相关论文: CLT Variance Associated with Baxendale's SDE
In this paper the Green formula for the operator of fractional differentiation in Caputo sense is proved. By using this formula the integral representation of all regular in a rectangular domains solutions is obtained in the form of the…
In this work, we investigate a unique solvability of a direct and inverse source problem for a time-fractional partial differential equation with the Caputo and Bessel operators. Using spectral expansion method, we give explicit forms of…
In this work we establish existence and multiplicity of solutions for elliptic problem with nonlinear boundary conditions under strong resonance conditions at infinity. The nonlinearity is resonance at infinity and the reso- nance phenomena…
In this article, the boundary singularity for stationary solutions of the linearized Boltzmann equation with cut-off inverse power potential is analyzed. In particular, for cut-off hard-potential cases, we establish the asymptotic…
In this work we study Lie symmetry analysis of initial and boundary value problems for partial differential equations (PDE) with Caputo fractional derivative. We give generalized definition and theorem for the symmetry method for PDE with…
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…
We consider initial/boundary value problems for time-fractional parabolic PDE of order $0<\alpha<1$ with Caputo fractional derivative (also called fractional diffusion equations in the literature). We prove well-posedness of corresponding…
We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…
We improve results regarding the stability and attractivity of solutions $u$ of a large class of initial-boundary-value problems characterized by a semi-linear third order equation which may contain time-dependent coefficients. In the proof…
This paper is on further development of discrete complex analysis introduced by R. Isaacs, J. Ferrand, R. Duffin, and C. Mercat. We consider a graph lying in the complex plane and having quadrilateral faces. A function on the vertices is…
In this paper, we consider the backward stochastic differential equation (BSDE) with generator $f(y)|z|^2,$ where the function $f$ is defined on an open interval $D$ and locally integrable. The existence and uniqueness of bounded solutions…
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…
We continue the study of a non self-adjoint fractional three-term Sturm-Liouville boundary value problem (with a potential term) formed by the composition of a left Caputo and left-Riemann-Liouville fractional integral under {\it Dirichlet…
We demonstrate that the analytic solution for the set of energy eigenvalues of the semi-relativistic Coulomb problem reported by B. and L. Durand is in clear conflict with an upper bound on the ground-state energy level derived by some…
We deduce conditional $L_p$-estimates for the variation of a solution of a BSDE. Both quadratic and sub-quadratic types of BSDEs are considered, and using the theory of weighted bounded mean oscillation we deduce new tail estimates for the…
In a rectangular domain, a boundary-value problem is considered for a mixed-type equation with a regularized Caputo-like counterpart of hyper-Bessel differential operator and the bi-ordinal Hilfer's fractional derivative. Using the method…
In this paper, we give some properties and remarks of the new fractional Sobolev spaces with variable exponents. We also study the eigenvalue problem involving the new fractional $p(\cdot)$-Laplacian.
This paper presents a probabilistic interpretation for the weak Sobolev solution of the obstacle problem for semilinear parabolic partial integro-differential equations (PIDEs). The results of Leandre (1985) concerning the homeomorphic…
We study multidimensional difference equations with a continual variable in the Sobolev--Slobodetskii spaces. Using ideas and methods of the theory of boundary value problems for elliptic pseudo differential equations we suggest to consider…
Initial-boundary value problems in a bounded rectangle with different types of boundary conditions for two-dimensional Zakharov-Kuznetsov equation are considered. Results on global well-posedness in the classes of weak and regular solution…