Related papers: Uniqueness of a three-dimensional stochastic diffe…

In this paper implicit and explicit exact difference schemes (EDS) for system $\textbf{x}' = A\textbf{x}$ of three linear differential equations with constant coefficients are constructed. Numerical simulations for stiff problem and for…

In this paper we give a necessary and suffcient conditions for the existence and uniqueness of periodic solutions of functional differential equations with n delay d dt x(t) = Ax(t) + n j=1 Bx(t -- r j) + f (t). The conditions are obtained…

We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…

In this paper, we prove the strong Feller property for stochastic delay (or functional) differential equations with singular drift. We extend an approach of Maslowski and Seidler to derive the strong Feller property of those equations. The…

We consider the stochastic differential equation $$ X_t = x_0 + \int_0^t f(X_s)ds + \int_0^t\sigma(X_s)dB^{H}_s,$$ with $x_0 \in \mathbb{R}^d$, $d \geq 1$, $f: \mathbb{R}^d \rightarrow \mathbb{R}^d$ is bounded continuous, $\sigma:…

A three-dimensional Riccati differential equation of complex quaternion-valued functions is studied. Many properties similar to those of the ordinary differential Riccati equation such that linearization and Picard theorem are obtained. Lie…

We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not necessarily uniformly elliptic nor locally Lipschitz continuous nor bounded. Moreover, for each $t$, the solution flow $F_t$ is weakly…

The necessity and benefit of singular solutions in the study of physical systems is shown. By singular solutions we mean solutions that are not contained in the general solution of the system of equations that describes the dynamic system…

We study the recovery of piecewise analytic density and stiffness tensor of a three-dimensional domain from the local dynamical Dirichlet-to-Neumann map. We give global uniqueness results if the medium is transversely isotropic with known…

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…

This paper examines the uniqueness/non-uniqueness of local-in-time strong solutions for the incompressible 3D Navier-Stokes equations in bounded domains, which are $\partial_t u=\nu \Delta u- u\cdot \nabla u-\nabla p+ f$ and $div~u=0$. The…

We show that for a large class of evolutionary nonlinear and nonlocal partial differential equations, symmetry of solutions implies very restrictive properties of the solutions and symmetry axes. These restrictions are formulated in terms…

There are few approaches to the solution of a system of nonlinear differential equations in partial derivatives, for example $\cite{NK87} - \cite{EK98}$. In our paper we propose an approach that was used to solve the Navier-Stokes equations…

In this paper, we show that the maximum number of points in $d\geq3$ dimensions determining exactly 2 distinct triangles is $2d$. We further show that this maximum is uniquely achieved by the vertices of the $d$-orthoplex. We build upon the…

Let $U,H$ be two separable Hilbert spaces. The main goal of this paper is to study the weak uniqueness of the Stochastic Differential Equation evolving in $H$ \begin{align*} dX(t)=AX(t)dt+\mathcal{V}B(X(t))dt+GdW(t), \quad t>0, \quad X(0)=x…

In this paper, we prove some uniqueness theorems concerning the derivatives of meromorphic functions when they share three sets. The obtained results improve some recent existing results.

We present two criteria to conclude that a stochastic partial differential equation (SPDE) posseses a unique maximal strong solution. This paper provides the full details of the abstract well-posedness results first given in…

We classify all integrable 3-dimensional scalar discrete quasilinear equations Q=0 on an elementary cubic cell of the 3-dimensional lattice. An equation Q=0 is called integrable if it may be consistently imposed on all 3-dimensional…

This paper addresses several geometric inverse problems for some linear parabolic systems where the initial data (and sometimes also the coefficients of the equations) are unknown. The goal is to identify a subdomain within a…

Since the celebrated paper by El Karoui, Peng and Quenez [Mathematical Finance, 7 (1997), 1--71], backward stochastic differential equations have found wide applications in stochastic control, financial technology and machine learning. In…