Related papers: Stochastic PDEs involving a bilaplacian operator

We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…

The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our system is Markovian in the sense…

We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…

We study ground state solutions for linear and nonlinear elliptic PDEs in $\mathbb{R}^n$ with (pseudo-)differential operators of arbitrary order. We prove a general symmetry result in the nonlinear case as well as a uniqueness result for…

We provide a probabilistic solution of a not necessarily Markovian control problem with a state constraint by means of a Backward Stochastic Differential Equation (BSDE). The novelty of our solution approach is that the BSDE possesses a…

In this paper, we study a class of nonlocal multi-phase variable exponent problems within the framework of a newly introduced Musielak-Orlicz Sobolev space. We consider two problems, each distinguished by the type of nonlinearity it…

In this paper we consider the existence of positive solutions for a singular elliptic problem involving an asymtotically linear nonlinearity and depending on one positive parameter. Using variational methods, together with comparison…

Existence of two solutions to a parametric singular quasi-linear elliptic problem is proved. The equation is driven by the {\Phi}-Laplacian operator and the reaction term can be non-monotone. The main tools employed are a local minimum…

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

A system of two operator equations is considered - one of pseudomonotone type and the other of strongly monotone type - both being strongly coupled. Conditions are given that allow to reduce the solvability of this system to a single…

We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable…

We prove bilinear inequalities for differential operators in $\mathbb{R}^2$. Such type inequalities turned out to be useful for anisotropic embedding theorems for overdetermined systems and the limiting order summation exponent. However,…

In this article, we deal with a multiple dimensional coupled Markovian BSDEs system with stochastic linear growth generators with respect to volatility processes. An existence result is provided by using approximation techniques.

In this paper, we prove the existence and uniqueness of solutions as well as ergodicity for McKean-Vlasov SDEs under Lyapunov conditions, in which the Lyapunov functions are defined on $\mathbb R^d\times \mathcal P_2(\mathbb R^d)$, i.e. the…

The theory of stochastic representations of solutions to elliptic and parabolic PDE has been extensive. However, the theory for hyperbolic PDE is notably lacking. In this short note we give a stochastic representation for solutions of…

We study multidimensional backward stochastic differential equations (BSDEs) which cover the logarithmic nonlinearity u log u. More precisely, we establish the existence and uniqueness as well as the stability of p-integrable solutions (p >…

In this paper, we consider a stochastic decision problem for a system governed by a stochastic differential equation, in which an optimal decision is made in such a way to minimize a vector-valued accumulated cost over a finite-time horizon…

The purpose of this paper is to present a universal approach to the study of controllability/observability problems for infinite dimensional systems governed by some stochastic/deterministic partial differential equations. The crucial…

The paper is dedicated to studying the problem of existence and uniqueness of solutions as well as existence of and exponential convergence to invariant measures for McKean-Vlasov stochastic differential equations with Markovian switching.…

This work deals with a Skorokhod problem driven by a maximal operator: \begin{aligned} &du(t)+Au(t)(dt)\ni f(t)dt+dM(t), \; 0<t<T,\\ &u(0)=u_{0}, \end{aligned} which is a multivalued deterministic differential equation with a singular…