Related papers: Once again on evolution equations with monotone op…
Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.
The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov…
In this note we present a framework which allows to prove an abstract existence result for evolution equations with pseudo-monotone operators. The assumptions on the spaces and the operators can be easily verified in concrete examples.
This paper presents finite-time and fixed-time stabilization results for inhomogeneous abstract evolution problems, extending existing theories. We prove well-posedness for strong and weak solutions, and estimate upper bounds for settling…
We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $\alpha$-stable cylindrical L\'evy process defined on a Hilbert space for $\alpha \in (1,2)$. The coefficients are assumed to map…
We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…
In this paper we study in a Hilbert space a homogeneous linear second order difference equation with nonconstant and noncommuting operator coefficients. We build its exact resolutive formula consisting in the explicit non-iterative…
This study investigates Dirichlet boundary condition related to a class of nonlinear parabolic problem with nonnegative $L^1$-data, which has a variable-order fractional $p$-Laplacian operator. The existence and uniqueness of renormalized…
We study linear integro-differential equations in Hilbert spaces with operator-valued kernels and give sufficient conditions for the well-posedness. We show that several types of integro-differential equations are covered by the class of…
This paper devotes to studying abstract stochastic evolution equations in M-type 2 Banach spaces. First, we handle nonlinear evolution equations with multiplicative noise. The existence and uniqueness of local and global mild solutions…
Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…
We describe some monotone properties of solutions to second order linear difference equations with real constant coefficients. As an application, we give a characterization of the Fibonacci numbers.
We give an approach to exponential stability within the framework of evolutionary equations due to [R. Picard. A structural observation for linear material laws in classical mathematical physics. Math. Methods Appl. Sci.,…
This paper is devoted to second-order variational analysis of a rather broad class of extended-real-valued piecewise liner functions and their applications to various issues of optimization and stability. Based on our recent explicit…
Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with…
In this paper, we are interested in solving general time interval multidimensional backward stochastic differential equations in $L^p$ $(p\geq 1)$. We first study the existence and uniqueness for $L^p$ $(p>1)$ solutions by the method of…
In this article, using DiPerna-Lions theory \cite{Di-Li}, we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and…
We present a Hilbert space perspective to homogenization of standard linear evolutionary boundary value problems in mathematical physics and provide a unified treatment for (non-)periodic homogenization problems in thermodynamics,…
An inequality for the $p$th power of the norm of a stochastic convolution integral in a Hilbert space is proved. The inequality is stronger than analogues inequalities in the Literature in the sense that it is pathwise and not in…