Related papers: On invariance of domains with smooth boundaries wi…

We show that for any uniformly elliptic fully nonlinear second-order equation with bounded measurable "coefficients" and bounded "free" term one can find an approximating equation which has a unique continuous and having the second…

In this paper, a geometric condition on domains will be given which guarantees the boundary differentiability of solutions of elliptic equations, that is, the solutions are differentiable at any boundary point. We will show that this…

We show that for any uniformly parabolic fully nonlinear second-order equation with bounded measurable "coefficients" and bounded "free" term in any cylindrical smooth domain with smooth boundary data one can find an approximating equation…

In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…

We prove an existence result for solutions to the stationary Euler equations in a domain with nonsmooth boundary. This is an extension of a previous existence result in smooth domains by Alber (1992). The domains we consider have a boundary…

The solutions of stochastic differential equations without an external drift are stochastically invariant under time reversal. This singles out the "anti-Ito" integral.

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…

In this paper we prove the smoothing effect for solutions of Schr{\"o}dinger equations with variable coefficients and in a non trapping exterior domain. We allow quadratic potentials at infinity.

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 present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…

This note examines the safety verification of the solution of Ito stochastic differential equations using the notion of stochastic zeroing barrier function. The main tools in the proposed method include Ito calculus and the concept of…

We study the strong solvability of the nonstationary Stokes problem with non-zero divergence in a bounded domain.

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…

Higher regularity estimate has been a challenging question for the Boltzmann equation in bounded domains. Indeed, it is well-known to have "the non-existence of a second order derivative at the boundary" in [15] even for symmetric convex…

We consider the three-dimensional incompressible Navier-Stokes equations in a bounded domain with Navier boundary conditions. We provide a sufficient condition for the absence of anomalous energy dissipation without making assumptions on…

Strong solutions of p-dimensional stochastic differential equations that can be represented locally in explicit simulation form are considered. The following three-way equivalence is established: 1) There exists such a representation from…

We consider the Stokes equations subject to Navier boundary conditions on a two-dimensional wedge domain with opening angle $\theta_0 \in (0,\,\pi)$. We prove existence and uniqueness of solutions with optimal regularity in an…

We derive effective wall-laws for Stokes systems with inhomogeneous boundary conditions in three dimensional bounded domains with curved rough boundaries. No-slip boundary condition is given on the locally periodic rough boundary parts with…

We explore Ito stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of…