相关论文: Density analysis of BSDEs

In this paper we mainly investigate the inviscid limit for the strong solutions of the finite extensible nonlinear elastic (FENE) dumbbell model. By virtue of the Littlewood-Paley theory, we first obtain a uniform estimate for the solution…

In this paper, we study the asymptotic posterior distribution of linear functionals of the density. In particular, we give general conditions to obtain a semiparametric version of the Bernstein-Von Mises theorem. We then apply this general…

This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…

We introduce a new method to establish time-quantitative density in flat dynamical systems. First we give a shorter and different proof of our earlier result that a half-infinite geodesic on an arbitrary finite polysquare surface P is…

Given two continuity equations with density-dependent velocities, we provide a new formula for the Wasserstein distance between the solutions in terms of the difference of velocities evaluated at the same density. The formula is…

We study a model for lithium (Li) electrodeposition on Li-metal electrodes that leads to dendritic pattern formation. The model comprises of a system of three coupled PDEs, taking the form of an Allen--Cahn equation, a Nernst--Planck…

In previous works we have introduced a new method called the lent particle method which is an efficient tool to establish existence of densities for Poisson functionals. We now go further and iterate this method in order to prove smoothness…

We consider a Stochastic Differential Equation driven by a L\'evy process whose L\'evy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the…

We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…

This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak monotonicity condition and a general growth condition in $y$,…

In this paper, we investigate the existence and concentration of solutions to a $(p,N)$-Laplace equation in $\mathbb{R}^N$ involving a discontinuous nonlinearity and critical exponential growth. To establish the existence of solutions, we…

Building on results developed in https://doi.org/10.48550/arXiv.2404.14902, where It\^{o}-SDEs with possibly degenerate and discontinuous dispersion coefficient and measurable drift were analyzed with respect to a given (sub-)invariant…

We give lower bounds for the density $p_T(x,y)$ of the law of $X_t$, the solution of $dX_t=\sigma (X_t) dB_t+b(X_t) dt,X_0=x,$ under the following local ellipticity hypothesis: there exists a deterministic differentiable curve $x_t, 0\leq…

We consider divergence form uniformly parabolic SPDEs with bounded and measurable leading coefficients and possibly growing lower-order coefficients in the deterministic part of the equations. We look for solutions which are summable to the…

We investigate the regularity of local weak solutions to evolution equations of the form \[…

The purpose of this review paper is to present our recent results on nonlinear and nonlocal mathematical models arising from modern financial mathematics. It is based on our four papers written jointly by J. Cruz, M. Grossinho, D. Sevcovic,…

Historically the finite volume methods have been developed for the numerical integration of conservation laws. In this study we present some recent results on the application of such schemes to dispersive PDEs. Namely, we solve numerically…

For a parabolic equation associated to a uniformly elliptic operator, we obtain a $W^{3, \varepsilon}$ estimate, which provides a lower bound on the Lebesgue measure of the set on which a viscosity solution has a quadratic expansion. The…

The purpose of this paper is to investigate general mean-field backward stochastic differential equations (MFBSDEs) in multi-dimension with diagonally quadratic generators $f(\omega,t,y,z,\mu)$, that is, the coefficients depend not only on…

In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…