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We introduce a new method of proving pathwise uniqueness, and we apply it to the degenerate stochastic differential equation \[dX_t=|X_t|^{\alpha} dW_t,\] where $W_t$ is a one-dimensional Brownian motion and $\alpha\in(0,1/2)$. Weak…

Probability · Mathematics 2009-09-29 Richard F. Bass , Krzysztof Burdzy , Zhen-Qing Chen

This article contains a new discussion for the generalized fractional Cauchy-type problem involving Hilfer-Katugampola-type fractional derivative. We study an existence and continuation of its solution. Firstly, we establish a new theorems…

Analysis of PDEs · Mathematics 2020-02-11 Ahmad Y. A. Salamooni , D. D. Pawar

Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…

Analysis of PDEs · Mathematics 2010-11-11 Alexander V. Rezounenko , Petr Zagalak

We establish the Hyers-Ulam stability of certain linear first-order differential equations with singularities. We then extend these results to higher-order singular linear differential equations that can be written with these first-order…

Classical Analysis and ODEs · Mathematics 2013-08-01 Douglas R. Anderson , Jenna M. Otto

We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uniqueness and comparison theorems. Our approach are very easy…

Probability · Mathematics 2011-08-22 M. Benabdallah , S. Bouhadou , Y. Ouknine

The Cauchy-type problem for a nonlinear differential equation involving Hilfer fractional derivative is considered. We prove existence, uniqueness and continuous dependence of a solution for Cauchy-type problem using successive…

Classical Analysis and ODEs · Mathematics 2017-04-10 D. B. Dhaigude , Sandeep P. Bhairat

In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward…

Probability · Mathematics 2011-05-24 Defei Zhang

We consider a class of equations in divergence form with a singular/degenerate weight $$ -\mathrm{div}(|y|^a A(x,y)\nabla u)=|y|^a f(x,y)+\textrm{div}(|y|^aF(x,y))\;. $$ Under suitable regularity assumptions for the matrix $A$, the forcing…

Analysis of PDEs · Mathematics 2021-03-12 Yannick Sire , Susanna Terracini , Stefano Vita

We study H\"older continuity for solutions of the $p$-Laplace equation. This is established through a method involving an ordinary differential inequality, in contrast to the classical proof of the De Giorgi-Nash-Moser Theorem which uses…

Analysis of PDEs · Mathematics 2020-12-29 Fredrik Arbo Høeg

We present an approximate model of Wheeler-Feynman electrodynamics for which uniqueness of solutions is proved. It is simple enough to be instructive but close enough to Wheeler-Feynman electrodynamics such that we can discuss its natural…

Mathematical Physics · Physics 2013-01-01 D. -A. Deckert , D. Dürr , N. Vona

It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted.…

Analysis of PDEs · Mathematics 2007-05-23 Yuri G. Rykov

We establish several delay-independent criteria for the existence and stability of positive periodic solutions of n-dimensional nonautonomous functional differential equation by several fixed point theorems. Examples from positive and…

Classical Analysis and ODEs · Mathematics 2016-04-28 Meng Fan , Yang Kuang , Haiyan Wang , Shaojiang Yu

This paper deals with initial value problems for fractional functional differential equations with bounded delay. The fractional derivative is defined in the Caputo sense. By using the Schauder fixed point theorem and the properties of the…

Classical Analysis and ODEs · Mathematics 2017-05-18 Chung-Sik Sin

In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a H\"older continuous function of order $\beta \in (\frac13,\frac12)$. We also…

Probability · Mathematics 2012-05-18 Mireia Besalú , David Márquez-Carreras , Carles Rovira

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.

Classical Analysis and ODEs · Mathematics 2018-08-24 N. D. Cong , H. T. Tuan

We present a rough path analog of the classical Gronwall Lemma introduced recently by A. Deya, M. Gubinelli, M. Hofmanov\'a, S. Tindel in [arXiv:1604.00437] and discuss two of its applications. First, it is applied in the framework of rough…

Analysis of PDEs · Mathematics 2017-09-12 Martina Hofmanova

We explore singular second-order boundary value problems with mixed boundary conditions on a general time scale. Using the lower and upper solutions method combined with the Brouwer fixed point theorem we demonstrate the existence of a…

Analysis of PDEs · Mathematics 2025-06-23 Shalmali Bandyopadhyay , Curtis J Kunkel

Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…

Probability · Mathematics 2013-08-12 Jianhai Bao , George Yin , Chenggui Yuan

We consider a class of equations in divergence form with a singular/degenerate weight $$-\mathrm{div}(|y|^a A(x,y)\nabla u)=|y|^a f(x,y)\; \quad\textrm{or} \ \textrm{div}(|y|^aF(x,y))\;.$$ Under suitable regularity assumptions for the…

Analysis of PDEs · Mathematics 2021-03-12 Yannick Sire , Susanna Terracini , Stefano Vita

This paper is concerned with the existence and uniqueness, and Ulam--Hyers stabilities of solutions of nonlinear impulsive $\varphi$--Hilfer fractional differential equations. Further, we investigate the dependence of the solution on the…

Dynamical Systems · Mathematics 2020-12-17 Kishor D. Kucche , Jyoti P. Kharade