相关论文: CLT Variance Associated with Baxendale's SDE

The eigenvalue problem of stochastic Hamiltonian systems with boundary conditions was studied by Peng \cite{peng} in 2000. For one-dimensional case, denoting by $\{\lambda_n\}_{n=1}^{\infty}$ all the eigenvalues of such an eigenvalue…

We consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) with one obstacle via the solution of reflected backward stochastic differential equations(RBSDE in short) with jumps. We show existence…

We present sufficient conditions for the existence of positive solutions for a class of fractional singular boundary value problems in presence of Caputo fractional derivative. Further, the nonlinearity involved has singularity with respect…

In this paper some open problems for Painlev\'e equations are discussed. In particular the following open problems are described: (i) the Painlev\'e equivalence problem; (ii) notation for solutions of the Painlev\'e equations; (iii)…

Regular Sturm-Liouville problems with indefinite weight functions may possess finitely many non-real eigenvalues. In this note we prove explicit bounds on the real and imaginary parts of these eigenvalues in terms of the coefficients of the…

The inverse problem of the calculus of variations consists in determining if the solutions of a given system of second order differential equations correspond with the solutions of the Euler-Lagrange equations for some regular Lagrangian.…

We study a Dirichlet-type boundary value problem for a pseudo-differential equation driven by the fractional Laplacian, with a non-linear reaction term which is resonant at infinity between two non-principal eigenvalues: for such equation…

We consider an inverse boundary problem for the dynamical Maxwell's equations. We show that the electric permittivity, conductivity, and magnetic permeability can be uniquely determined locally if there is a strictly convex foliation with…

We extend the results given by Colbois, Dryden and El Soufi on the relationships between the eigenvalues of the Laplacian and an extrinsic invariant called intersection index, in two directions. First, we replace this intersection index by…

The problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and…

In this paper, we study a class of eigenvalue problems involving both local as well as nonlocal operators, precisely the classical Laplace operator and the fractional Laplace operator in the presence of mixed boundary conditions, that is…

A connection, which shows the dependence of norming constants on boundary conditions, was found using the Gelfand-Levitan method for the solution of inverse Sturm-Liouville problem.

This paper considers the problem of uniqueness of the solutions to a class of Markovian backward stochastic differential equations (BSDEs) which are also connected to certain nonlinear partial differential equation (PDE) through a…

In this paper, we first prove existence and uniqueness of the solution of a backward doubly stochastic differential equation (BDSDE) and of the related stochastic partial differential equation (SPDE) under monotonicity assumption on the…

We study the inverse problem for the fractional Laplace equation with multiple nonlinear lower order terms. We show that the direct problem is well-posed and the inverse problem is uniquely solvable. More specifically, the unknown…

In this paper, we consider a stochastic decision problem for a system governed by a stochastic differential equation, in which an optimal decision is made in such a way to minimize a vector-valued accumulated cost over a finite-time horizon…

It is known that a $2\times 2$ quaternionic matrix has one, two or an infinite number of left eigenvalues, but the available algebraic proofs are difficult to generalize to higher orders. In this paper a different point of view is adopted…

Let $1 \leq m \leq n$ be two integers and $\Omega \Subset \C^n$ a bounded $m$-hyperconvex domain in $\C^n$. Using a variational approach, we prove the existence of the first eigenvalue and an associated eigenfunction which is…

In this paper we analyze possible extensions of the classical Steklov eigenvalue problem to the fractional setting. In particular, we find a nonlocal eigenvalue problem of fractional type that approximate, when taking a suitable limit, the…

In the paper, we investigate a local boundary value problem with transmitting condition of the integral form for mixed parabolic-hyperbolic equation with non-characteristic line of type changing. Two theorems on strong solvability and the…