Related papers: Backward Stochatic Differential Equations II
The main result of this note is the existence of martingale solutions to the stochastic heat equation (SHE) in a Riemannian manifold by using suitable Dirichlet forms on the corresponding path/loop space. Moreover, we present some…
This paper aims to study a new class of integral equations called backward doubly stochastic Volterra integral equations (BDSVIEs, for short). The notion of symmetrical martingale solutions (SM-solutions, for short) is introduced for…
We derive a non-linear version of the Feynman-Kac formula for the solutions of the vorticity equation in dimension 2 with space periodic boundary conditions. We prove the existence (global in time) and uniqueness for a stochastic terminal…
We prove the unique solvability of second order elliptic equations in non-divergence form in Sobolev spaces. The coefficients of the second order terms are measurable in one variable and VMO in other variables. From this result, we obtain…
In this paper, two interesting eigenvalue comparison theorems for the first non-zero Steklov eigenvalue of the Laplacian have been established for manifolds with radial sectional curvature bounded from above. Besides, sharper bounds for the…
This paper is a direct continuation of the paper arXiv:2401.00053. By this reason neither introductory part of the paper nor the list of references are not duplicated. However for the reader convenience, the formulas from the first paper…
We present several models to describe the stochastic evolution of stocks that show some strong resistance at some level and generalize to this situation the evolution based upon geometric Brownian motion. If volatility and drift are related…
This is the first of a series of papers studying real algebraic threefolds using the minimal model program. The main results are outlined in Part II. The present part I. contains the necessary preliminary work concerning terminal…
The purpose of the paper is twofold. Firstly, we want to present a Meta Theorem to show the existence of a martingale solution for coupled systems of non-linear stochastic differential equations. The idea is first to split the system by…
After recalling the Dirichlet problem at infinity on a Cartan-Hadamard manifold, we discuss what is known and the difference between the two-dimensional and higher-dimensional cases. Turning our attention to the two-dimensional case, we…
We develop a new approach to prove multiplier theorems in various geometric settings. The main idea is to use martingale transforms and a Gundy-Varopoulos representation for multipliers defined via a suitable extension procedure. Along the…
In the present paper, we consider multidimensional nonlinear backward stochastic differential equations (BSDEs) with a driver depending on the martingale part $M$ of a solution. We assume that the nonlinear term is merely monotone…
The present paper is devoted to the study of backward stochastic differential equations with mean reflection formulated by Briand et al. [7]. We investigate the solvability of a generalized mean reflected BSDE, whose driver also depends on…
We review some recent results on the mean curvature flows of Lagrangian submanifolds from the perspective of geometric partial differential equations. These include global existence and convergence results, characterizations of first-time…
Our original results refer to multivariate recurrences: discrete multitime diagonal recurrence, bivariate recurrence, trivariate recurrence, solutions tailored to particular situations, second order multivariate recurrences, characteristic…
In this talk, I will discuss the use of harmonic functions to study the geometry and topology of complete manifolds. In my previous joint work with Luen-fai Tam, we discovered that the number of infinities of a complete manifold can be…
In this work, we investigate the existence of positive solutions for a multi-point boundary value problem for a second order delay differential equation. Under certain growth conditions on the nonlinearity, and by the mean of Leray-Schauder…
This is the sequel to our first paper concerning the balanced embedding of a non-compact complex manifold into an infinite-dimensional projective space. We prove the uniqueness of such an embedding. The proof relies on fine estimates of the…
We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by square integrable martingales with stationary independent increments.
The article provides a local classification of singularities of meromorphic second order linear differential equation with respect to analytic/meromorphic linear point transformations. It also addresses the problem of determining the Lie…