相关论文: Lp Solutions of Quadratic BSDEs

We study a class of linearly coupled system of quasilinear equations. Under some assumptions on the nonlinear terms, we establish some results about the existence and regularity of vector solutions for the p-Laplacian systems by using…

We study solutions of the system of PDE $D\psi({\bf v}_t)=\text{div}DF(D{\bf v})$, where $\psi$ and $F$ are convex functions. This type of system arises in various physical models for phase transitions. We establish compactness properties…

We study the symmetry properties for solutions of elliptic systems of the type {ll}-\dive(a_1(x,|\nabla u^1|(X))\nabla u^1(X))=F_{1}(x, u^1(X),..., u^n(X)), ... -\dive(a_n(x,|\nabla u^n|(X))\nabla u^n(X))=F_{n}(x, u^1(X),..., u^n(X)), where…

Quadratization for partial differential equations (PDEs) is a process that transforms a nonquadratic PDE into a quadratic form by introducing auxiliary variables. This symbolic transformation has been used in diverse fields to simplify the…

We consider the nonlinear Neumann problem for fully nonlinear elliptic PDEs on a quadrant. We establish a comparison theorem for viscosity sub and supersolutions of the nonlinear Neumann problem. The crucial argument in the proof of the…

We derive monotonicity formulae for solutions of the fractional H\'{e}non-Lane-Emden equation \begin{equation*} (-\Delta)^{s} u=|x|^a |u|^{p-1} u \ \ \ \text{in } \ \ \mathbb{R}^n, \end{equation*} when $0<s<2$, $a>0$ and $p>1$. Then, we…

We prove concavity properties for solutions to anisotropic quasi-linear equations, extending previous results known in the Euclidean case. We focus the attention on nonsmooth anisotropies and in particular we also allow the functions…

In this paper, by introducing a new notion of envelope of the stochastic process, we construct a family of random differential equations whose solutions can be viewed as solutions of a family of ordinary differential equations and prove…

In our previous paper [Ekren, Touzi and Zhang (2015)], we introduced a notion of viscosity solutions for fully nonlinear path-dependent PDEs, extending the semilinear case of Ekren et al. [Ann. Probab. 42 (2014) 204-236], which satisfies a…

We give a new and rigorous duality relation between two central notions of weak solutions of nonlinear PDEs: entropy and viscosity solutions. It takes the form of the nonlinear dual inequality: \begin{equation}\int |S_t u_0-S_t v_0|…

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…

Motivated by the equation satisfied by the extremals of certain Hardy-Sobolev type inequalities, we show sharp $L^q$ regularity for finite energy solutions of p-laplace equations involving critical exponents and possible singularity on a…

In this paper, we propose an existence result pertaining to a nontrivial solution to the problem \begin{align*} \Bigg\{\begin{split} & \Delta^2_p u -\Delta_p u + \lambda V(x)|u|^{p-2}u = f(x,u)\,,\,x\in \mathbb{R}^N, & u \in…

A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with…

We introduce a notion of duality solution for a single or a system of transport equations in spaces of probability measures reminiscent of the viscosity solution notion for nonlinear parabolic equations. Our notion of solution by duality…

We present here some results for the PDE related to the logHeston model. We present different regularity results and prove a verification theorem that shows that the solution produced via the Feynman-Kac theorem is the unique viscosity…

We consider multi-dimensional junction problems for first- and second-order pde with Kirchoff-type Neumann boundary conditions and we show that their generalized viscosity solutions are unique. It follows that any viscosity-type…

We establish the equivalence between weak and viscosity solutions for non-homogeneous $p(x)$-Laplace equations with a right-hand side term depending on the spatial variable, the unknown, and its gradient. We employ inf- and sup-convolution…

In this paper, we study a class of quadratic Backward Stochastic Differential Equations (BSDEs) which arises naturally when studying the problem of utility maximization with portfolio constraints. We first establish existence and uniqueness…

In this paper we propose a new type of viscosity solutions for fully nonlinear path dependent PDEs. By restricting to certain pseudo Markovian structure, we remove the uniform non- degeneracy condition imposed in our earlier works [9, 10].…