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We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…
Existence and uniqueness of solutions to the Navier-Stokes equation in dimension two with forces in the space $L^q( (0,T); \mathbf{W}^{-1,p}(\Omega))$ for $p$ and $q$ in appropriate parameter ranges are proven. The case of spatially…
Spatial evolutionary games model individuals who are distributed in a spatial domain and update their strategies upon playing a normal form game with their neighbors. We derive integro-differential equations as deterministic approximations…
We consider stochastic equations for the class of formal mappings. Existence and uniqueness of solution, as well as evolution property are proved.
This paper establishes the well-posedness of reflected backward stochastic differential equations in the non-convex domains that satisfy a weaker version of the star-shaped property. The main results are established (i) in a Markovian…
In this paper we first investigate zero-sum two-player stochastic differential games with reflection with the help of theory of Reflected Backward Stochastic Differential Equations (RBSDEs). We will establish the dynamic programming…
The determining modes for the two-dimensional incompressible Navier-Stokes equations (NSE) are shown to satisfy an ordinary differential equation of the form $dv/dt=F(v)$, in the Banach space, $X$, of all bounded continuous functions of the…
This paper presents existence and uniqueness results for reflected system of quasilinear stochastic partial differential equations in a convex domain D from Rk. The method is based on the probabilistic interpretation of the solution by…
We consider the evolutionary compressible Navier-Stokes equations in a two-dimensional perforated domain, and show that in the subcritical case of very tiny holes, the density and velocity converge to a solution of the evolutionary…
This paper presents existence and uniqueness results for reflected backward doubly stochastic differential equations (in short RBDDSEs) in a convex domain D. Moreover, using a stochastic flow approach a probabilistic interpretation for a…
We prove three results on the existence of densities for the laws of finite dimensional functionals of the solutions of the stochastic Navier-Stokes equations in dimension 3. In particular, under very mild assumptions on the noise, we prove…
In this paper we establish local and global existence and uniqueness of solutions for general nonlinear evolution equations with coefficients satisfying some local monotonicity and generalized coercivity conditions. An analogous result is…
We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition driven by semimartingales with jumps. As an application we…
We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…
We present a new proof of well-posedness of stochastic evolution equations in variational form, relying solely on a (nonlinear) infinite-dimensional approximation procedure rather than on classical finite-dimensional projection arguments of…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
Stochastic Navier--Stokes equations in a thin three-dimensional domain are considered, driven by additive noise. The convergence of martingale solution of the stochastic Navier--Stokes equations in a thin three-dimensional domain to the…
We present a general framework to describe the evolutionary dynamics of an arbitrary number of types in finite populations based on stochastic differential equations (SDE). For large, but finite populations this allows to include…
Mathematical mean-field approaches have been used in many fields, not only in Physics and Chemistry, but also recently in Finance, Economics, and Game Theory. In this paper we will study a new special mean-field problem in a purely…
This paper investigates a class of generalized mean-reflected McKean-Vlasov type backward stochastic differential equations (BSDEs). Our new framework combines a mean reflection constraint on the solution's expectation with a generalized…