Related papers: A Dual Yamada-Watanabe Theorem for Levy driven sto…

This paper concerns with the compressible two-fluid model with algebraic pressure closure. We prove a conditional weak-strong uniqueness principle, meaning that a finite energy weak solution, with bounded densities, coincides with the…

In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…

Study of stochastic differential equations on the field of p-adic numbers was initiated by the second author and has been developed by the first author, who proved several results for the p-adic case, similar to the theory of ordinary…

We discuss numerical approximation methods for Random Time Change equations which possess a deterministic drift part and jump with state-dependent rates. It is first established that solutions to such equations are versions of certain…

In this paper, we deal with a class of multivalued backward doubly stochastic differential equations with time delayed coefficients. Based on a slight extension of the existence and uniqueness of solutions for backward doubly stochastic…

Starting from lagrangian field theory and the variational principle, we show that duality in equations of motion can also be obtained by introducing explicit spacetime dependence of the lagrangian. Poincare invariance is achieved precisely…

We consider the stochastic transport linear equation and we prove existence and uniqueness of weak $L^{p}-$solutions. Moreover, we obtain a representation of the general solution and a Wong-Zakai principle for this equation. We make only…

Farkas established that a system of linear inequalities has a solution if and only if we cannot obtain a contradiction by taking a linear combination of the inequalities. We state and formally prove several Farkas-like theorems over…

We study the incompressible stationary Navier-Stokes equations in the upper-half plane with homogeneous Dirichlet boundary condition and non-zero external forcing terms. Existence of weak solutions is proved under a suitable condition on…

We investigate the role weakly damped modes play in the selection of Faraday wave patterns forced with rationally-related frequency components m*omega and n*omega. We use symmetry considerations to argue for the special importance of the…

A new approach to prove the one-dimensional Cauchy problem's weakly discontinuous solutions for hyperbolic PDEs are on the characteristics is discussed in this paper. To do so, I use wavelet singularity detection methods or WTMM [1] based…

We prove strong existence and uniqueness, and H\"older regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on an…

We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous L\'evy process. Under stochastic conditions on the coefficients, we prove the existence and uniqueness of a solution.…

We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution…

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.

We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…

This paper aims to study a new class of integral equations called backward doubly stochastic Volterra integral equations (BDSVIEs, for short). The notion of symmetrical martingale solutions (SM-solutions, for short) is introduced for…

This paper is devoted to the study of the inhomogeneous wave equation with singular (less than continuous) time dependent coefficients. Particular attention is given to the role of the lower order terms and suitable Levi conditions are…

In this paper, our primary focus lies in the thorough investigation of a specific category of nonlinear fully coupled forward-backward stochastic differential equations involving time delays and advancements with the incorporation of…