Related papers: A Feynman-Kac formula for stochastic Dirichlet pro…

We give a probabilistic representation of the solution to a semilinear elliptic Dirichlet problem with general (discontinuous) boundary data. The boundary behaviour of the solution is in the sense of the controlled convergence initiated by…

A large class of initial-boundary value problems of linear evolution partial differential equations formulated on the half-line is analyzed via the unified transform method. In particular, explicit formulae are presented for the generalized…

In this paper, we use a probabilistic approach to show that there exists a unique, bounded continuous solution to the Dirichlet boundary value problem for a general class of second order non-symmetric elliptic operators $L$ with singular…

The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…

We prove the Dirichlet problem for second-order iterated Vekua equations, a natural generalization of the Bitsadze equation, is well-posed when the boundary condition is defined as a product of an exponential function and a polynomial on a…

This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic…

We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…

Backward stochastic partial differential equations in bounded and unbounded domains are studied. Existence and regularity results are obtained. Duality relationship with forward SPDEs are established. Representation of functionals of Ito…

We present a theoretical framework and numerical methods for predicting the large-scale properties of solutions of partial differential equations that are too complex to be properly resolved. We assume that prior statistical information…

We consider an initial mixed-boundary value problem for anisotropic fractional type degenerate parabolic equations posed in bounded domains. Namely, we consider that the boundary of the domain splits into two parts. In one of them, we…

We present an alternative proof for the existence of solutions of stochastic functional differential equations satisfying a global Lipschitz condition. The proof is based on an approximation scheme in which the continuous path dependence…

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…

This paper continues our previous work (Part I, arXiv:2504.18632v3) on the well-posedness of backward stochastic differential equations (BSDEs) involving a nonlinear Young integral of the form $\int_{t}^{T}g(Y_{r})\eta(dr,X_{r})$, with…

This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…

We introduce forward-backward stochastic differential equations, highlighting the connection between solutions of these and solutions of partial differential equations, related by the Feynman-Kac theorem. We review the technique of…

In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…

This paper investigates sufficient conditions for a Feynman-Kac functional up to an exit time to be the generalized viscosity solution of a Dirichlet problem. The key ingredient is to find out the continuity of exit operator under Skorokhod…

In this paper we study the Dirichlet problem for fully nonlinear second-order equations on a riemannian manifold. As in a previous paper we define equations via closed subsets of the 2-jet bundle. Basic existence and uniqueness theorems are…

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…

This paper proposes and analyzes a full discretization of the exterior transient Stokes problem with Dirichlet boundary conditions. The method is based on a single layer boundary integral representation, using Galerkin semidiscretization in…