Related papers: $L^{p}$ - Variational Solution of Backward Stochas…
We consider the natural time-dependent fractional $p$-Laplacian equation posed in the whole Euclidean space, with parameter $1<p<2$ and fractional exponent $s\in (0,1)$. Rather standard theory shows that the Cauchy Problem for data in the…
We study vector valued solutions to non-linear elliptic partial differential equations with $p$-growth. Existence of a solution is shown in case the right hand side is the divergence of a function which is only $q$ integrable, where $q$ is…
This study investigates Dirichlet boundary condition related to a class of nonlinear parabolic problem with nonnegative $L^1$-data, which has a variable-order fractional $p$-Laplacian operator. The existence and uniqueness of renormalized…
In this paper, we study the well-posedness and regularity of non-autonomous stochastic differential algebraic equations (SDAEs) with nonlinear, locally Lipschitz and monotone (2) coefficients of the form (1). The main difficulty is the fact…
In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…
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…
By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…
We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…
A backward stochastic differential equation (BSDE) is an SDE of the form $-dY_t = f(t,Y_t,Z_t)dt - Z_t^*dW_t;\ Y_T = \xi$. The subject of BSDEs has seen extensive attention since their introduction in the linear case by Bismut (1973) and in…
We introduce a stochastic partial differential equation (SPDE) with elliptic operator in divergence form, with measurable and bounded coefficients and driven by space-time white noise. Such SPDEs could be used in mathematical modelling of…
In this paper, the existence of positive weak solutions to a Dirichlet problem driven by the fractional $(p,q)$-Laplacian and with reaction both weakly singular and non-locally convective (i.e., depending on the distributional Riesz…
In this paper we study the backward uniqueness for parabolic equations with non-Lipschitz coefficients in time and space. The result presented here improves an old uniqueness theorem due to Lions and Malgrange [Math. Scand. ${\bf 8}$…
In this paper, we study backward doubly stochastic differential equations driven by Brownian motions and Poisson process (BDSDEP in short) with non-Lipschitz coefficients on random time interval. The probabilistic interpretation for the…
This work concerns about forward-backward multivalued stochastic systems. First of all, we prove one average principle for general stochastic differential equations in the $L^{2p}$ ($p\geq 1$) sense. Moreover, for $p=1$ a convergence rate…
Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…
In this paper, we show some results about the existence and the uniqueness of the positive solution for a $p$-Laplacian fractional differential equations with fractional derivative boundary condition. Our results are based on…
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.
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…
We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide a stochastic representation of the solution and show that it…
In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst…