Related papers: A variational problem to calculate probabilities
In this note, we show a classical result on the local existence and uniqueness of a solution to an initial value problem subject to a Lipschitz condition. We use only elementary tools from mathematical analysis, without involving any…
In this paper, we establish the existence and uniqueness theorem of the exterior Dirichlet problem for special Lagrangian equations with prescribed asymptotic behavior at infinity.
This paper is devoted to analyse the Dirichlet problem for a nonlinear elliptic equation involving the $1$--Laplacian and a total variation term, that is, the inhomogeneous case of the equation arising in the level set formulation of the…
We consider fractional isoperimetric problems of calculus of variations with double integrals via the recent modified Riemann-Liouville approach. A necessary optimality condition of Euler-Lagrange type, in the form of a multitime fractional…
We propose a variational approach to solve Cauchy problems for parabolic equations and systems independently of regularity theory for solutions. This produces a universal and conceptually simple construction of fundamental solution…
We study a class of non-divergence form elliptic and parabolic equations with singular first-order coefficients in an upper half space with the homogeneous Dirichlet boundary condition. In the simplest setting, the operators in the…
In this article, we establish the Picard-Lindelof theorem and approximating results for dynamic equations on time scale. We present a simple proof for the existence and uniqueness of the solution. The proof is produced by using convergence…
This short expository paper outlines applications of computer algebra to the implication problem of conditional independence for Gaussian random variables. We touch on certificates for validity and invalidity of inference rules from the…
In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…
For a class of fully nonlinear equations having second order operators which may be singular or degenerate when the gradient of the solutions vanishes, and having first order terms with power growth, we prove the existence and uniqueness of…
We analyze selected iterated conditionals in the framework of conditional random quantities. We point out that it is instructive to examine Lewis's triviality result, which shows the conditions a conditional must satisfy for its probability…
By using variational methods, the existence of infinitely many solutions for a nonlinear algebraic system with a parameter is established in presence of a perturbed Lipschitz term. Our goal was achieved requiring an appropriate behavior of…
The existence of radial solutions of a nonlinear Dirichlet problem in a ball is translated to the language of Mechanics, i.e. to requirements on the time of motion of a particle in an external potential and under the action of a viscosity…
In this paper, we derive $C^2$ estimates for a class of mixed Hessian type equations with Dirichlet boundary condition, and obtain the existence theorem of admissible solutions for the classical Dirichlet problem of these mixed Hessian type…
This paper considers the nonlinear theory of G-martingales as introduced by Peng. A martingale representation theorem for this theory is proved by using the techniques and the results established in an accompanying paper for the second…
We use the method of layer potentials to study the $R_2$ Regularity problem and the $D_2$ Dirichlet problem for second order elliptic equations of the form $\mathcal{L}u=0$, with lower order coefficients, in bounded Lipschitz domains. For…
We use integration by parts formulas to give estimates for the $L^p$ norm of the Riesz transform. This is motivated by the representation formula for conditional expectations of functionals on the Wiener space already given in Malliavin and…
The autor considers an initial-boundary value problem for the nonstationary Stokes system in an angle, where Dirichlet and Neumann conditions are prescribed on the diferent sides of the angle. The major part of the paper deals with the…
This note states and proves an integral representation formula of the ``variation-of-constant'' type for continuous solutions of linear non-autonomous difference delay systems, in terms of a Lebesgue-Stieltjes integral involving a…
We give a Hahn-Jordan decomposition in Riesz spaces which generalizes that of [{{\sc B. A. Watson}, {An And\^o-Douglas type theorem in Riesz spaces with a conditional expectation,} {\em Positivity,} {\bf 13} (2009), 543 - 558}] and a…