Related papers: BSDE with quadratic growth and unbounded terminal …
In this paper we study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between $L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{1}}) \otimes…
In this paper we consider a class of BSDEs with drivers of quadratic growth, on a stochastic basis generated by continuous local martingales. We first derive the Markov property of a forward--backward system (FBSDE) if the generating…
In this paper, we consider the backward stochastic differential equation (BSDE) with generator $f(y)|z|^2,$ where the function $f$ is defined on an open interval $D$ and locally integrable. The existence and uniqueness of bounded solutions…
We investigate the fluctuations of the stochastic Becker-D\"oring model of polymerization when the initial size of the system converges to infinity. A functional central limit problem is proved for the vector of the number of polymers of a…
In this paper, by using Krasnoselskii's fixed point theorem in a cone, we study the existence of single and multiple positive solutions to the three-point integral boundary value problem (BVP) \begin{equation*} \label{eq-1} \begin{gathered}…
In this article, we give two examples of finitely presented quadratic algebras (algebras presented by quadratic relations) of intermediate growth.
In this study, we consider a class of backward SDE driven by jump Markov process. An existence and uniqueness result to this kind of equations is obtained in a locally Lipschitz case. We essentially approximate the initial problem by…
In this paper we study, by probabilistic techniques, the convergence of the value function for a two-scale, infinite-dimensional, stochastic controlled system as the ratio between the two evolution speeds diverges. The value function is…
We study an optimal control problem on infinite time horizon with semimartingale strategies, random coefficients and regime switching. The value function and the optimal strategy can be characterized in terms of three systems of backward…
This paper deals with the boundary value problems for the singularly perturbed differential-algebraic system of equations. The case of turning points has been studied. The sufficient conditions for existence and uniqueness of the solution…
This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost…
We provide a stochastic representation for a general class of viscous Hamilton-Jacobi (HJ) equations, which has convexity and superlinear nonlinearity in its gradient term, via a type of backward stochastic differential equation (BSDE) with…
The present paper is devoted to study multi-dimensional coupled FBSDEs with diagonally quadratic generators. Relying on a comparison result obtained in [20], we provide conditions under which there exists a global solution. As a byproduct,…
We extend the wellposedness results for second order backward stochastic differential equations introduced by Soner, Touzi and Zhang \cite{stz} to the case of a bounded terminal condition and a generator with quadratic growth in the $z$…
We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of…
We study the existence and multiplicity of positive solutions for a nonlinear fourth-order two-point boundary value problem. The approach is based on critical point theorems in conical shells, Krasnoselskii's compression-expansion theorem,…
We study the stochastic control-stopping problem when the data are of polynomial growth. The approach is based on backward stochastic dierential equations (BSDEs for short). The problem turns into the study of a specic reected BSDE with a…
The purpose of this paper is to investigate general mean-field backward stochastic differential equations (MFBSDEs) in multi-dimension with diagonally quadratic generators $f(\omega,t,y,z,\mu)$, that is, the coefficients depend not only on…
The equation arising from Prandtl boundary layer theory is considered. The existence of the entropy solution can be proved by BV estimate method. The interesting problem is that, since a may be degenerate on the boundary, the usual boundary…
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…