Related papers: Uniqueness of solution to scalar BSDEs with $L\exp…
We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.
We prove existence and uniqueness of \emph{eternal solutions} in self-similar form growing up in time with exponential rate for the weighted reaction-diffusion equation $$ \partial_tu=\Delta u^m+|x|^{\sigma}u^p, $$ posed in $\real^N$, with…
We construct positive singular solutions for the problem $-\Delta u=\lambda \exp (e^u)$ in $B_1\subset \mathbb{R}^n$ ($n\geq 3$), $u=0$ on $\partial B_1$, having a prescribed behaviour around the origin. Our study extends the one in Y.…
In this paper, we obtain stability results for backward stochastic differential equations with jumps (BSDEs) in a very general framework. More specifically, we consider a convergent sequence of standard data, each associated to their own…
In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of solutions in $L^p\ (p>1)$,…
This paper is devoted to solving a real valued backward stochastic differential equation with jumps where the time horizon may be finite or infinite. Under linear growth generator, we prove existence of a minimal solution. Using a…
The aim of this paper is to classify the positive solutions of the nonlocal critical equation: $$ -\Delta u=\left(I_{\mu}\ast u^{2^{\ast}_{\mu}}\right)u^{{2}^{\ast}_{\mu}-1},~~x\in\mathbb{R}^{N}, $$ where $0<\mu<N$, if $N=3\ \hbox{or} \ 4$…
In this paper, we consider the existence of nontrivial solutions to the following critical biharmonic problem with a logarithmic term \begin{equation*} \begin{cases} \Delta^2 u=\mu \Delta u+\lambda u+|u|^{2^{**}-2}u+\tau u\log u^2, \ \…
In this paper we propose a numerical scheme for the class of backward doubly stochastic (BDSDEs) with possible path-dependent terminal values. We prove that our scheme converge in the strong $L^2$-sense and derive its rate of convergence.…
In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in the previous work. In other words we do not need to require the uniform exponential decay of the…
We consider the existence and multiplicity of positive solutions for the following critical problem with logarithmic term: \begin{equation*}\label{eq11}\left\{ \begin{array}{ll} -\Delta u={\mu\left|u\right|}^{{2}^{\ast }-2}u+\nu…
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…
We study a backward stochastic differential equation whose terminal condition is an integrable function of a local martingale and generator has bounded growth in $z$. When the local martingale is a strict local martingale, the BSDE admits…
We prove existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time at zero. Along the first three studies, the coefficients are…
In this paper, we are interested in solving general time interval multidimensional backward stochastic differential equations in $L^p$ $(p\geq 1)$. We first study the existence and uniqueness for $L^p$ $(p>1)$ solutions by the method of…
In this paper, we establish the global existence and uniqueness of solution to $2$-D inhomogeneous incompressible Navier-Stokes equations \eqref{1.2} with initial data in the critical spaces. Precisely, under the assumption that the initial…
In this paper, we focus on a family of backward stochastic differential equations (BSDEs) with sub-differential operators that are driven by infinite-dimensional martingales which involve symmetry, that is, the process involves a positive…
The purpose of this paper is to study the existence and uniqueness of solutions to a Stochastic Differential Equation (SDE) coming from the eigenvalues of Wishart processes. The coordinates are non-negative, evolve as Cox-Ingersoll-Ross…
In this paper, we investigate the well-posedness of bounded and unbounded solutions for reflected backward stochastic differential equations (RBSDEs) and backward stochastic differential equations (BSDEs). The generators of these equations…
We prove existence and uniqueness of strong solutions to a large class of autonomous stochastic differential equations on an open domain, where the drift exhibits a singular behaviour at the boundary. The main result involves a drift…