for continous functions satisfying a nonlinear mean value problem related to the p-laplace operator and certain stochastic games.

This paper is concerned with the existence and uniqueness of weak solutions to the Cauchy-Dirichlet problem of backward stochastic partial differential equations (BSPDEs) with nonhomogeneous terms of quadratic growth in both the gradient of…

In the present paper, by using variational method, the existence of non-trivial solutions to an anisotropic discrete non-linear problem involving p(k)-Laplacian operator with Dirichlet boundary condition is investigated. The main technical…

In this article we introduce a new type of nonlocal operators and study the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated to these operators. Some of these equations are the p-adic master…

We consider the obstacle problem with irregular barriers for semilinear elliptic equation involving measure data and operator corresponding to a general quasi-regular Dirichlet form. We prove existence and uniqueness of a solution as well…

In this paper, we study the solvability of the nonlinear Dirichlet problem with sum of the operators of independent non standard growths in a bounded domain $\Omega \subset \mathbb{R}^{n}$. We obtain sufficient conditions and show the…

We show that hyperbolicity is a necessary condition for the well posedness of the noncharacteristic Cauchy problem for nonlinear partial differential equations. We give conditions on the initial data which are necessary for the existence of…

We consider the following quasi-linear parabolic system of backward partial differential equations: $(\partial_t+L)u+f(\cdot,\cdot,u, \nabla u\sigma)=0$ on $[0,T]\times \mathbb{R}^d\qquad u_T=\phi$, where $L$ is a possibly degenerate second…

We construct a probabilistic representation of a system of fully coupled parabolic equations arising as a model describing spatial segregation of interacting population species. We derive a closed system of stochastic equations such that…

Initial-boundary value problems for second order fully nonlinear PDEs with Caputo time fractional derivatives of order less than one are considered in the framework of viscosity solution theory. Associated boundary conditions are Dirichlet…

We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving…