Related papers: Linear stochastic differential equations with func…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
By using coupling arguments, Harnack type inequalities are established for a class of stochastic (functional) differential equations with multiplicative noises and non-Lipschitzian coefficients. To construct the required couplings, two…
In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical approximation. An example is provided to illustrate our theory.
This paper is devoted to prove the existence of one or multiple solutions of a wide range of nonlinear differential boundary value problems. To this end, we obtain some new fixed point theorems for a class of integral operators. We follow…
In this paper, we study linear backward stochastic differential equations driven by a class of centered Gaussian non-martingales, including fractional Brownian motion with Hurst parameter $H\in (0,1)\setminus \{\frac12\}$. We show that, for…
In this article, we prove an existence of solutions for a non-local boundary value problem with nonlinearity in a nonlocal condition. Our method is based upon the Mawhin's coincidence theory.
In this paper, we show some results about the existence and the uniqueness of the positive solution for a $p$-Laplacian fractional differential equations with fractional derivative boundary condition. Our results are based on…
We investigate the well-posedness of stochastic differential equations driven by fractional Brownian motion, focusing on the long-range dependent case $H \in (\frac{1}{2}, 1)$. While existing results on regularization by such noise…
We prove convergence of piecewise polynomial collocation methods applied to periodic boundary value problems for functional differential equations with state-dependent delays. The state dependence of the delays leads to nonlinearities that…
We consider a nonlinear boundary value problem driven by a nonhomogeneous differential operator. The problem exhibits competing nonlinearities with a superlinear (convex) contribution coming from the reaction term and a sublinear (concave)…
In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of the variational approach. For this purpose, we provide a…
In this note we consider a class of neutral stochastic functional differential equations with finite delay driven simultaneously by a fractional Brownian motion and a Poisson point processes in a Hilbert space. We prove an existence and…
We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution…
We present sufficient conditions for the existence of positive solutions for a class of fractional singular boundary value problems in presence of Caputo fractional derivative. Further, the nonlinearity involved has singularity with respect…
In this short note we discuss ordinary differential equations which linearize upon one (or more) differentiations. Although the subject is fairly elementary, equations of this type arise naturally in the context of integrable systems.
This paper deals with nonlinear singular partial differential equations of the form $t \partial u/\partial t=F(t,x,u,\partial u/\partial x)$ with independent variables $(t,x) \in \mathbb{R} \times \mathbb{C}$, where $F(t,x,u,v)$ is a…
This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…
In this paper, we consider a linear fractional differential equation with fractional boundary conditions. First, by obtaining Green's function, we derive the Lyapunov-type inequalities for such boundary value problems. Furthermore, we use…
The existence of solutions to Cauchy type problems of linear Riemann-Liouville fractional differential equations with variable coefficients is considered in a space of integrable functions. First, we consider the existence and uniqueness of…