Related papers: Solvability of multidimensional quadratic BSDEs
We provide new results on the existence of extremal solutions for discontinuous differential equations with a deviated argument which can be either delayed or advanced. The boundary condition is allowed to be discontinuous and to depend…
We study the stability of general $n$-dimensional nonautonomous linear differential equations with infinite delays. Delay independent criteria, as well as criteria depending on the size of some finite delays are established. In the first…
We study the problem of existence of solutions for generalized backward stochastic differential equation with two reflecting barriers (GRBSDE for short) under weaker assumptions on the data. Roughly speaking we show the existence of a…
The paper considers a boundary value problem for the high-order Lavrent'ev-Bitsadze equation. Necessary and sufficient conditions for the uniqueness of the solution are found. When substantiating the existence, the problem of "small…
In this article we study physical realizability for a class of nonlinear quantum stochastic differential equations (QSDEs). Physical realizability is a property in which a QSDE corresponds to the dynamics of an open quantum system. We…
This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…
For regular and nonregular (singular) semilinear differential-algebraic equations (DAEs), we prove theorems on the existence and uniqueness of global solutions and on the blow-up of solutions, which allow one to identify the sets of initial…
This article studies quadratic semimartingale BSDEs arising in power utility maximization when the market price of risk is of BMO type. In a Brownian setting we provide a necessary and sufficient condition for the existence of a solution…
In this paper, we give several new results on solvability of a quadratic BSDE whose generator depends also on the mean of both variables. First, we consider such a BSDE using John-Nirenberg's inequality for BMO martingales to estimate its…
We establish the boundedness character of solutions of a system of rational difference equations with a variable coefficient
We study multidimensional backward stochastic differential equations (BSDEs) which cover the logarithmic nonlinearity u log u. More precisely, we establish the existence and uniqueness as well as the stability of p-integrable solutions (p >…
In this paper, the existence and uniqueness of strong solutions to distribution dependent neutral SFDEs are proved. We give the conditions such that the order preservation of these equations holds. Moreover, we show these conditions are…
We derive constraints on the existence of walls for Bridgeland stability conditions for general projective surfaces. We show that in suitable planes of stability conditions the walls are bounded and derive conditions for when the number of…
We study existence and uniqueness of solutions to a class of nonlinear degenerate parabolic equations, in bounded domains. We show that there exists a unique solution which satisfies possibly inhomogeneous Dirichlet boundary conditions. To…
The problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and…
(Working Paper) Using a purely probabilistic argument, we prove the global well-posedness of multidimensional superquadratic backward stochastic differential equations (BSDEs) without Markovian assumption. The key technique is the interplay…
In this paper, we study the stability and convergence of some general quadratic semimartingales. Motivated by financial applications, we study simultaneously the semimartingale and its opposite. Their characterization and integrability…
This paper addresses the qualitative theory of mixed-order positive linear coupled systems with bounded or unbounded delays. First, we introduce a general result on the existence and uniqueness of solutions to mixed-order linear coupled…
We derive necessary and sufficient inseparability conditions imposed on the variance matrix of symmetric qubits. These constraints are identified by examining a structural parallelism between continuous variable states and two qubit states.…
This paper is devoted to solving a multidimensional backward stochastic differential equation (BSDE for short) with a general random terminal time $\tau$ taking values in $[0,+\infty]$. The generator $g$ of such BSDE satisfies a stochastic…