Related papers: Young differential delay equations driven by H\"ol…
We define a deterministic integral with respect to irregular paths as a limit of standard line integrals and completely describe a class of all paths for which this integral exists for functions with H\"older exponent in the range of (0,1].…
We consider the non-degenerate second-order parabolic partial differential equations of non-divergence form with bounded measurable coefficients (not necessary continuous). Under some assumptions it is known that the fundamental solution to…
In this paper, the stability of $\theta$-methods for delay differential equations is studied based on the test equation $y'(t)=-A y(t) + B y(t-\tau)$, where $\tau$ is a constant delay and $A$ is a positive definite matrix. It is mainly…
We discuss the non-uniqueness of continuous solutions to differential equations with a {\it discrete } state-dependent delay and continuous initial functions. We are interested not only in the fact (conditions) of non-uniqueness, but in…
Mathematical proofs are presented concerning the existence of solutions of the Maxwell equations with suitable boundary conditions. In particular it is stated that the well known "delayed potentials" provide effective solutions of the…
We propose to study a new type of Backward stochastic differential equations driven by a family of It\^o's processes. We prove existence and uniqueness of the solution, and investigate stability and comparison theorem.
An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure…
In this work we provide conditions for the existence of periodic solutions to nonlinear, second-order difference equations of the form \begin{equation*} y(t+2)+by(t+1)+cy(t)=g(t,y(t)) \end{equation*} where $c\neq 0$, and…
In this paper, we study the existence and non-existence of entire solutions of certain non-linear delay-differential equations.
Parabolic differential equations with discrete state-dependent delay are studied. The approach, based on an additional condition on the delay function introduced in [A.V. Rezounenko, Differential equations with discrete state-dependent…
A boundary value problem associated to the difference equation with advanced argument \begin{equation} \label{*}\Delta\bigl (a_{n}\Phi(\Delta x_{n})\bigr)+b_{n}\Phi(x_{n+p} )=0,\ \ n\geq1 \tag{$*$} \end{equation} is presented, where…
This is a note on \cite{LSU} and \cite{FS}. Using their work line by line, we prove the H\"older-continuity of solutions to linear parabolic equations of mixed type, assuming the coefficient of $\frac{\partial}{\partial t}$ has…
Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…
We review $H^{1}$-well-posedness for initial value problems of ordinary differential equations with state-dependent right-hand side. We streamline known approaches to infer existence and uniqueness of solutions for small times given a…
We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the…
We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…
In this work we mainly prove the existence and pathwise uniqueness of solutions to general backward doubly stochastic differential equations with jumps appearing in both forward and backward integral parts. Several comparison theorems under…
One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our…
We define in this work a notion of Young differential inclusion $$ dz_t \in F(z_t)dx_t, $$ for an $\alpha$-Holder control $x$, with $\alpha>1/2$, and give an existence result for such a differential system. As a by-product of our proof, we…
In this note we give several methods to construct nontrivial solutions to the equation $dy_{t}=\sigma(y_{t}) \, dx_{t}$, where $x$ is a $\gamma$-H\"older $R^{d}$-valued signal with $\gamma\in(1/2,1)$ and $\sigma$ is a function behaving like…