Related papers: Path-dependent SDEs in Hilbert spaces
In this paper we investigate a path dependent optimal control problem on the process space with both drift and volatility controls, with possibly degenerate volatility. The dynamic value function is characterized by a fully nonlinear second…
New approaches to the study of stability of solutions of Set Differential Equations (SDEs) based on convex geometry and the theory of mixed volumes were proposed. The stability of the forms of program solutions of linear SDEs with a stable…
We introduce the space of rough paths with Sobolev regularity and the corresponding concept of controlled Sobolev paths. Based on these notions, we study rough path integration and rough differential equations. As main result, we prove that…
Under integrability conditions on distribution dependent coefficients, existence and uniqueness are proved for McKean-Vlasov type SDEs with non-degenerate noise. When the coefficients are Dini continuous in the space variable, gradient…
The existence and uniqueness of the mild solution for a class of functional SPDEs with multiplicative noise and a locally Dini continuous drift are proved. In addition, under a reasonable condition the solution is non-explosive. Moreover,…
We analyze smooth nonlinear mappings for Hilbert and Banach spaces that carry small balls to convex sets, provided that the radius of the balls is small enough. Being focused on the study of new and mild sufficient conditions for a…
We consider a large class of geodesic metric spaces, including Banach spaces, hyperbolic spaces and geodesic $\mathrm{CAT}(\kappa)$-spaces, and investigate the space of nonexpansive mappings on either a convex or a star-shaped subset in…
Here I give a direct proof that smooth curves with distinct marked points are asymptotically Hilbert stable with respect to a wide range of parameter spaces and linearizations. This result can be used to construct the coarse moduli space of…
Given a field of Hilbert spaces there are two ways to endow it with a smooth structure: the standard and geometrical notion of Hilbert (or Hermitian) bundle and the analytical notion of smooth field of Hilbert spaces. We study the…
We study the model theory of expansions of Hilbert spaces by generic predicates. We first prove the existence of model companions for generic expansions of Hilbert spaces in the form first of a distance function to a random substructure,…
We prove the existence of measurable invariant manifolds for small perturbations of linear Random Dynamical Systems evolving on a Banach space and admitting a general type of dichotomy, both for continuous and discrete time. Moreover, the…
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…
This paper is devoted to study the qualitative properties of hybrid measure differential equations (HMDEs, for short). We establish several results on the existence of global solutions, including the existence of regulated, continuous,…
In this present paper, we first obtained some estimates involving parts of $\varepsilon$-regular mild solutions of the fractional integro-differential equation. In this sense, through these preliminary results, we investigate the main…
In this work, we exhibit abstract conditions on a functional space E who insure the existence of a global mild solution for small data in E or the existence of a local mild solution in absence of size constraints for a class of semi-linear…
We consider a perturbation of a Hilbert space-valued Ornstein--Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-dependent drifts. The only further assumption on the drift is that it is bounded on balls…
We propose global surjectivity theorems of differentiable maps based on second order conditions. Using the homotopy continuation method, we demonstrate that, for a $C^2$ differentiable map from a Hilbert space to a finite-dimensional…
Since the breakthrough in rough paths theory for stochastic ordinary differential equations (SDEs), there has been a strong interest in investigating the rough differential equation (RDE) approach and its numerous applications. Rough path…
In this paper, we are concerned with the mild solutions of Riemann-Liouville fractional differential equations with nonlocal conditions in Banach space. We use Banach contraction principle to prove the existence and uniqueness. Moreover, we…
Let $X$ be a separable Banach space, $Y$ a Banach space and $f: X \to Y$ an arbitrary mapping. Then the following implication holds at each point $x \in X$ except a $\sigma$-directionally porous set: If the one-sided Hadamard directional…