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In this note we prove the well-posedness for stochastic 2D Navier-Stokes equation driven by general L\'evy processes (in particular, $\alpha$-stable processes), and obtain the existence of invariant measures.
The paper is concerned with sticky weak solutions to the equations of pressureless gases in two or more space dimensions. Various initial data are constructed, showing that the Cauchy problem can have (i) two distinct sticky solutions, or…
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…
We study the periodic Cauchy problem for an integrable equation with cubic nonlinearities introduced by V. Novikov. Like the Camassa-Holm and Degasperis-Procesi equations, Novikov's equation has Lax pair representations and admits peakon…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…
The classical solvability of the initial-boundary problem for the Davey-Stewartson-II type system of equations is proved.
We consider a stochastic differential equations which is driven by a Levy process. It turns out that the solution process is a Feller process if the coefficient of the SDE is bounded. Using a probabilistic formula we calculate the symbol,…
We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results concerning existence and uniqueness are obtained under…
We prove that if $f:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous, then for every $H\in(0,1/4]$ there exists a probability space on which we can construct a fractional Brownian motion $X$ with Hurst parameter $H$, together with a process…
In this short note, we extend the linear convergence result of the Cauchy algorithm, derived recently by E. Klerk, F. Glineur, and A. Taylor, from the case of smooth strongly convex functions to the case of restricted strongly convex…
The complex Langevin method aims at performing path integral with a complex action numerically based on complexification of the original real dynamical variables. One of the poorly understood issues concerns occasional failure in the…
The Cauchy problem for a quasi-linear parabolic equation with a small parameter at a higher derivative is considered. The initial step-like function contains another small parameter. Formal asymptotic solutions of the problem in small…
Study of stochastic differential equations on the field of p-adic numbers was initiated by the second author and has been developed by the first author, who proved several results for the p-adic case, similar to the theory of ordinary…
We are concerned with the Cauchy problem for the KdV equation for nonsmooth locally integrable initial profiles q's which are, in a certain sense, essentially bounded from below and q(x)=O(e^{-cx^{{\epsilon}}}),x\rightarrow+\infty, with…
The main aim of this paper is to investigate almost periodicity and asymptotic almost periodicity of abstract semilinear Cauchy inclusions of first order with (asymptotically) Stepanov almost periodic coefficients. To achieve our goal, we…
Given that the terminal condition is of at most linear growth, it is well known that a Cauchy problem admits a unique classical solution when the coefficient multiplying the second derivative (i.e., the volatility) is also a function of at…
Combining fractional calculus and the Rough Path Theory we study the existence and uniqueness of mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral…
In this note we propose a definition of weak solution for an abstract Cauchy problem in a Hilbert space, and we discuss existence and uniqueness results.
To address the ill-posedness of the inverse source problem for the one-dimensional stochastic Helmholtz equations without attenuation, this study develops a novel computational framework designed to mitigate this inherent challenge at the…
We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…