相关论文: Linear stochastic equations in the critical case

In this article we investigate consistency and asymptotic normality of the maximum likelihood and the posterior distribution of the parameters in the context of state space stochastic differential equations (SDEs). We then extend our…

Existence results for a class of Choquard equations with potentials are established. The potential has a limit at infinity and it is taken invariant under the action of a closed subgroup of linear isometries of $\mathbb{R}^N$. As a…

Asymptotic solutions are derived for inhomogeneous differential equations having a large real or complex parameter and a simple turning point. They involve Scorer functions and three slowly varying analytic coefficient functions. The…

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

We study a class of nonlinear non-autonomous nonlocal equations with subcritical and critical exponential nonlinearity. The involved potential can vanish at infinity.

Systems of the form $x = (A x^s)^{1/s} + b$ arise in a range of economic, financial and control problems, where $A$ is a linear operator acting on a space of real-valued functions (or vectors) and $s$ is a nonzero real value. In these…

In this paper, we classify the solutions of the critical semilinear problem involving the logarithmic Laplacian $$(E)\qquad \qquad\qquad\qquad\qquad \mathcal{L}_\Delta u= k u\log u,\qquad u\geq0 \quad \ {\rm in}\ \ \mathbb{R}^n,…

This paper considers the asymptotic behaviour of deterministically and stochastically forced linear pantograph equations. The asymptotic behaviour is studied in the case when all solutions of the pantograph equation without forcing tend to…

We study analytical and computational aspects for Dirichlet problem on the unit ball $B$: $|x|<1$ in $R^n$, modeled on the equation \[ \Delta u +\lambda \left(u^p+u^q \right)=0, \;\; \mbox{in $B$}, \;\; u=0 \s \mbox{on $\partial B$}, \]…

In this paper we investigate the existence of the positive solutions for the following nonlinear Schr\"odinger equation $$ -\triangle u+V(x)u=K(x)|u|^{p-2}u\ {in}\ \mathbb{R}^N $$ where $V(x)\sim a|x|^{-b}$ and $K(x)\sim \mu|x|^{-s}$ as…

Singularly-perturbed ordinary differential equations often exhibit Stokes' phenomenon, which describes the appearance and disappearance of oscillating exponentially small terms across curves in the complex plane known as Stokes curves.…

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior…

One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…

We consider a class of backward stochastic differential equations (BSDEs) with singular terminal condition and develop a numerical scheme to approximate their solution. To this end, we extend an asymptotic development of the BSDE solution…

We consider boundary value problems for stochastic differential equations of second order with a small parameter. For this case we prove a special existence and unicity theorem for strong solutions. The asymptotic behavior of these…

We consider the one-dimensional nonlinear Schr\"odinger equation $$ iu_t + u_{xx} + \mathcal{N}(u)u=0, \quad x,t \in \mathbb R, $$ with the nonlinearity term that is expressed as a sum of powers, possibly infinite: $$ \mathcal{N}(u) = \sum…

An old question in Ramsey theory asks whether any finite coloring of the natural numbers admits a monochromatic pair $\{x+y,xy\}$. We answer this question affirmatively in a strong sense by exhibiting a large new class of non-linear…

We study the focusing NLS equation in $\mathbb{R}^N$ in the mass-supercritical and energy-subcritical (or intercritical) regime, with $H^1$ data at the mass-energy threshold $ \mathcal{ME}(u_0)=\mathcal{ME}(Q)$, where $Q$ is the ground…

We study some properties concerning the asymptotic behavior of solutions to nonautonomous retarded functional differential equations, depending on the knowledge of certain solutions of the associated generalized characteristic equation.

In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…