相关论文: The Viability Property for Path-dependent SDE unde…

We prove a Freidlin-Wentzell result for stochastic differential equations in infinite-dimensional Hilbert spaces perturbed by a cylindrical Wiener process. We do not assume the drift to be Lipschitz continuous, but only continuous with at…

We concern the effect of domain perturbation on the behaviour of stochastic partial differential equations subject to the Dirichlet boundary condition. Under some assumptions, we get an estimate for the solutions under changes of the…

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

We present a novel uncertainty quantification approach for high-dimensional stochastic partial differential equations that reduces the computational cost of polynomial chaos methods by decomposing the computational domain into…

Consider operators $L^{V}:=\Delta + V$ in a bounded Lipschitz domain $\Omega \subset \mathbb{R}^N$. Assume that $V\in C^{1,1}(\Omega)$ and $V$ satisfies $V(x) \leq \overline{a} \mathrm{dist}(x,\partial\Omega)^{-2}$ in $\Omega$ and a second…

In this paper, we study the Cauchy-Dirichlet problem \begin{equation*} \left\{ \begin{array}{ll} \mbox{$\partial_t u - \operatorname{div} \left( D_\xi f(t, Du)\right) = 0$ } & \mbox{in $\Omega_T$}, \\[5pt] \mbox{$u = u_o$} & \mbox{on…

Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the equation can be degenerate. Some generalized solutions…

We study the $\bar\partial$ equation subject to various boundary value conditions on bounded simply connected Lipschitz domains $D\subset\mathbb C$: for the Dirichlet problem with datum in $L^p(bD, \sigma)$, this is simply a restatement of…

We prove new boundary Harnack inequalities in Lipschitz domains for equations with a right hand side. Our main result applies to non-divergence form operators with bounded measurable coefficients and to divergence form operators with…

The Dirichlet boundary value problem for the Stokes operator with $L^p$ data in any dimension on domains with conical singularity (not necessary a Lipschitz graph) is considered. We establish the solvability of the problem for all $p\in…

I was asked to make my, by now quite old PhD thesis, available on the arxiv, for parts of it was never submitted for publication. The thesis offers a systematic study of stochastic differential equations (SDEs) on non-compact spaces. In…

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

We study a class of stochastic differential equations with non-Lipschitzian coefficients.A unique strong solution is obtained and a large deviation principle of Freidln-Wentzell type has been established.

The paper deals with the integral equation approach to steady kinematic dynamo models in finite domains based on Biot-Savart's law. The role of the electric potential at the boundary is worked out explicitly. As an example, a modified…

We consider a system of semilinear partial differential equations (PDEs) with a nonlinearity depending on both the solution and its gradient. The Neumann boundary condition depends on the solution in a nonlinear manner. The uniform…

In this paper we present a self-contained variational theory of the layer potentials for the Stokes problem on Lipschitz boundaries. We use these weak definitions to show how to prove the main theorems about the associated Calder\'on…

In this paper, we derive a characterization theorem for the path-independent property of the density of the Girsanov transformation for {\it degenerated} stochastic differential equations (SDEs), extending the characterization theorem of…

We consider the problem of constructing transparent boundary conditions for the time-dependent Schr\"odinger equation with a compactly supported binding potential and, if desired, a spatially uniform, time-dependent electromagnetic vector…

We extend some methods developed by Albeverio, Brze\'{z}niak and Wu and we show how to apply them in order to prove existence of global strong solutions of stochastic differential equations with jumps, under a local one-sided Lipschitz…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…