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Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the equation can be degenerate. Some generalized solutions…
In this paper, we study the relation between the smallest $g$-supersolution of constraint backward stochastic differential equation and viscosity solution of constraint semilineare parabolic PDE, i.e. variation inequalities. And we get an…
We prove the existence of a fundamental solution of the Cauchy initial boundary value problem on the whole space for a parabolic partial differential equation with discontinuous unbounded first-order coefficient at the origin. We establish…
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…
In this paper, we would like to consider the Cauchy problem for semi-linear $\sigma$-evolution equations with double structural damping for any $\sigma\ge 1$. The main purpose of the present work is to not only study the asymptotic profiles…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
In this paper, we deal with Reflected Backward Stochastic Differential Equations for which the constraint is not on the paths of the solution but on its law as introduced by Briand, Elie and Hu in [3]. We extend the recent work [2] of…
We consider a system of semilinear partial differential equations (PDEs) with a nonlinearity depending on both the solution and its gradient. The Neumann boundary condition depends on the solution in a nonlinear manner. The uniform…
We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a non Lipschitz condition. This study allows us give a…
In this article we consider the problem of finding the visibility set from a given point when the obstacles are represented as the level set of a given function. Although the visibility set can be computed efficiently by ray tracing, there…
We study the Cauchy problem for a semilinear stochastic Maxwell equation with Kerr-type nonlinearity and a retarded material law. We show existence and uniqueness of strong solutions using a refined Faedo-Galerkin method and spectral…
We consider the Cauchy problem for a system of fully nonlinear parabolic equations. In this paper, we shall show the existence of global-in-time solutions to the problem. Our condition to ensure the global existence is specific to the fully…
In this paper we study the Cauchy problem for new classes of parabolic type pseudodifferential equations over the rings of finite adeles and adeles. We show that the adelic topology is metrizable and give an explicit metric. We find…
We consider a two obstacle problem for the parabolic biharmonic equation in a bounded domain. We prove long time existence of solutions via an implicit time discretization scheme, and we investigate the regularity properties of solutions.
In this paper, we investigate reflected backward stochastic differential equations driven by rough paths (rough RBSDEs), which can be viewed as probabilistic representations of nonlinear rough partial differential equations (rough PDEs) or…
In this paper we consider the mixed problem for the wave equation exterior to a non-trapping obstacle in odd space dimensions. We derive a rate of the convergence of the solution for the mixed problem to a solution for the Cauchy problem.…
In this paper, we investigate the Cauchy problem for both linear and semi-linear elliptic equations. In general, the equations have the form \[ \frac{\partial^{2}}{\partial…
In this paper, we show the existence and uniqueness of viscosity solution to the Cauchy-Dirichlet problem for a class of fully nonlinear parabolic equations. This extends recent results of Eyssidieux-Guedj-Zeriahi.
In this paper, we study discrete Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation. As applications of these discrete Carleman estimates, we apply them to study two inverse problems…
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…