Related papers: Partial Differential Equations in Module of Copoly…
The existence and uniqueness in Sobolev spaces of solutions of the Cauchy problem to parabolic integro-differential equation of the order {\alpha}\in(0,2) is investigated. The principal part of the operator has kernel…
We prove the existence and uniqueness of the fundamental solution for Kolmogorov operators associated to some stochastic processes, that arise in the Black & Scholes setting for the pricing problem relevant to path dependent options. We…
We prove a general local existence theorem for nonlinear systems of Cauchy-Riemann operator of any order in one complex variable with initial values at a given point, which is a counterpart of local existence of ODE.
Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Probabilistic representations are used to prove continuity of the…
We study infinite order differential operators acting in the spaces of exponential type entire functions. We derive conditions under which such operators preserve the set of Laguerre entire functions which consists of the polynomials…
In this paper conditions, under which an integro-differential operator is a linear automorphism, are provided. Alternatively, the problem can be considered in terms of existence of a unique formal power series solution for a linear Cauchy…
Classification theorems for linear differential equations in two real variables, possessing eigenfunctions in the form of the polynomials (the generalized Bochner problem) are given. The main result is based on the consideration of the…
In this paper we investigate a class of elliptic problems involving a nonlocal Kirchhoff type operator with variable coefficients and data changing its sign. Under appropriated conditions on the coefficients, we have shown existence and…
The existence and uniqueness in H\"older spaces of solutions of the Cauchy problem to parabolic integro-differential equation of the order {\alpha}\in(0,2) is investigated. The principal part of the operator has kernel…
We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…
The multidimensional Cauchy-Riemann operator provides a framework for studying higher order partial differential equations in $\mathbb{R}^{m+1}$, whose solutions include polymonogenic and polyharmonic functions, among others. In this work,…
We introduce the ring of partial differential operators with constant coefficients and commensurate time lags (we use the terminology D$\Delta$ operators from now) initially defined by H. Gl\"using-L\"ur\ss en for ordinary $D\Delta$…
Consider the linear differential equation of $m$-th order with constant coefficients from the valuation ring $K$ of a non-Archimedean field. We get sufficient conditions of uniqueness and existence for the solution of this equation from…
In this Note, we present a Calder\'on-type uniqueness theorem on the Cauchy problem of stochastic partial differential equations. To this aim, we introduce the concept of stochastic pseudo-differential operators, and establish their…
The exact solution of a Cauchy problem related to a linear second-order difference equation with constant noncommutative coefficients is reported.
Let $\mathbb{A}_n^m$ be an arbitrary $n$-dimensional commutative associative algebra over the field of complex numbers with $m$ idempotents. Let $e_1=1,e_2,\ldots,e_k$ with $2\leq k\leq 2n$ be elements of $\mathbb{A}_n^m$ which are linearly…
We consider orthogonal polynomials with respect to a linear differential operator $$\mathcal{L}^{(M)}=\sum_{k=0}^{M}\rho_{k}(z)\frac{d^k}{dz^k}, $$ where $\{\rho_k\}_{k=0}^{M}$ are complex polynomials such that $deg[\rho_k]\leq k, 0\leq k…
We show that any differential operator of the form $L(y)=\sum_{k=0}^{k=N} a_{k}(x) y^{(k)}$, where $a_k$ is a real polynomial of degree $\leq k$, has all real eigenvalues in the space of polynomials of degree at most n, for all n. The…
We develop the theory of integrable operators $\mathcal{K}$ acting on a domain of the complex plane with smooth boundary in analogy with the theory of integrable operators acting on contours of the complex plane. We show how the resolvent…
The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…