相关论文: The Equivalence between Uniqueness and Continuous …

This paper investigates $L^{1}$ solutions for mean-field backward stochastic differential equations (MFBSDEs) under different weak assumptions in both one-dimensional and multi-dimensional settings, whose generator $f(\omega,t,y,z,\mu)$…

The present paper is devoted to investigating the existence and uniqueness of solutions to a class of non-Lipschitz scalar valued backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs). In fact, when the…

We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator $g$ has an iterated-logarithmic uniform continuity in the…

In this paper, we study continuous properties of adapted solutions for backward stochastic differential equations with constraints (CBSDEs in short). Comparing with many existing literatures about this topic, our case is very general in the…

In this paper, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations (anticipated BDSDEs). The coefficients of these BDSDEs depend on the future value of the solution $(Y,…

A Backward Stochastic Differential Equation (BSDE) with a Peano-type generator, is known to have infinitely many solutions when the terminal value is vanishing, and is shown to have possibly multiple solutions even when the terminal value…

We improve the theorem on continuous dependence of solutions of functional differential equations (see J. Hale, Functional differential equations, theorem 5.1), using some new results on continuous convergences. Namely, we prove this…

The present paper is devoted to the study of the well-posedness of a type of BSDEs with triangularly quadratic generators. This work is motivated by the recent results obtained by Hu and Tang [14] and Xing and \v{Z}itkovi\'{c} [28]. By the…

In this paper, by introducing a new notion of envelope of the stochastic process, we construct a family of random differential equations whose solutions can be viewed as solutions of a family of ordinary differential equations and prove…

We establish near-optimal quantitative uniqueness of continuation for solutions of evolution equations vanishing on the lateral boundary. These results were obtained simply by combining existing observability inequalities and energy…

This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the past and the future. For a sufficiently small time delay or a…

In this paper, we obtain the local-in-time existence and uniqueness of solution to the Degasperis-Procesi equation in $B^1_{\infty,1}(\R)$. Moreover, we prove that the data-to-solution of this equation is continuous but not uniformly…

We investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators singular in $ y $. First, we establish the existence of solutions and a comparison theorem, thereby extending results in the literature.…

We give a complete characterization of all eternal solutions $b(x,t)$ of the KPZ fixed point satisfying the asymptotic slope condition $\lim_{|x| \to \infty} \frac{b(x,0)}{x} = 2\xi$. For fixed $\xi$, there is exactly one eternal solution…

In this paper we study one dimensional backward stochastic differential equations (BSDEs) with random terminal time not necessarily bounded or finite when the generator F(t,Y,Z) has a quadratic growth in Z. We provide existence and…

This paper extends the results of Ma, Wu, Zhang, Zhang [11] to the context of path-dependent multidimensional forward-backward stochastic differential equations (FBSDE). By path-dependent we mean that the coefficients of the…

The continuous dependence of solutions to certain (non-autonomous, partial, integro-differential-algebraic, evolutionary) equations on the coefficients is addressed. We give criteria that guarantee that convergence of the coefficients in…

In this paper we prove some uniqueness results for quadratic backward stochastic differential equations without any convexity assumptions on the generator. The bounded case is revisited while some new results are obtained in the unbounded…

We prove unique continuation properties for linear variable coefficient Schr\"odinger equations with bounded real potentials. Under certain smallness conditions on the leading coefficients, we prove that solutions decaying faster than any…

We prove the existence and uniqueness of a strong solution for an SDE on a semi-axis with singularities at the point 0. The result obtained yields, for example, the strong uniqueness of non-negative solutions to SDEs governing Bessel…