Related papers: Uniqueness in law for stable-like processes of var…
In this paper, we will develop a definition of mild solution for impulsive fractional differential equation of order $\alpha\in (1,2)$ with the help of solution operator and study the existence results of mild solution for impulsive…
This paper is dedicated to the unique continuation properties of the solutions to nonlinear variational problems. Our analysis covers the case of nonlinear autonomous functionals depending on the gradient, as well as more general double…
We study existence and uniqueness of solutions for second order ordinary stochastic differential equations with Dirichlet boundary conditions on a given interval. In the first part of the paper we provide sufficient conditions to ensure…
We consider a fractional diffusion equations of order $\alpha\in(0,1)$ whose source term is singular in time: $(\partial_t^\alpha+A)u(x,t)=\mu(t)f(x)$, $(x,t)\in\Omega\times(0,T)$, where $\mu$ belongs to a Sobolev space of negative order.…
In this work, we investigate the qualitative properties as uniqueness, regularity and stabilization of the weak solution to the nonlinear parabolic problem involving general $p(x)$-homogeneous operators: \begin{equation*} \left\{…
For an SDE driven by a rotationally invariant $\alpha$-stable noise we prove weak uniqueness of the solution under the balance condition $\alpha+\gamma>1$, where $\gamma$ denotes the Holder index of the drift coefficient. We prove existence…
In this paper, we prove the existence, uniqueness and qualitative properties of heteroclinic solution for a class of autonomous quasilinear ordinary differential equations of the Allen-Cahn type given by $$…
A second order linear integro-differential equation with Volterra integral operator and strong singularities at the endpoints (zero and infinity) is considered. Under limit conditions at the singular points, and some natural assumptions,…
We discuss the stability theory and numerical analysis of the Helmholtz equation with variable and possibly non-smooth or oscillatory coefficients. Using the unique continuation principle and the Fredholm alternative, we first give an…
Let $V\in C^2(\R^d)$ such that $\mu_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $\aa\in (0,2)$. Explicit criteria are presented for the $\aa$-stable-like Dirichlet form $$\E_{\aa,V}(f,f):= \int_{\R^d\times\R^d}…
We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…
This paper discusses the unique continuation principal of the solutions of the following perturbed fourth order elliptic differential operator $\mathcal{L}_{A,q}u=0$, where \[ \mathcal{L}_{A,q}(x,D)\ =\ \sum_{j=1}^nD^4_{x_j} + \sum_{j=1}^n…
We study a class of potentials $f$ on one sided full shift spaces over finite or countable alphabets, called potentials of product type. We obtain explicit formulae for the leading eigenvalue, the eigenfunction (which may be discontinuous)…
We prove the existence of solutions for the stochastic differential equation $dX_t=b(t,X_{t-})dZ_t+a(t,X_t)dt, X_0\in\R, t\ge 0,$ with only measurable coefficients $a$ and $b$ satisfying the condition $0<\mu\le |b(t,x)|\le \nu$ and…
We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…
In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…
We introduce and study a class of over-the-counter market models specified by systems of Ordinary Differential Equations (ODE's), in the spirit of Duffie- G^arleanu-Pedersen [6]. The key innovation is allowing for multiple assets. We show…
The paper is concerned with the steady-state Burgers equation of fractional dissipation on the real line. We first prove the global existence of viscosity weak solutions to the fractal Burgers equation driven by the external force. Then the…
Relying on the analysis of characteristics, we prove the uniqueness of conservative solutions to the variational wave equation $u_{tt}-c(u) (c(u)u_x)_x=0$. Given a solution $u(t,x)$, even if the wave speed $c(u)$ is only H\"older continuous…
Let ${\mathbf M}$ be the recurrent symmetric (relativistic) $\alpha$-stable process on ${\mathbb R}^d$. Let ${\mathcal H}^{\mu + F} (:= {\mathcal H} + \mu + F)$ be a Schr\"odinger type operator with local and non-local perturbations $\mu$…