Related papers: On $L_p$-Solvability of Stochastic Integro-Differe…
In this work, we study the existence and nonexistence of nonnegative solutions to a class of nonlocal elliptic systems set in a bounded open subset of $\mathbb{R}^N$. The diffusion operators are of type $u_i\mapsto d_i(-\Delta)^{s_i}u_i$…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We prove existence and uniqueness of nonnegative solutions for a nonlocal in time integrodifferential diffusion system related to angiogenesis descriptions. Fundamental solutions of appropriately chosen parabolic operators with bounded…
We consider a priori estimates of possibly sign-changing solutions to superlinear parabolic problems and their applications (blow-up rates, energy blow-up, continuity of blow-up time, existence of nontrivial steady states etc). Our…
This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial differential equation and the parabolic capacity and…
Many systems of partial differential equations have been proposed as simplified representations of complex collective behaviours in large networks of neurons. In this survey, we briefly discuss their derivations and then review the…
In this work, we study some properties of the viscosity solutions to a degenerate parabolic equation involving the non-homogeneous infinity-Laplacian.
Time fractional parabolic problem for p-Laplacian with double singular Hardy-type potential is considered. Comparison principle and appriory estimates for the weak solutions are proved. Existence of global weak solutions and finite-time…
A family of nonlinear ordinary differential equations with arbitrary order is obtained by using nonextensive concepts related to the Tsallis entropy. Applications of these equations are given here. In particular, a connection between…
In this paper we consider multi-dimensional partial differential equations of parabolic type involving divergence form operators that possess a discontinuous coefficient matrix along some smooth interface. The solution of the equation is…
We study $\mathbb{R}^d$-valued mean field stochastic differential equations with a diffusion coefficient depending on the $L_p$-norm of the process in a discontinuous way. We show that under a strong drift there exists a unique global…
We study the boundary behavior of non-negative solutions to a class of degenerate/singular parabolic equations, whose prototype is the parabolic $p$-Laplacian. Assuming that such solutions continuously vanish on some distinguished part of…
This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review various non-linear extensions of the…
In the past years, the phenomenon of fractional regularity has been addressed for a large class of linear and/or quasilinear differential operators, mostly, in terms of certain Besov spaces. As it turned out, for equations governed by the…
The paper considers parabolic equations in non-divergent form with discontinuous coefficients at higher derivatives. Their investigation is most complicated because, in general, in the case of discontinuous coefficients, the uniqueness of a…
We show that weak solutions to the strongly-coupled system of nonlocal equations of linearized peridynamics belong to a potential space with higher integrability. Specifically, we show a function that measures local fractional derivatives…
We consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) with one obstacle via the solution of reflected backward stochastic differential equations(RBSDE in short) with jumps. We show existence…
Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the…
We consider divergence form uniformly parabolic SPDEs with VMO bounded leading coefficients, bounded coefficients in the stochastic part, and possibly growing lower-order coefficients in the deterministic part. We look for solutions which…
This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We establish the dynamic programming principle (DPP) via…