Related papers: Multi-dimensional anticipated backward stochastic …

In this paper we study the discrete coagulation--fragmentation models with growth, decay and sedimentation. We demonstrate the existence and uniqueness of classical global solutions provided the linear processes are sufficiently strong.…

We establish Schauder a priori estimates and regularity for solutions to a class of boundary-degenerate elliptic linear second-order partial differential equations. Furthermore, given a smooth source function, we prove regularity of…

Asymptotic stability in economic receding horizon control can be obtained under a strict dissipativity assumption, related to positive-definiteness of a so-called rotated cost, and through the use of suitable terminal cost and constraints.…

This article deals with the following fractional $(p,q)$-Choquard equation with exponential growth of the form: $$\varepsilon^{ps}(-\Delta)_{p}^{s}u+\varepsilon^{qs}(-\Delta)_q^su+…

This paper is concerned with a general linear quadratic (LQ) control problem of mean-field backward stochastic differential equation (BSDE). Here, the weighting matrices in the cost functional are allowed to be indefinite. Necessary and…

We prove the existence of global-in-time regular solutions to a system of stochastic quadratic reaction-diffusion equations. Global-in-time existence is based on a $L^\infty$-estimate obtained by an approach {\`a} la De Giorgi, as in…

In this paper, by an approximating argument, we obtain infinitely many solutions for the following Hardy-Sobolev fractional equation with critical growth \begin{equation*}\label{0.1} \left\{% \begin{array}{ll} (-\Delta)^{s} u-\ds\frac{\mu…

In this paper, we establish a local representation theorem for generators of reflected backward stochastic differential equations (RBSDE), whose generators are continuous with linear growth. It generalizes some known representation theorems…

In this paper, a new theory is developed for first-order stochastic convex optimization, showing that the global convergence rate is sufficiently quantified by a local growth rate of the objective function in a neighborhood of the optimal…

We consider the minimal super-solution of a backward stochastic differential equation with constraint on the gains-process. The terminal condition is given by a function of the terminal value of a forward stochastic differential equation.…

The main aim of this paper is to study the growth of solutions of higher order linear differential equations using the concepts of $(\alpha ,\beta ,\gamma )$-order and $(\alpha ,\beta ,\gamma )$-type. We obtain some results which improve…

We prove an existence and uniqueness result for the infinitely delayed stochastic evolution equation $$dU(t) = &\big(AU(t) + F(t,U_t)\big) dt + B(t,U_t)dW_H(t), t\in[0,T_0]$$ where $A$ is the generator of an analytic semigroup on a UMD…

The Kardar-Parisi-Zhang (KPZ) equation describes a wide range of growth-like phenomena, with applications in physics, chemistry and biology. There are three central questions in the study of KPZ growth: the determination of height…

Let $\{b_{j}\}_{j=1}^{k}$ be meromorphic functions, and let $w$ be admissible meromorphic solutions of delay differential equation $$w'(z)=w(z)\left[\frac{P(z, w(z))}{Q(z,w(z))}+\sum_{j=1}^{k}b_{j}(z)w(z-c_{j})\right]$$ with distinct delays…

This work focuses on the numerical approximations of random periodic solutions of stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove the existence and uniqueness of random periodic solutions for the…

In this paper, by introducing a new notion of envelope of the stochastic process, we construct a family of random differential equations whose solutions can be viewed as solutions of a family of ordinary differential equations and prove…

We are concerned with the following nonlinear Schr\"odinger equation \begin{eqnarray*} \begin{aligned} \begin{cases} -\Delta u+\lambda u=f(u) \ \ {\rm in}\ \mathbb{R}^{2},\\ u\in H^{1}(\mathbb{R}^{2}),~~~ \int_{\mathbb{R}^2}u^2dx=\rho,…

We consider Backward Stochastic Differential Equations in a setting where noise is generated by a countable state, continuous time Markov chain, and the terminal value is prescribed at a stopping time. We show that, given sufficient…

We are concerned with the discretization of a solution of a Forward-Backward stochastic differential equation (FBSDE) with a jump process depending on the Brownian motion. In this paper, we study the cases of Lipschitz generators and the…

We consider a class of reflected backward doubly stochastic differential equations with time delayed generator (in short RBDSDE with time delayed generator), in this case generator at time $t$ can depend on the values of a solution in the…