相关论文: CLT Variance Associated with Baxendale's SDE
This paper deals with fractional boundary value problems involving the Hilfer fractional differential operator of order $1 < \alpha \leq 2$ and type $0 \leq \beta \leq 1$. We derive the corresponding Lyapunov-type inequalities for two…
In this paper, we analyze a second-order differential equation with a piecewise constant argument and reflection coupled to periodic boundary conditions. Our main contribution is the construction of the related Green's function and a…
We show that the variance of centred linear statistics of eigenvalues of GUE matrices remains bounded for large $n$ for some classes of test functions less regular than Lipschitz functions. This observation is suggested by the limiting form…
This work tackles an inverse boundary value problem for a $p$-Laplace type partial differential equation parametrized by a smoothening parameter $\tau \geq 0$. The aim is to numerically test reconstructing a conductivity type coefficient in…
Several different problems make the study of the so called Lyapunov type inequalities of great interest, both in pure and applied mathematics. Although the original historical motivation was the study of the stability properties of the Hill…
This paper addresses the challenge of time-inconsistent stochastic control within a continuous-time framework. Its primary focus lies in uncovering a probabilistic representation, specifically in the shape of a system of backward stochastic…
In this study, we consider a boundary value problem generated by the Sturm-Liouville problem with a frozen argument and with non-separated boundary conditions on a time scale. Firstly, we present some solutions and characteristic function…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…
An analytical solution of the selfconsistent Vlasov equation is presented. The time evolution is entirely determined by the initial distribution function. The largest Lyapunov exponent is calculated analytically. For special parameters of…
The present work is devoted to the study of a boundary value problem for second order linear differential equation set on singular cylindrical domain. This problem can be regarded via a natural change of variables as an elliptic abstract…
We consider a number of boundary value problems involving the $p$-Laplacian. The model case is $-\Delta_p u=V|u|^{p-2}u$ for $u\in W_0^{1,2}(D)$ with $D$ a bounded domain in ${\bf R}^n$. We derive necessary conditions for the existence of…
We study a general discrete boundary value problem in Sobolev--Slobodetskii spaces in a plane quadrant and reduce it to a system of integral equations. We show a solvability of the system for a small size of discreteness starting from a…
In this paper, a Sturm--Liouville problem with some nonlocal boundary conditions of the Bitsadze-Samarskii type is studied. We show that the coefficients of the problem can be uniquely determined by a dense set of nodal points. Moreover, we…
In this work the existence of solutions of one-dimensional backward dou- bly stochastic differential equations (BDSDEs in short) where the coefficient is left-Lipschitz in y (may be discontinuous) and Lipschitz in z is studied. Also, the…
Observing renewed interest in long-standing (semi-) relativistic descriptions of bound states, we would like to make a few comments on the eigenvalue problem posed by the spinless Salpeter equation and, illustrated by the examples of the…
In this paper, Lyapunov type inequality is establish for fractional boundary value problem involving the k-Prabhakar fractional derivative.
We study the existence of positive solutions for a parameter-dependent nonlocal boundary value problem involving a Caputo fractional derivative, which generalizes a classic thermostat model. Our approach extends previous work by considering…
Boundary value problems for the nonlinear Schrodinger equation on the half line in laboratory coordinates are considered. A class of boundary conditions that lead to linearizable problems is identified by introducing appropriate extensions…
We consider the Laplace equation in a cracked plane with a nonclassical boundary conditions. This problem arises as a model of the flow in the fractured media. The main result is the theorem of existence and uniqueness of a solution in…
While it is known that one can consider the Cauchy problem for evolution equations with Caputo derivatives, the situation for the initial value problems for the Riemann-Liouville derivatives is less understood. In this paper we propose new…