Related papers: Linear stochastic differential equations with func…
Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…
We establish existence, uniqueness and regularity of solution results for a class of backward stochastic partial differential equations with singular terminal condition. The equation describes the value function of non-Markovian stochastic…
This article is devoted to the study of solutions of non-homogenous linear differential equations having entire coefficients. We get all non-trivial solutions of infinite order of equation $f^{(n)}+a_{n-1}(z)f^{(n-1)}+\ldots…
In this paper, we introduce the idea of stochastic integrals with respect to an increasing process in the $G$-framework and extend $G$-It\^o's formula. Moreover, we study the solvability of the scalar valued stochastic differential…
We investigate linear boundary value problems for first-order one-dimensional hyperbolic systems in a strip. We establish conditions for existence and uniqueness of bounded continuous solutions. For that we suppose that the non-diagonal…
This paper is concerned with the initial-boundary value problem \; for stochastic transport equations in bounded domains. For a given stochastic perturbation of the drift vector field, we prove existence and uniqueness of weak solutions…
By topological arguments, we prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions of a class of perturbed nonlinear integral equations. These type of integral equations arise, for example,…
We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming…
This paper is concerned with the existence of positive solutions of second-order impulsive differential equations with integral boundary conditions on an infinite interval. As an application, an example is given to demonstrate our main…
We are concerned with nonlinear anisotropic degenerate parabolic-hyperbolic equations with stochastic forcing, which are heterogeneous (i.e., not space-translational invariant). A unified framework is established for the continuous…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…
We study solutions of a class of higher order partial differential equations in bounded domains. These partial differential equations appeared first time in the papers of Allouba and Zheng \cite{allouba1}, Baeumer, Meerschaert and Nane…
In the present paper, by using variational method, the existence of non-trivial solutions to an anisotropic discrete non-linear problem involving p(k)-Laplacian operator with Dirichlet boundary condition is investigated. The main technical…
This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…
We consider a system of differential equations and obtain its solutions with exponential asymptotics and analyticity with respect to the spectral parameter. Solutions of such type have importance in studying spectral properties 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…
Backward stochastic partial differential equations in bounded and unbounded domains are studied. Existence and regularity results are obtained. Duality relationship with forward SPDEs are established. Representation of functionals of Ito…
In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a L\'evy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying…
In this work we establish existence and multiplicity of solutions for elliptic problem with nonlinear boundary conditions under strong resonance conditions at infinity. The nonlinearity is resonance at infinity and the reso- nance phenomena…