Related papers: Path-dependent SDEs in Hilbert spaces
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
This paper studies a class of impulsive neutral stochastic partial differential equations in real Hilbert spaces. The main goal here is to consider the Trotter-Kato approximations of mild solutions of such equations in the $p$th-mean…
We consider switched systems on Banach and Hilbert spaces governed by strongly continuous one-parameter semigroups of linear evolution operators. We provide necessary and sufficient conditions for their global exponential stability, uniform…
In the analysis of stochastic dynamical systems described by stochastic differential equations (SDEs), it is often of interest to analyse the sensitivity of the expected value of a functional of the solution of the SDE with respect to…
In this work we address some questions concerning the Cauchy problem for a generalized nonlinear heat equations considering as functional framework the variable Lebesgue spaces $L^{p(\cdot)}(\mathbb{R}^n)$. More precisely, by mixing some…
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper…
The Hilbert scheme $S^{[n]}$ of points on an algebraic surface $S$ is a simple example of a moduli space and also a nice (crepant) resolution of singularities of the symmetric power $S^{(n)}$. For many phenomena expected for moduli spaces…
This paper is concerned with the differential sensitivity analysis of variational inequalities in Banach spaces whose solution operators satisfy a generalized Lipschitz condition. We prove a sufficient criterion for the directional…
Distribution dependent stochastic differential equations have been a very hot subject with extensive studies. On the other hand, under the $G$-expectation framework, stochastic differential equations driven by $G$-Brownian motion (in short…
We study the optimal control of an infinite-dimensional stochastic system governed by an SDE in a separable Hilbert space driven by cylindrical stable noise. We establish the existence and uniqueness of a mild solution to the associated HJB…
Methods of *-representations in Hilbert space are applied to study of systems of $n$ subspaces in a linear space. It is proved that the problem of description of $n$-transitive subspaces in a finite-dimensional linear space is *-wild for $n…
The usual Gromoll-Meyer's generalized Morse lemma near degenerate critical points on Hilbert spaces, so called splitting lemma, is stated for at least $C^2$-smooth functionals. In this paper we establish a splitting theorem and a shifting…
Based on a compactness criterion for random fields in Wiener-Sobolev spaces, in this paper, we prove the unique strong solvability of time-inhomogeneous stochastic differential equations with drift coefficients in critical Lebesgue spaces,…
We investigate the homogeneity of topological subspaces of separable Hilbert space, akin to the spaces with all points rational or all points irrational, so-called Erd\H{o}s spaces. We provide a non-homogeneous example, that is based on one…
We investigate, in the setting of UMD Banach spaces E, the continuous dependence on the data A, F, G and X_0 of mild solutions of semilinear stochastic evolution equations with multiplicative noise of the form dX(t) = [AX(t) + F(t,X(t))]dt…
The singularity structure of solutions of a class of Hamiltonian systems of ordinary differential equations in two dependent variables is studied. It is shown that for any solution, all movable singularities, obtained by analytic…
We consider a Cauchy problem for a (first-order) path-dependent Hamilton--Jacobi equation with coinvariant derivatives and a right-end boundary condition. Such problems arise naturally in the study of properties of the value functional in…
This paper deals with the uniqueness of mild solutions to the forced or unforced Navier-Stokes equations in the whole space. It is known that the uniqueness of mild solutions to the unforced Navier-Stokes equations holds in…
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…