相关论文: On the Dirichlet Problem for Backward Parabolic St…
The aim of this paper is to study, in the infinite dimensional framework, the existence and uniqueness for the solution of the following multivalued generalized backward stochastic differential equation, considered on a random, possibly…
In this paper we consider the Cauchy problem for $2m$-order stochastic partial differential equations of parabolic type in a class of stochastic Hoelder spaces. The Hoelder estimates of solutions and their spatial derivatives up to order…
A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential…
This paper is concerned with the existence and uniqueness of weak solutions to the Cauchy-Dirichlet problem of backward stochastic partial differential equations (BSPDEs) with nonhomogeneous terms of quadratic growth in both the gradient of…
We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…
We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…
We consider parabolic equations with mixed boundary conditions and domain inhomogeneities supported on a lower dimensional hypersurface, enforcing a jump in the conormal derivative. Only minimal regularity assumptions on the domain and the…
We present an abstract framework for treating the theory of well-posedness of solutions to abstract parabolic partial differential equations on evolving Hilbert spaces. This theory is applicable to variational formulations of PDEs on…
In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of the variational approach. For this purpose, we provide a…
Laplacians associated with domains with singular boundary conditions and are considered together with semigroups on generalized Sobolev spaces, they generate. Applications are given to stochastic PDEs with singular boundary conditions.
We discuss the attainability of sharp constants for the Maz'ya--Sobolev inequalities in wedges, "perturbed" wedges and bounded domains.
We consider a general inhomogeneous parabolic initial-boundary value problem for a $2b$-parabolic differential equation given in a finite multidimensional cylinder. We investigate the solvability of this problem in some generalized…
We consider constrained partial differential equations of hyperbolic type with a small parameter $\varepsilon>0$, which turn parabolic in the limit case, i.e., for $\varepsilon=0$. The well-posedness of the resulting systems is discussed…
We investigate the Cauchy-Dirichlet problem for linear parabolic equations in divergence form. Under mild assumptions on the source term and the domain, we prove the existence of globally H\"{o}lder continuous solutions. Notably, our…
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…
The Dirichlet problem in arbitrary domains for a wide class of anisotropic elliptic equations of the second order with variable exponent nonlinearities and the right-hand side as a measure is considered. The existence of an entropy solution…
We prove the existence of unique solutions to the Dirichlet boundary value problems for linear second-order uniformly parabolic operators in either divergence or non-divergence form with boundary blowup low-order coefficients. The domain is…
We consider the perturbation of parabolic operators of the form $\partial_t+P(x,D)$ by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the…
We consider linear parabolic equations on a random non-cylindrical domain. Utilizing the domain mapping method, we write the problem as a partial differential equation with random coefficients on a cylindrical deterministic domain.…
The unique solvability of parabolic equations in Sobolev spaces with mixed norms is presented. The second order coefficients (except $a^{11}$) are assumed to be only measurable in time and one spatial variable, and VMO in the other spatial…