Related papers: On Lipschitz continuous optimal stopping boundarie…

We settle the issue of well-posedness for the Dirichlet problem for a higher order elliptic system ${\mathcal L}(x,D_x)$ with complex-valued, bounded, measurable coefficients in a Lipschitz domain $\Omega$, with boundary data in Besov…

Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…

We study the free boundary of solutions to the parabolic obstacle problem with fully nonlinear diffusion. We show that the free boundary splits into a regular and a singular part: near regular points the free boundary is $C^\infty$ in space…

We present a theory of backward stochastic differential equations in continuous time with an arbitrary filtered probability space. No assumptions are made regarding the left continuity of the filtration, of the predictable quadratic…

We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…

Under a mild Lipschitz condition we prove a theorem on the existence and uniqueness of global solutions to delay fractional differential equations. Then, we establish a result on the exponential boundedness for these solutions.

We prove that local weak solutions to nonlocal parabolic $p$-Laplace equations are locally Lipschitz continuous in space, uniformly in time for every $1<p<\infty$ and $s \in (0,1)$ whenever $sp > p-1$. Our results hold for symmetric,…

We study local regularity properties of local minimizer of scalar integral functionals of the form $$\mathcal F[u]:=\int_\Omega F(\nabla u)-f u\,dx$$ where the convex integrand $F$ satisfies controlled $(p,q)$-growth conditions. We…

We study a problem when a solution to optimal stopping problem for one-dimensional diffusion will generate by threshold strategy. Namely, we give necessary and sufficient conditions under which an optimal stopping time can be specified as…

Lipschitz decomposition is a useful tool in the design of efficient algorithms involving metric spaces. While many bounds are known for different families of finite metrics, the optimal parameters for $n$-point subsets of $\ell_p$, for $p >…

The value function of an optimal stopping problem for jump diffusions is known to be a generalized solution of a variational inequality. Assuming that the diffusion component of the process is nondegenerate and a mild assumption on the…

We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…

Well posedness is established for a family of equations modelling particle populations undergoing delocalised coagulation, advection, inflow and outflow in a externally specified velocity field. Very general particle types are allowed while…

We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…

In this paper, we study an inverse problem for linear parabolic system with variable diffusion coefficients subject to dynamic boundary conditions. We prove a global Lipschitz stability for the inverse problem involving a simultaneous…

For a linear, strictly elliptic second order differential operator in divergence form with bounded, measurable coefficients on a Lipschitz domain $\Omega$ we show that solutions of the corresponding elliptic problem with Robin and thus in…

In this paper we consider a two-phase free boundary problem ruled by the infinity Laplacian. Our main result states that bounded viscosity solutions in $B_1$ are universally Lipschitz continuous in $B_{1/2}$, which is the optimal regularity…

We consider a quasi-variational inequality governed by a moving set. We employ the assumption that the movement of the set has a small Lipschitz constant. Under this requirement, we show that the quasi-variational inequality has a unique…

Existence and uniqueness of the scattering solutions is proved for a class of bounded rough obstacles which is much larger than the class of Lipschitz obstacles. Integral equations method is not used. The approach is based on the…

We establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equations (SDEs) under mild assumptions on the coefficients. Our…