Related papers: $L^{p}$ - Variational Solution of Backward Stochas…
We study multidimensional discontinuous backward stochastic differential equations in a filtration that supports both a Brownian motion and an independent integer-valued random measure. Under suitable $\mathbb{L}^p$-integrability conditions…
The distributional properties of a multi-dimensional continuous-state branching process are determined by its cumulant semigroup, which is defined by the backward differential equation. We provide a proof of the assertion of Rhyzhov and…
This paper is devoted to solving a multidimensional backward stochastic differential equation with a general time interval, where the generator is uniformly continuous in $(y,z)$ non-uniformly with respect to $t$. By establishing some…
In this paper, we first define the notion of viscosity solution for the following system of partial differential equations involving a subdifferential operator:\[\{[c]{l}\dfrac{\partial u}{\partial…
We study some semi-linear equations for the $(m,p)$-Laplacian operator on locally finite weighted graphs. We prove existence of weak solutions for all $m\in\mathbb{N}$ and $p\in(1,+\infty)$ via a variational method already known in the…
The aim of this paper is to obtain the existence of solution for the fractional p-Laplacian Dirichlet problem with mixed derivatives \begin{eqnarray*} &{_{t}}D_{T}^{\alpha}\left(|_{0}D_{t}^{\alpha}u(t))|^{p-2}{_{0}}D_{t}^{\alpha}u(t)\right)…
The reliable and accurate numerical approximation of the $p$-Laplacian is particularly challenging in the extreme regimes $p \to 1^{+}$ and $p \gg 1$, where the operator becomes either highly singular or strongly degenerate, often causing…
In this article we study the existence and the uniqueness of a solution for reflected backward stochastic differential equations in the case when the generator is logarithmic growth in the $z$-variable $(|z|\sqrt{|\ln(|z|)|})$, the terminal…
The differential stochastic variational inequality with parametric convex optimization (DSVI-O) is an ordinary differential equation whose right-hand side involves a stochastic variational inequality and solutions of several dynamic and…
We consider the stochastic transport linear equation and we prove existence and uniqueness of weak $L^{p}-$solutions. Moreover, we obtain a representation of the general solution and a Wong-Zakai principle for this equation. We make only…
In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
In this paper, we are interested in studying the multiplicity, uniqueness, and nonexistence of solutions for a class of singular elliptic eigenvalue problem for the Dirichlet fractional $(p,q)$-Laplacian. The nonlinearity considered…
In this paper, we investigate the existence of nontrivial weak solutions to a class of elliptic equations ($\mathscr{P}$) involving a general nonlocal integrodifferential operator $\mathscr{L}_{\mathcal{A}K}$, two real parameters, and two…
In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…
The existence of positive, pointwise decaying at infinity, weak solutions to a fractional $p$-Laplacian problem in the whole space and with singular reaction is established. Truncation arguments, variational methods, as well as suitable a…
The aim of this article is to study the $L^{p}$-boundedness of pseudo-differential operators on a homogeneous tree $ \mathfrak{X} $. For $p\in (1,2)$, we establish a connection between the $L^{p}$-boundedness of the pseudo-differential…
We consider solutions to so-called stochastic fixed point equation $R \stackrel{d}{=} \Psi(R)$, where $\Psi $ is a random Lipschitz function and $R$ is a random variable independent of $\Psi$. Under the assumption that $\Psi$ can be…
Consider the problem of learning the drift coefficient of a $p$-dimensional stochastic differential equation from a sample path of length $T$. We assume that the drift is parametrized by a high-dimensional vector, and study the support…
In this paper, we study backward stochastic Volterra integral equations of type-I with time delayed generators. Under some condition (small time horizon or a Lipschitz constant), we derive an existence and uniqueness results. Next, with the…