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Let $X=(X_t)_{t \ge 0}$ be a stochastic process which has an (not necessarily stationary) independent increment on a probability space $(\Omega, \mathbb{P})$. In this paper, we study the following Cauchy problem related to the stochastic…

Analysis of PDEs · Mathematics 2017-10-30 Ildoo Kim , Kyeong-Hun Kim , Panki Kim

We prove results of existence of a solution (resp. existence and uniqness of a solution) for nonlinear differential equations of type $x'(t) +G(x,t) x(t) = F(x,t),$ in an abstract Banach subspace $X$ of the space of bounded real-valued…

Functional Analysis · Mathematics 2021-11-16 Mohammed Bachir , Haifa Ben Fredj

This paper studies a space-inhomogeneous Boltzmann-Nordheim equation with pseudo-Maxwellian forces. Strong solutions are obtained for the Cauchy problem in a setting with large bounded L1 initial data. The main results are existence,…

Mathematical Physics · Physics 2016-11-23 Leif Arkeryd , Anne Nouri

We consider the one-dimensional stochastic differential equation \begin{equation*} X_t = x_0 + L_t + \int_0^t \mu(X_s)ds, \quad t \geq 0, \end{equation*} where $\mu$ is a finite measure of Kato class $K_{\eta}$ with $\eta \in (0,\alpha-1]$…

Probability · Mathematics 2024-04-23 Leonid Mytnik , Johanna Weinberger

We study the Banach space $D([0,1]^m)$ of functions of several variables that are (in a certain sense) right-continuous with left limits, and extend several results previously known for the standard case $m=1$. We give, for example, a…

Probability · Mathematics 2020-04-02 Svante Janson

In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…

Probability · Mathematics 2018-06-18 Viorel Barbu , Michael Röckner

This paper is concerned with solution in H\"{o}lder spaces of the Cauchy problem for linear and semi-linear backward stochastic partial differential equations (BSPDEs) of super-parabolic type. The pair of unknown variables are viewed as…

Analysis of PDEs · Mathematics 2016-02-10 Shanjian Tang , Wenning Wei

In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution…

Probability · Mathematics 2008-01-11 Xicheng Zhang

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

Analysis of PDEs · Mathematics 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

In this paper, the existence, the uniqueness and estimates of solution to the integral Cauchy problem for linear and nonlinear abstract wave equations are proved. The equation includes a linear operator A defined in a Banach space E, in…

Analysis of PDEs · Mathematics 2017-07-17 Veli Shakhmurov

In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…

Probability · Mathematics 2021-05-25 Wei Liu , Jonas M. Tölle

In an abstract Banach space we study conditions for the existence of piecewise continuous, almost periodic solutions for semi-linear impulsive differential equation with fixed and non-fixed moments of impulsive action

Dynamical Systems · Mathematics 2016-04-25 Viktor Tkachenko

The existence of a Banach limit as a translation invariant positive continuous linear functional on the space of bounded scalar sequences which is equal to 1 at the constant sequence (1,1,...,1,...) is proved in a first course on functional…

Functional Analysis · Mathematics 2019-06-12 M. A. Sofi

Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems…

Optimization and Control · Mathematics 2017-02-17 Uma V. Ravat , Uday V. Shanbhag

This paper develops an abstract theory for subdifferential operators to give existence and uniqueness of solutions to the initial-boundary problem (P) for the nonlinear diffusion equation in an unbounded domain $\Omega\subset\mathbb{R}^N$…

Analysis of PDEs · Mathematics 2018-05-09 Takeshi Fukao , Shunsuke Kurima , Tomomi Yokota

From a unified vision of vector valued solutions in weighted Banach spaces, this manuscript establishes the existence and uniqueness for space homogeneous Boltzmann bi-linear systems with conservative collisional forms arising in complex…

Mathematical Physics · Physics 2023-04-13 Ricardo J. Alonso , Irene M. Gamba , Milana Pavic-Colic

This paper is concerned with a class of stochastic optimization problems defined on a Banach space with almost sure conic-type constraints. For this class of problems, we investigate the consistency of optimal values and solutions…

Optimization and Control · Mathematics 2026-03-11 Caroline Geiersbach , Johannes Milz

The objective of this work is to prove, in a first step, the existence and the uniqueness of a solution of the following multivalued deterministic differential equation: $dx(t)+\partial ^-\varphi (x(t))(dt)\ni dm(t),\ t>0$, $x(0)=x_0$,…

Dynamical Systems · Mathematics 2015-10-30 Rainer Buckdahn , Lucian Maticiuc , Etienne Pardoux , Aurel Răşcanu

A system of a first order history-dependent evolutionary variational-hemivariational inequality with unilateral constraints coupled with a nonlinear ordinary differential equation in a Banach space is studied. Based on a fixed point theorem…

Analysis of PDEs · Mathematics 2023-09-14 S. Migorski

In this paper, we are devoted to consider the periodic problem for the impulsive evolution equations with delay in Banach space. By using operator semigroups theory and fixed point theorem, we establish some new existence theorems of…

Functional Analysis · Mathematics 2018-01-03 Qiang Li , Mei Wei