Related papers: A type of globally solvable BSDEs with triangularl…
A real quadratic matrix is generalized doubly stochastic (g.d.s.) if all of its row sums and column sums equal one. We propose numerically stable methods for generating such matrices having possibly orthogonality property or/and satisfying…
In this paper we are concerned with one-dimensional backward stochastic differential equations (BSDE in short) of the following type: \[Y_t=\xi -\int_{t\wedge \tau}^{\tau}Y_r|Y_r|^q dr-\int_{t\wedge \tau}^{\tau}Z_r dB_r,\qquad t\geq 0,\]…
We study the solutions of the local Zamolodhcikov tetrahedron equation in the form of correspondences derived by $3\times 3$ matrices. We present all the associated generators of 4-simplex maps satisfying the local tetrahedron equation.…
We study Backward Stochastic Differential Equations on a probability space equipped with a Brownian filtration. We assume that the terminal value and the generator at zero are merely integrable. Moreover, the generator is assumed to be…
The existence of nonzero localised periodic solutions for general one-dimensional discrete nonlinear Klein-Gordon systems with convex on-site potentials is proved. The existence problem of localised solutions is expressed in terms of a…
In this paper, we study the well-posedness of multi-dimensional backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs) with diagonal generators, the $z$ parts of whose $l$-th components only depend on the…
In this paper, we study the well-posedness of backward doubly stochastic differential equations (BDSDEs), both with and without reflection, under weak conditions. First, when the generator $f$ is of general growth in $y$ and linear growth…
We present a unified approach to $L^p$-solutions ($p > 1$) of multidimensional backward stochastic differential equations (BSDEs) driven by L\'evy processes and more general filtrations. New existence, uniqueness and comparison results are…
We prove that if a solution of the discrete time-dependent Schr\"odinger equation with bounded real potential decays fast at two distinct times then the solution is trivial. For the free Shr\"odinger operator and for operators with…
We give a rigorous proof for the existence of a finite-energy, self-similar solution to the focusing cubic Schr\"odinger equation in three spatial dimensions. The proof is computer-assisted and relies on a fixed point argument that shows…
In this paper, we prove that the solution constructed in \cite{BR16} satisfies the stochastic vorticity equations with the stochastic integration being understood in the sense of the integration of controlled rough path introduced in…
We solve a class of doubly reflected backward stochastic differential equation whose generator depends on the resistance due to reflections, which extend the recent work of Qian and Xu on reflected BSDE with one barrier. We then obtain the…
We study the nonlinear operator of mapping the terminal value $\xi$ to the corresponding minimal supersolution of a backward stochastic differential equation with the generator being monotone in $y$, convex in $z$, jointly lower…
We give necessary and sufficient condition for existence and uniqueness of $\mathbb{L}^{p}$-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to $y$ and Lipschitz continuous with respect to $z$, and with…
We prove well-posedness results for backward stochastic differential equations (BSDEs) and reflected BSDEs with an optional obstacle process in the case of appropriately weighted $\mathbb{L}^2$-data when the generator is integrated with…
In this paper, we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time. More precisely, we are going to show that if $(W^n)$ is a sequence of…
We study the existence and uniqueness of minimal supersolutions of backward stochastic differential equations with generators that are jointly lower semicontinuous, bounded below by an affine function of the control variable and satisfy a…
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…
We show existence of a unique solution and a comparison theorem for a one-dimensional backward stochastic differential equation with jumps that emerge from a L\'evy process. The considered generators obey a time-dependent extended…
Details are presented of a recently announced exact solution of a model consisting of triangular trimers covering the triangular lattice. The solution involves a coordinate Bethe Ansatz with two kinds of particles. It is similar to that of…