Related papers: Pathwise uniqueness in infinite dimension under we…

Let $U$ be an operator in a Hilbert space $\mathcal{H}_{0}$, and let $\mathcal{K}\subset\mathcal{H}_{0}$ be a closed and invariant subspace. Suppose there is a period-2 unitary operator $J$ in $\mathcal{H}_{0}$ such that $JUJ=U^*$, and $PJP…

As a consequence of the main result of this paper efficient conditions guaranteeing the existence of a $T-$periodic solution to the second order differential equation \begin{equation*} u"=\frac{h(t)}{u^{\lambda}} \end{equation*} are…

We consider nonnegative solutions of the quasilinear heat equation $\partial_t u = \tfrac{1}{2} u \partial_x^2 u$ in one dimension. Our solutions may vanish and may be unbounded. The equation is then degenerate, and weak solutions are…

Consider a strictly hyperbolic $n\times n$ system of conservation laws, where each characteristic field is either genuinely nonlinear or linearly degenerate. In this standard setting, it is well known that there exists a Lipschitz semigroup…

Denote by $L_D$ the Sturm-Liouville operator $Ly=-y" +q(x)y$ on the finite interval $[0,\pi]$ with Dirichlet boundary conditions $y(0)=y(\pi)=0$. Let $\{\lambda_k\}_1^\infty$ and $\{\alpha_k\}_1^\infty$ be the sequences of the eigenvalues…

Let $\Omega$ be an open subset of $\Ri^d$ with $0\in \Omega$. Further let $H_\Omega=-\sum^d_{i,j=1}\partial_i\,c_{ij}\,\partial_j$ be a second-order partial differential operator with domain $C_c^\infty(\Omega)$ where the coefficients…

In this paper, we consider the wave equation for the Laplace operator with potential, initial data, and nonhomogeneous Dirichlet boundary condition. We establish a weak solution by using traces and extension domains. We also establish the…

We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is…

Let $\mathcal{X}$ be a real separable Hilbert space. Let $C$ be a linear, bounded and positive operator on $\mathcal{X}$ and let $A$ be the infinitesimal generator of a strongly continuous semigroup on $\mathcal{X}$. Let $\{W(t)\}_{t\geq…

We present a well-posedness and stability result for a class of nondegenerate linear parabolic equations driven by rough paths. More precisely, we introduce a notion of weak solution that satisfies an intrinsic formulation of the equation…

In this paper we study parabolic stochastic partial differential equations defined on arbitrary bounded domain $\cO \subset \bR^d$ allowing Hardy inequality: $$ \int_{\cO}|\rho^{-1}g|^2\,dx\leq C\int_{\cO}|g_x|^2 dx, \quad \forall g\in…

In a recent paper, Soner, Touzi and Zhang [20] have introduced a notion of second order backward stochastic differential equations (2BSDEs for short), which are naturally linked to a class of fully non-linear PDEs. They proved existence and…

In this paper, Hardy's uncertainty principle and unique continuation properties of Schrodinger equations with operator potentials in Hilbert space-valued classes are obtained. Since the Hilbert space H and linear operators are arbitrary, by…

Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…

We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…

In this paper, we study the Lipschitz continuous dependence of conservative H\"older continuous weak solutions to a variational wave system derived from a model for nematic liquid crystals. Since the solution of this system generally forms…

We consider the following stochastic partial differential equation, \begin{align*} &dY_t=L^\ast Y_tdt+A^\ast Y_t\cdot dB_t\\ &Y_0=\psi, \end{align*} associated with a stochastic flow $\{X(t,x)\}$, for $t \geq 0$, $x \in \mathbb{R}^d$, as in…

By using the local dimension-free Harnack inequality established on incomplete Riemannian manifolds, integrability conditions on the coefficients are presented for SDEs to imply the non-explosion of solutions as well as the existence,…

In \cite{CHMY04}, we studied $p$-mean curvature and the associated $p$-minimal surfaces in the Heisenberg group from the viewpoint of PDE and differential geometry. In this paper, we look into the problem through the variational…

By imposing an additional integrability condition on the first component of the solution, this paper establishes an existence and uniqueness result for $L^1$ solutions of multidimensional backward stochastic differential equations (BSDEs)…