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The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…
We consider backward stochastic differential equations (BSDEs) related to finite state, continuous time Markov chains. We show that appropriate solutions exist for arbitrary terminal conditions, and are unique up to sets of measure zero. We…
The set of linear, differential operators preserving the vector space of couples of polynomials of degrees n and n-2 in one real variable leads to an abstract associative graded algebra A(2). The irreducible, finite dimensional…
This paper studies a system of multi-dimensional reflected backward stochastic differential equations with oblique reflections (RBSDEs for short) in infinite horizon associated to switching problems. The existence and uniqueness of the…
We prove an identity between three infinite families of polynomials which are defined in terms of `bosonic', `fermionic', and `one-dimensional configuration' sums. In the limit where the polynomials become infinite series, they give…
The present paper is devoted to the well-posedness of a type of multi-dimensional backward stochastic differential equations (BSDEs) with a diagonally quadratic generator. We give a new priori estimate, and prove that the BSDE admits a…
In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the…
In this article, we introduce the concept of admitted Lie group of transformations for both backward stochastic differential equations (BSDEs) and forward backward stochastic differential equations (FBSDEs), following the approach of…
We consider a class of multi-dimensional BSDEs on a finite time horizon (containing in particular Lipschitzian-quadratic BSDEs), whose terminal values are bounded as well as their corresponding Malliavin derivatives. We prove two results.…
We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.
This paper describes infinite sets of polynomial equations in infinitely many variables with the property that the existence of a solution or even an approximate solution for every finite subset of the equations implies the existence of a…
It is shown that all PDM Schroedinger equations admitting more than five dimensional Lie symmetry algebras (whose completed list can be found in paper~[{\it J.~Math. Phys.} {\bf 58}, , 083508 (2017)] are exactly solvable. The corresponding…
We develop a representation of the second kind for certain Hardy classes of solutions to nonhomogeneous Cauchy-Riemann equations and use it to show that boundary values in the sense of distributions of these functions can be represented as…
We introduce and solve a new type of quadratic backward stochastic differential equation systems defined in an infinite time horizon, called \emph{ergodic BSDE systems}. Such systems arise naturally as candidate solutions to characterize…
In this paper, we study the solvability problem for one kind of fully coupled forward-backward stochastic difference equations (FBS{\Delta}Es). With the help of the necessary and sufficient condition for the solvability of the linear…
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 BMO martingale theory is extensively used to study nonlinear multi-dimensional stochastic equations (SEs) in $\cR^p$ ($p\in [1, \infty)$) and backward stochastic differential equations (BSDEs) in $\cR^p\times \cH^p$ ($p\in (1, \infty)$)…
Over the past few years quadratic Backward Stochastic Differential Equations (BSDEs) have been a popular field of research. However there are only very few examples where explicit solutions for these equations are known. In this paper we…
This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak monotonicity condition and a general growth condition in $y$,…
We show that every sufficiently large integer is a sum of a prime and two almost prime squares, and also a sum of a smooth number and two almost prime squares. The number of such representations is of the expected order of magnitude. We…