Related papers: A class of multidimensional quadratic BSDEs
We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator $g$ has an iterated-logarithmic uniform continuity in the…
In this paper, we study the convergence rate between reflected backward stochastic differential equations with quadratic generators and their penalized BSDEs. Using techniques of BMO martingales, we prove the convergence rate is at order…
The main contribution of this paper is to find a representation of the class $\mathcal{F}_d(p)$ of multivariate Bernoulli distributions with the same mean $p$ that allows us to find its generators analytically in any dimension. We map…
This paper is devoted to the existence, uniqueness and comparison theorem on unbounded solutions of a scalar backward stochastic differential equation (BSDE) whose generator grows (with respect to both unknown variables $y$ and $z$) in a…
We obtain sufficient condition for SDEs to evolve in the positive orthant. We use comparison theorem arguments to achieve this. As a result we prove the existence of a unique strong solution for a class of multidimensional degenerate SDEs…
This paper is devoted to a new construction of the two-dimensional sine-Gordon model on bounded domains by a novel normalization technique in the finite ultraviolet regime. Our methodology involves a family of backward stochastic…
We obtain existence and uniqueness in L^p, p>1 of the solutions of a backward stochastic differential equations (BSDEs for short) driven by a marked point process, on a bounded interval. We show that the solution of the BSDE can be…
In this paper, we study the global solvability of multidimensional forward-backward stochastic differential equations (FBSDEs) with diagonally Lipschitz, quadratic or super-quadratic generators. Under a certain "monotonicity" condition, we…
We study the existence of a solution for a one-dimensional generalized backward stochastic differential equation with two reflecting barriers (GRBSDE for short) under assumptions on the input data which are weaker than that on the current…
The interest of quadratic algebras for position-dependent mass Schr\"odinger equations is highlighted by constructing spectrum generating algebras for a class of d-dimensional radial harmonic oscillators with $d \ge 2$ and a specific mass…
In this paper, we explore when a locally finite triangulated category has dimension zero or finite representation type. We also study generation of derived categories by orthogonal subcategories.
In this paper, we establish a local representation theorem for generators of reflected backward stochastic differential equations (RBSDE), whose generators are continuous with linear growth. It generalizes some known representation theorems…
We analyze multidimensional BSDEs in a filtration that supports a Brownian motion and a Poisson random measure. Under a monotonicity assumption on the driver, the paper extends several results from the literature. We establish existence and…
This paper is devoted to the general solvability of anticipated backward stochastic differential equations with quadratic growth by relaxing the assumptions made by Hu, Li, and Wen \cite[Journal of Differential Equations, 270 (2021),…
We develop an approach for the treatment of one--dimensional bounded quantum--mechanical models by straightforward modification of a successful method for unbounded ones. We apply the new approach to a simple example and show that it…
We consider a backward stochastic differential equation in a Markovian framework for the pair of processes $(Y,Z)$, with generator with quadratic growth with respect to $Z$. Under non-degeneracy assumptions, we prove an analogue of the…
In this paper, we study the multi-dimensional reflected backward stochastic differential equation driven by $G$-Brownian motion ($G$-BSDE) with a multi-variate constraint on the $G$-expectation of its solution. The generators are diagonally…
We define a dimension for a triangulated category. We prove a representabilityTheorem for a certain class of functors on finite dimensional triangulatedcategories. We study the dimension of the boundedderived category of an algebra or a…
In this study, we concern the multidimensional viscosity solutions theory of a kind of semi-linear partial differential equations (PDEs). A new definition of viscosity solution for this multidimensional semi-linear PDEs which is related to…
We present semiclassical descriptions of Bose-Einstein condensates for configurations with spatial symmetry, e.g., cylindrical symmetry, and without any symmetry. The description of the cylindrical case is quasi-one-dimensional (Q1D), in…