Related papers: About semilinear low dimension Bessel PDEs

We study nonlinear systems of the form $-\Delta\_pu=v^{q\_1}+\mu,\;-\Delta\_pv=u^{q\_2}+\eta$ and $F\_k[-u]=v^{s\_1}+\mu,\;F\_k[-v]=u^{s\_2}+\eta$ in a bounded domain $\Omega$ or in $\mathbb{R}^N$ where $\mu$ and $\eta$ are nonnegative…

We consider the semilinear fractional equation $ (I-\Delta)^s u = a(x) |u|^{p-2}u$ in $\mathbb{R}^N$, where $N \geq 3$, $0<s<1$, $2<p<2N/(N-2s)$ and $a$ is a bounded weight function. Without assuming that $a$ has an asymptotic profile at…

The minimal and maximal operators generated by the Bessel differential expression on the finite interval and a half-line are studied. All non-negative self-adjoint extensions of the minimal operator are described. Also we obtain a…

In this paper, we study critical semilinear nonlocal elliptic equations involving the logarithmic Schr\"odinger operator and its fractional pseudo-relativistic counterpart, both arising in quantum models with nonlocal and relativistic…

Semilinear parabolic partial differential equations (PDEs) are fundamental to modeling complex dynamical systems across scientific domains. The Deep Backward Stochastic Differential Equation (BSDE) method is a promising approach for…

For $\alpha \in (1,2)$, we study the following stochastic differential equation driven by a non-degenerate symmetric $\alpha$-stable process in $\mathbb{R}^d$: \begin{align*} {\rm d} X_t=b(t,X_t){\mathord{{\rm d}}}…

This paper is devoted to the study of the differentiability of solutions to real-valued backward stochastic differential equations (BSDEs for short) with quadratic generators driven by a cylindrical Wiener process. The main novelty of this…

We study the existence/nonexistence of positive solution to the problem of the type: \begin{equation}\tag{$P_{\lambda}$} \begin{cases} \Delta^2u-\mu a(x)u=f(u)+\lambda b(x)\quad\textrm{in $\Omega$,}\\ u>0 \quad\textrm{in $\Omega$,}\\…

We obtain (up to logarithmic scaling) the power-law lower bound $M_{p}(T_{k})\gtrsim T_{k}^{(1-\delta)p}$ on a subsequence $T_{k}\rightarrow\infty$, uniformly across $p>0$, for discrete one-dimensional quasiperiodic Schr\"odinger operators…

The theory of backward SDEs extends the predictable representation property of Brownian motion to the nonlinear framework, thus providing a path-dependent analog of fully nonlinear parabolic PDEs. In this paper, we consider backward SDEs,…

We prove existence of invariant measures for the Markovian semigroup generated by the solution to a parabolic semilinear stochastic PDE whose nonlinear drift term satisfies only a kind of symmetry condition on its behavior at infinity, but…

The aim of this paper is to deal with the elliptic pdes involving a nonlinear integrodifferential operator, which are possibly degenerate and covers the case of fractional $p$-Laplacian operator. We prove the existence of a solution in the…

The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. An elliptic operator of second order is considered on a plane bounded region $G$. Its domain of definition consists of continuous…

We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular and unbounded coefficients. Under mild local structural…

Let $k:E\times E\to [0,\infty)$ be a non-negative measurable function on some locally compact separable metric space $E$. We provide some simple conditions such that the quadratic form with jump kernel $k$ becomes a regular lower bounded…

Given a mild solution $X$ to a semilinear stochastic partial differential equation (SPDE), we consider an exponential change of measure based on its infinitesimal generator $L$, defined in the topology of bounded pointwise convergence. The…

In this paper a semilinear elliptic PDE with rapidly oscillating coefficients is homogenized. The novetly of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some portion of…

We study the nonlinear operator of mapping the terminal value $\xi$ to the corresponding minimal supersolution of a backward stochastic differential equation with the generator being monotone in $y$, convex in $z$, jointly lower…

In this paper we provide necessary and sufficient conditions for the existence of a unique positive weak solution for some sublinear Dirichlet problems driven by the sum of a quasilinear local and a nonlocal operator, i.e.,…

In this work we prove Malliavin differentiability for the solution to an SDE with locally Lipschitz and semi-monotone drift. To this end we construct a sequence of SDEs with globally Lipschitz drifts. We show that the solutions of these…