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Related papers: The monotonicity condition for BSDE on manifolds

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We extend to the case of a system involving p-Laplacians, the monotonicity and symmetry results of Damascelli and Pacella obtained in the case of a scalar p-Laplace equation with $1<p<2$. For this purpose, we use the moving hyperplanes…

Analysis of PDEs · Mathematics 2007-05-23 C. Azizieh

Given a function $f : A \to \mathbb{R}^n$ of a certain regularity defined on some open subset $A \subseteq \mathbb{R}^m$, it is a classical problem of analysis to investigate whether the function can be extended to all of $\mathbb{R}^m$ in…

General Relativity and Quantum Cosmology · Physics 2024-08-22 Jan Sbierski

The Cauchy problem for a multidimensional linear transport equation with discontinuous coefficient is investigated. Provided the coefficient satisfies a one-sided Lipschitz condition, existence, uniqueness and weak stability of solutions…

Analysis of PDEs · Mathematics 2007-05-23 Francois James , Simona Mancini , Francois Bouchut

In this paper, we study the solvability problem for one kind of fully coupled forward-backward stochastic difference equations (FBS{\Delta}Es). With the help of the necessary and sufficient condition for the solvability of the linear…

Probability · Mathematics 2019-12-10 Shaolin Ji , Haodong Liu

We consider the functional $\int_\Omega g(\nabla u+\textbf X^\ast)d\mathscr L^{2n}$ where $g$ is convex and $\textbf X^\ast(x,y)=2(-y,x)$ and we study the minimizers in $BV(\Omega)$ of the associated Dirichlet problem. We prove that, under…

Analysis of PDEs · Mathematics 2020-10-05 Sebastiano Don , Luca Lussardi , Andrea Pinamonti , Giulia Treu

This paper is devoted to obtaining a wellposedness result for multidimensional BSDEs with possibly unbounded random time horizon and driven by a general martingale in a filtration only assumed to satisfy the usual hypotheses, i.e. the…

Probability · Mathematics 2022-06-06 Antonis Papapantoleon , Dylan Possamaï , Alexandros Saplaouras

For a second-order elliptic equation in divergence form we investigate conditions on the coefficients which imply that all solutions are Lipschitz continuous or differentiable at a given point. We assume the coefficients have modulus of…

Analysis of PDEs · Mathematics 2010-07-13 Vladimir Maz'ya , Robert McOwen

We provide a new sufficient condition for strong invariance for differential inclusions, under very general conditions on the dynamics, in terms of a Hamiltonian inequality. In lieu of the usual Lipschitzness assumption on the…

Optimization and Control · Mathematics 2007-05-23 Mikhail Krastanov , Michael Malisoff , Peter Wolenski

Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs).…

Probability · Mathematics 2014-12-17 Stefan Engblom

For time-homogeneous stochastic differential equations (SDEs) it is enough to know that the coefficients are Lipschitz to conclude existence and uniqueness of a solution, as well as the existence of a strongly convergent numerical method…

Numerical Analysis · Mathematics 2018-12-04 Gunther Leobacher , Michaela Szölgyenyi

We provide an inference procedure for the sharp regression discontinuity design (RDD) under monotonicity, with possibly multiple running variables. Specifically, we consider the case where the true regression function is monotone with…

Econometrics · Economics 2020-12-01 Koohyun Kwon , Soonwoo Kwon

The topological condition for the existence of a $pin^c$ structure on the product of two Riemannian manifolds is derived and applied to construct examples of manifolds having the weaker Lipschitz structure, but no $pin^c$ structure. An…

Differential Geometry · Mathematics 2007-05-23 Marcin Bobienski , Andrzej Trautman

We consider the Swift-Hohenberg equation on manifolds with conical singularities and show existence, uniqueness and maximal regularity of the short time solution in terms of Mellin-Sobolev spaces. Moreover, we give a necessary and…

Analysis of PDEs · Mathematics 2019-11-28 Nikolaos Roidos

This paper is devoted to study different type of BSDE with delayed generator. We first establish an existence and uniqueness result under delayed Lipschitz condition for non homogenous backward stochastic differential equation with delayed…

Probability · Mathematics 2021-11-30 Auguste Aman , Harouna Coulibaly , Jasmina Djordjevic

The study of existence and uniqueness of solutions became important due to the lack of general formula for solving nonlinear ordinary differential equations (ODEs). Compact form of existence and uniqueness theory appeared nearly 200 years…

History and Overview · Mathematics 2016-05-19 Swarup Poria , Aman Dhiman

In this paper we study the Dirichlet problem for a scalar elliptic equation in a bounded Lipschitz domain $\Omega \subset \mathbb R^3$ with a singular drift of the form $b_0= b-\alpha \frac {x'}{|x'|^2}$ where $x'=(x_1,x_2,0)$, $\alpha \in…

Analysis of PDEs · Mathematics 2024-05-08 Misha Chernobai , Tim Shilkin

In this paper we show the existence and uniqueness of strong solutions for a large class of backward SPDE where the coefficients satisfy a specific type Lyapunov condition instead of the classical coercivity condition. Moreover, based on…

Probability · Mathematics 2019-10-08 Wei Liu , Rongchan Zhu

In this paper we study the existence of continuous solutions and their constructions for a second order iterative functional equation, which involves iterate of the unknown function and a nonlinear term. Imposing Lipschitz conditions to…

Classical Analysis and ODEs · Mathematics 2018-03-13 Xiao Tang , Weinian Zhang

We provide a new result on the existence of extremal solutions for second-order Dirichlet problems with deviation argument. As a novelty in this work, the nonlinearity need not be continuous or monotone. In order to obtain this new result,…

Classical Analysis and ODEs · Mathematics 2013-01-21 Rubén Figueroa

In various aspects of the spectral analysis of random Schroedinger operators monotonicity with respect to the randomness plays a key role. In particular, both the continuity properties and the low energy behaviour of the integrated density…

Spectral Theory · Mathematics 2007-08-06 Ivan Veselic'