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Related papers: About semilinear low dimension Bessel PDEs

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In this paper, we study the multi-dimensional backward stochastic differential equations (BSDEs) whose generator depends also on the mean of both variables. When the generator is diagonally quadratic, we prove that the BSDE admits a unique…

Probability · Mathematics 2023-03-31 Shanjian Tang , Guang Yang

Elliptical distributions are a simple and flexible class of distributions that depend on a one-dimensional function, called the density generator. In this article, we study the non-parametric estimator of this generator that was introduced…

Statistics Theory · Mathematics 2025-02-24 Victor Ryan , Alexis Derumigny

We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…

Analysis of PDEs · Mathematics 2014-05-05 Pavel Gurevich

We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in…

Probability · Mathematics 2019-11-01 Carlo Marinelli , Luca Scarpa

We present studies of double longitudinal spin asymmetries in semi-inclusive deep inelastic scattering using a new dedicated Monte Carlo generator, which includes quark intrinsic transverse momentum within the generalized parton model based…

High Energy Physics - Phenomenology · Physics 2022-03-02 M. Aghasyan , H. Avakian

We consider a parabolic semilinear non-autonomous problem $(\tilde P)$ for a fractional time dependent operator $\mathcal{B}^{s,t}_\Omega$ with Wentzell-type boundary conditions in a possibly non-smooth domain $\Omega\subset\mathbb{R}^N$.…

Analysis of PDEs · Mathematics 2023-07-21 Simone Creo , Maria Rosaria Lancia

We prove the existence and uniqueness of a strong solution for an SDE on a semi-axis with singularities at the point 0. The result obtained yields, for example, the strong uniqueness of non-negative solutions to SDEs governing Bessel…

Probability · Mathematics 2012-08-31 Olga V. Aryasova , Andrey Yu. Pilipenko

We study SDE $$ d X_t = b(X_t) \, dt + A(X_{t-}) \, d Z_t, \quad X_{0} = x \in \mathbb{R}^d, \quad t \geq 0 $$ where $Z=(Z^1, \dots, Z^d)^T$, with $Z^i, i=1,\dots, d$ being independent one-dimensional symmetric jump L\'evy processes, not…

Probability · Mathematics 2022-08-16 Tadeusz Kulczycki , Oleksii Kulyk , Michał Ryznar

In this paper, we investigate the existence of weak solution for a fractional type problems driven by a nonlocal operator of elliptic type in a fractional Orlicz-Sobolev space, with homogeneous Dirichlet boundary conditions. We first extend…

Analysis of PDEs · Mathematics 2020-04-03 Elhoussine Azroul , Abdelmoujib Benkirane , Mohammed Srati

This thesis pertains to the study of elliptic and parabolic partial differential equations on "thin" structures. The first main objective is to establish the strong and weak low-dimensional counterparts of the parabolic Neumann problem. The…

Analysis of PDEs · Mathematics 2024-04-17 Łukasz Chomienia

Semilinear, $N-$dimensional stochastic differential equations (SDEs) driven by additive L\'evy noise are investigated. Specifically, given $\alpha\in\left(\frac{1}{2},1\right)$, the interest is on SDEs driven by $2\alpha-$stable,…

Probability · Mathematics 2022-10-07 Alessandro Bondi

We are concerned with the Moser-Trudinger problem \begin{equation*} \begin{cases} -\Delta u=\lambda ue^{u^2}~~&\mbox{in}~\Omega,\\[0.5mm] u>0 ~~ &{\text{in}~\Omega},\\[0.5mm] u=0~~&\mbox{on}~\partial \Omega, \end{cases} \end{equation*}…

Analysis of PDEs · Mathematics 2022-10-25 Peng Luo , Kefan Pan , Shuangjie Peng

We examine nonlinear Kolmogorov partial differential equations (PDEs). Here the nonlinear part of the PDE comes from its Hamiltonian where one maximizes over all possible drift and diffusion coefficients which fall within a…

Numerical Analysis · Mathematics 2026-04-15 Daniel Bartl , Ariel Neufeld , Kyunghyun Park

We obtain a lower bound for the period of periodic solutions of semilinear evolution equations for the full range of nonlinear terms for which standard local existence theory applies. This lower bound depends on the Lipschitz constant of…

Analysis of PDEs · Mathematics 2012-12-21 James C. Robinson , Alejandro Vidal-López

This paper deals with generalized backward doubly stochastic differential equations driven by a L\'evy process (GBDSDEL, in short). Under left or right continuous and linear growth conditions, we prove the existence of minimal (resp.…

Probability · Mathematics 2021-11-09 Jean Marc Owo , Auguste Aman

In this paper, we study a scalar linearly growing BSDE with a weakly $L^{1+}$-integrable terminal value. We prove that the BSDE admits a solutionif the terminal value satisfies some $\Psi$-integrability condition, which is weaker than the…

Probability · Mathematics 2017-04-19 Ying Hu , Shanjian Tang

In the framework of the nonsmooth critical point theory for lower semi-continuous functionals, we propose a direct variational approach to investigate the existence of infinitely many weak solutions for a class of semi-linear elliptic…

Analysis of PDEs · Mathematics 2013-05-14 Pietro d'Avenia , Eugenio Montefusco , Marco Squassina

In this paper we consider the local well-posedness theory for the quadratic nonlinear Schr\"odinger equation with low regularity initial data in the case when the nonlinearity contains derivatives. We work in 2+1 dimensions and prove a…

Analysis of PDEs · Mathematics 2007-05-23 Ioan Bejenaru

We consider a variant of Bessel SDE by allowing the solution to be complex valued. Such SDEs appear naturally while studying the trace of Schramm-Loewner-Evolutions (SLE). We establish the existence and uniqueness of the strong solution to…

Probability · Mathematics 2020-01-10 Atul Shekhar , Vlad Margarint

Consider the variation seminorm of the Ornstein-Uhlenbeck semigroup $H_t$ in dimension one, taken with respect to $t$. We show that this seminorm defines an operator of weak type $(1,1)$ for the relevant Gaussian measure. The analogous…

Functional Analysis · Mathematics 2024-05-02 Valentina Casarino , Paolo Ciatti , Peter Sjögren