Related papers: Young differential delay equations driven by H\"ol…
Polynomial stability of exact solution and modified truncated Euler-Maruyama method for stochastic differential equations with time-dependent delay are investigated in this paper. By using the well known discrete semimartingale convergence…
In this paper, we study the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, which means that the solution lies between two prescribed processes. A new kind of approximate…
For a nonlinear equation with several variable delays $$ \dot{x}(t)=\sum_{k=1}^m f_k(t, x(h_1(t)),\dots,x(h_l(t)))-g(t,x(t)), $$ where the functions $f_k$ increase in some variables and decrease in the others, we obtain conditions when a…
This paper establishes an existence theory for discrete second-order boundary value problems on non-uniform time grids using the upper and lower solution method. We consider difference equations of the form $u^{\Delta\Delta}(t_{i-1}) +…
We consider delay differential equations with a polynomially distributed delay. We derive an equivalent system of delay differential equations, which includes just two discrete delays. The stability of the equivalent system and its…
We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not…
We study controlled differential equations with unbounded drift terms, where the driving paths is $\nu$ - H\"older continuous for $\nu \in (\frac{1}{3},\frac{1}{2})$, so that the rough integral are interpreted in the Gubinelli sense…
We consider difference equations of the form $x_{n+1}=F_0(x_n,\ldots,x_{n-k+1}),$ and increase the delay through a process of successive substitutions to obtain a sequence of systems $y_{n+1}=F_j(x_{n-j},\ldots,x_{n-k-j+1}),\;…
This paper considers linear functional equations on $\mathbb R^d$ with distributed delays defined by matrix-valued measures of bounded variation. More precisely, we are interested in providing conditions to ensure that the exponential…
We prove global existence, uniqueness and stability of entropy solutions with $L^2\cap L^\infty$ initial data for a general family of negative order dispersive equations. It is further demonstrated that this solution concept extends in a…
The paper deals with a class of cooperative functional differential equations (FDEs) with infinite delay, for which sufficient conditions for persistence and permanence are established. Here, the persistence refers to all solutions with…
We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is…
We adapt the method of solution regions to prove new existence and localization results for systems of discontinuous differential equations. Some assumptions concerning the definition of a solution region are relaxed and thus our results…
We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.
We reinvestigate the dynamical behavior of a first order scalar nonlinear delay differential equation with piecewise linearity and identify several interesting features in the nature of bifurcations and chaos associated with it as a…
In the present paper, we introduce a new family of $ \theta-$methods for solving delay differential equations. New methods are developed using a combination of decomposition technique viz. new iterative method proposed by Daftardar Gejji…
We show existence and uniqueness of solutions of stochastic path-dependent differential equations driven by cadlag martingale noise under joint local monotonicity and coercivity assumptions on the coefficients with a bound in terms of the…
Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to…
This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the solution for locally Lipschitz GSDEs is obtained by…
In this paper we study geometric aspects of dynamics generated by Young differential equations (YDE) driven by $\alpha$-H\"older trajectories with $\alpha \in (1/2, 1)$. We present a number of properties and geometrical constructions on…