Related papers: On Davie's uniqueness for some degenerate SDEs

We prove well-posedness for doubly nonlinear parabolic stochastic partial differential equations of the form $dX_t-\text{div}\,\gamma(\nabla X_t)\,dt+\beta(X_t)\,dt\ni B(t,X_t)\,dW_t$, where $\gamma$ and $\beta$ are the two nonlinearities,…

In this paper, we establish the strong well-posedness of SDEs with merely integrable time-dependent drifts driven by fractional Brownian motions with Hurst parameter H<1/2. Our result holds over the entire subcritical regime and can be…

In their 1968 paper Fujita and Watanabe considered the issue of uniqueness of the trivial solution of semilinear parabolic equations with respect to the class of bounded, non-negative solutions. In particular they showed that if the…

The theory of backward SDEs extends the predictable representation property of Brownian motion to the nonlinear framework, thus providing a path-dependent analog of fully nonlinear parabolic PDEs. In this paper, we consider backward SDEs,…

For a $C^1$ map $T$ from $C =[0, +\infty)^N$ to $C$ of the form $T_i(x) = x_if_i(x)$, the dynamical system $x(n) =T^n(x)$ as a population model is competitive if $\frac{\partial f_i}{\partial x_j}\leq 0$ $(i\not= j)$. A well know theorem…

In order to extend the study of uniqueness property of multi-dimensional systems of stochastic differential equations, in this paper, we look at the following three-dimensional system of equations, of which the two-dimensional case was…

Let us consider the autonomous obstacle problem \begin{equation*} \min_v \int_\Omega F(Dv(x)) \, dx \end{equation*} on a specific class of admissible functions, where we suppose the Lagrangian satisfies proper hypotheses of convexity and…

We prove the local well-posedness for the generalized Korteweg-de Vries equation in $H^s(\mathbb{R})$, $s>1/2$, under general assumptions on the nonlinearity $f(x)$, on the background of an $L^\infty_{t,x}$-function $\Psi(t,x)$, with…

This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…

In this paper, we used some theorems of fixed point for studying the results of existence and uniqueness for Hilfer-Hadamard-Type fractional differential equations, \[_{H}D^{\alpha,\beta}x(t)+f(t,x(t))=0, \hbox{ on the interval } J:=(1,e]\]…

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

Differential equations where the graph of some derivative of a function is composed of a finite number of similarity transformations of the graph of the function itself are defined. We call these self-similar differential equations (SSDEs)…

The Cauchy problem for a multidimensional linear transport equation with discontinuous coefficient is investigated. Provided the coefficient satisfies a one-sided Lipschitz condition, existence, uniqueness and weak stability of solutions…

In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…

We study existence and uniqueness of solutions to a class of nonlinear degenerate parabolic equations, in bounded domains. We show that there exists a unique solution which satisfies possibly inhomogeneous Dirichlet boundary conditions. To…

We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of…

Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and H\"older continuous diffusion coefficients. Consequently, the existence of unique strong…

An astonishing fact was established by Lee A. Rubel (1981): there exists a fixed non-trivial fourth-order polynomial differential algebraic equation (DAE) such that for any positive continuous function $\varphi$ on the reals, and for any…

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…