Related papers: On $L_p$-Solvability of Stochastic Integro-Differe…
We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure diffusive component plus a pure jump Poisson compensated…
This paper is devoted to the classification of integrable Davey-Stewartson type equations. A list of potentially deformable dispersionless systems is obtained through the requirement that such systems must be generated by a polynomial…
In the paper, we are concerned with degenerate stochastic differential equations with jumps. Firstly, we establish two support theorems for the solutions of the degenerate stochastic equations, under different (sufficient) conditions.…
In this paper, we establish the existence and uniqueness of solutions of elliptic-parabolic stochastic Keller-Segel systems. The solution is obtained through a carefully designed localization procedure together with some a priori estimates.…
We study parabolic equations governed by integro-differential operators with nonlocal components in some directions and local components in the remaining directions. The setting contains the purely nonlocal, as well as the purely local…
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…
We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…
We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition driven by semimartingales with jumps. As an application we…
Elliptic and parabolic integro-differential model problems are considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in L_{p}-spaces of functions whose regularity is defined by a scalable,…
We present pointwise gradient bounds for solutions to $p$-Laplacean type non-homogeneous equations employing non-linear Wolff type potentials, and then prove similar bounds, via suitable caloric potentials, for solutions to parabolic…
We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity…
We consider some reaction-diffusion equations describing systems with the nonlocal consumption of resources and the intraspecific competition. Sharp conditions on the coefficients are obtained to ensure the stability and instability of…
We consider a prototypical nonlinear parabolic equation whose flux has three distinguished features: it is nonlinear with respect to both the unknown and its gradient, it is homogeneous, and it depends only on the direction of the gradient.…
In this paper we consider nonlinear parabolic systems with elliptic part which can be also degenerate. We prove optimal error estimates for smooth enough solutions. The main novelty, with respect to previous results, is that we obtain the…
We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump L\`evy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior…
The paper is devoted to the investigation of the solvability of an integro-differential equation in the case of the double scale anomalous diffusion with a sum of two negative Laplacians in different fractional powers in R^3. The proof of…
The aim of this paper is to propose a new method for numerical approximations of the solution of the linear stochastic partial differential equation arising in non-linear filtering problems: the Zaka\"i equation. The approximation scheme is…
Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial…
We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…
The mixed problem for the implicit degenerating nonlinear parabolic equation is considered, and the solvability and behavior of solutions of this problem are studied. Furthermore, some classes of function spaces and their relations with…