Related papers: Solving Unbounded Quadratic BSDEs by a Domination …
This paper is devoted to the $L^p$ ($p>1$) solutions of one-dimensional backward stochastic differential equations (BSDEs for short) with general time intervals and generators satisfying some non-uniform conditions in $t$ and $\omega$. An…
We consider a Backward Stochastic Differential Equation (BSDE for short) in a Markovian framework for the pair of processes $(Y,Z)$, with generator with quadratic growth with respect to $Z$. The forward equation is an evolution equation in…
We briefly review known results on upper bounds for the minimal domination number $\gamma_n$ of a hypercube of dimension $n$, then present a new method for constructing dominating sets. Write $n =2^{\hat{n}}-1 +{\check{n}}$ with $0\leq…
We commence the study of domination in the incidence graphs of combinatorial designs. Let $D$ be a combinatorial design and denote by $\gamma(D)$ the domination number of the incidence (Levy) graph of $D$. We obtain a number of results…
In this paper, we study multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators. Using the comparison theorem for diagonally quadratic BSDEs which is established recently in [14], we…
In a previous work, we proved an existence result for BSDEs with quadratic generators with respect to the variable z and with unbounded terminal conditions. However, no uniqueness result was stated in that work. The main goal of this paper…
We introduce a family of domination-type problems in Cartesian products of two graphs. The framework captures several well-studied topics, including variants of bootstrap percolation, line growth, distance domination, and target set…
We study an optimal control problem on infinite horizon for a controlled stochastic differential equation driven by Brownian motion, with a discounted reward functional. The equation may have memory or delay effects in the coefficients,…
This article deals with the numerical approximation of Markovian backward stochastic differential equations (BSDEs) with generators of quadratic growth with respect to $z$ and bounded terminal conditions. We first study a slight…
We are concerned with high-dimensional coupled FBSDE systems approximated by the deep BSDE method of Han et al. (2018). It was shown by Han and Long (2020) that the errors induced by the deep BSDE method admit a posteriori estimate…
In this article, we follow the study of quadratic backward SDEs with jumps,that is to say for which the generator has quadratic growth in the variables (z; u), started in our accompanying paper [15]. Relying on the existence and uniqueness…
For a class of Bellman equations in bounded domains we prove that sub- and supersolutions whose growth at the boundary is suitably controlled must be constant. The ellipticity of the operator is assumed to degenerate at the boundary and a…
We establish an existence and uniqueness result for a class of multidimensional quadratic backward stochastic differential equations (BSDE). This class is characterized by constraints on some uniform a priori estimate on solutions of a…
The idea of enumeration algorithms with polynomial delay is to polynomially bound the running time between any two subsequent solutions output by the enumeration algorithm. While it is open for more than four decades if all minimal…
We develop a domination density framework for studying Vizings conjecture gamma(G square H) ge gamma(G)gamma(H). Recasting the conjecture in multiplicative density form we derive a bipartition imbalance sufficient condition for certain…
The aim is to prove the well-posedness of infinite horizon backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs) with quadratic generators. To this end, we provide a full construction of explicit solutions to…
In this paper, we study the existence and uniqueness of the solution to a reflected backward stochastic differential equation (RBSDE) with the generator $g(t,y,z)=G_f^F(t,y,z)+f(y)|z|^2$, where $f(y)$ is a locally integrable function…
In this note, we do the following: a) By using Lacey's recent technique, we give an alternative proof for Conde-Alonso and Rey's domination theorem, which states that each positive dyadic operator of arbitrary complexity is pointwise…
We consider a parabolic sine-Gordon model with periodic boundary conditions. We prove a fundamental maximum principle which gives a priori uniform control of the solution. In the one-dimensional case we classify all bounded steady states…
The existence of positive solutions is considered for the Dirichlet problem \[ \left\{ \begin{array} [c]{rcll}% -\Delta_{p}u & = & \lambda\omega_{1}(x)\left\vert u\right\vert ^{q-2}% u+\beta\omega_{2}(x)\left\vert u\right\vert…