Related papers: Asymptotic behavior for delayed backward stochasti…
This paper investigate a class of multi-dimensional backward stochastic differential equations (BSDEs) with singualr generators exhibiting diagonally quadratic growth and unbounded terminal conditions, thereby extending results in the…
A new asymptotic expansion scheme for backward SDEs (BSDEs) is proposed.The perturbation parameter is introduced just to scale the forward stochastic variables within a BSDE. In contrast to the standard small-diffusion asymptotic expansion…
We study reflected solutions of one-dimensional backward doubly stochastic differential equations (BDSDEs in short). The "reflected" keeps the solution above a given stochastic process. We get the uniqueness and existence by penalization.…
The first aim of this note is to make clear what is the equilibrium of a fifth order difference equation studied in the literature. Next the investigation of the whole asymptotic behaviour of the solutions of the equation is presented.
We study the stability of general $n$-dimensional nonautonomous linear differential equations with infinite delays. Delay independent criteria, as well as criteria depending on the size of some finite delays are established. In the first…
Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…
We study a variant of the Fisher-KPP equation with nonlocal dispersal. Using the theory of large deviations, we show the emergence of a "Bramson-like" logarithmic delay for the linearised equation with step-like initial data. We conclude…
We consider time-changed diffusions driven by generators with discontinuous coefficients. The PDE's connections are investigated and in particular some results on the asymptotic analysis according to the behaviour of the coefficients are…
In this paper, we introduce a new method for study on backward stochastic differential equations with stopping time as time horizon. And using this, we show that some results on backward stochastic differential equations with constant time…
In this paper, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations (anticipated BDSDEs). The coefficients of these BDSDEs depend on the future value of the solution $(Y,…
We examine a class of stochastic differential inclusions involving multiscale effects designed to solve a class of generalized variational inequalities. This class of problems contains constrained convex non-smooth optimization problems,…
In this paper we study the asymptotic behavior of nonoscillatory solutions for high order differential equations of Poincar\'e type. We introduce two new and more weak than classical hypotheses on the coefficients, which implies a well…
We study the asymptotic behaviour of the solutions of a functional- differential equation with rescaling, the so-called pantograph equation. From this we derive asymptotic information about the zeros of these solutions.
This paper investigates the asymptotic behavior of path-dependent multivalued McKean-Vlasov stochastic differential equations perturbed by small noise. Specifically, we first establish a large deviation principle for such equations under…
We propose a structured prior for high-dimensional Bayesian inverse problems based on a disentangled deep generative model whose latent space is partitioned into auxiliary variables aligned with known and interpretable physical parameters…
In this paper, we present a backward deep BSDE method applied to Forward Backward Stochastic Differential Equations (FBSDE) with given terminal condition at maturity that time-steps the BSDE backwards. We present an application of this…
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…
The oscillatory behavior of the solutions to a differential equation with several non-monotone delay arguments and non-negative coefficients is studied. A new sufficient oscillation condition, involving lim sup, is obtained. An example…
This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…
This paper investigates the asymptotic behavior of a forward-backward-forward (FBF) type differential equation and its discrete counterpart for solving quasimonotone variational inequalities (VIs). Building on recent continuous-time…