相关论文: On the Dirichlet Problem for Backward Parabolic St…
We study a class of non-divergence form elliptic and parabolic equations with singular first-order coefficients in an upper half space with the homogeneous Dirichlet boundary condition. In the simplest setting, the operators in the…
In this article, we introduce a new class of parabolic-type pseudo differential equations with variable coefficients over the p-adics. We establish the existence and uniqueness of solutions for the Cauchy problem associated with these…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
In a cylindrical space-time domain with a convex, spatial base, we establish a local Lipschitz estimate for weak solutions to parabolic systems with Uhlenbeck structure up to the lateral boundary, provided homogeneous Dirichlet data are…
We study a class of second-order degenerate linear parabolic equations in divergence form in $(-\infty, T) \times \mathbb R^d_+$ with homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial \mathbb R^d_+$, where $\mathbb…
Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable…
The parabolic integro-differential Cauchy problem with spatially dependent coefficients is considered in generalized Bessel potential spaces where smoothness is defined by L\'evy measures with O-regularly varying profile. The coefficients…
This paper presents existence and uniqueness results for reflected backward doubly stochastic differential equations (in short RBDDSEs) in a convex domain D. Moreover, using a stochastic flow approach a probabilistic interpretation for a…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…
The author proves the existence of strong solutions of the Dirichlet problem for the nonstationary Stokes system in polygonal domain. Here, the solutions are elements of weighted Sobolev spaces, where the weight function is a power of the…
A heat equation with uncertain domains is thoroughly investigated. Statistical moments of the solution is approximated by the counterparts of the shape derivative. A rigorous proof for the existence of the shape derivative is presented.…
In this article we study the Cauchy problem for a new class of parabolic-type pseudodifferential equations with variable coefficients for which the fundamental solutions are transition density functions of Markov processes in the four…
This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the…
This paper presents existence and uniqueness results for reflected system of quasilinear stochastic partial differential equations in a convex domain D from Rk. The method is based on the probabilistic interpretation of the solution by…
The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…
We consider mixed Steklov-Dirichlet eigenvalue problem on smooth bounded domains in Riemannian manifolds. Under certain symmetry assumptions on multiconnected domains in $\mathbb{R}^{n}$ with a spherical hole, we obtain isoperimetric…
We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…
It is shown that globally positive solutions of a linear second order parabolic partial differential equation on a bounded domain, with Dirichlet boundary conditions, are unique up to multiplication by a positive constant.
In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and uniformly continuous in z. We obtain a generalized comparison…