相关论文: Lipschitz-quadratic Regularization for Quadratic S…

In this paper, we study the nonhomogeneous Dirichlet problem concerning general semilinear elliptic equations in divergence form. We establish that the boundary Lipschitz regularity of solutions under some more weaker conditions on the…

Under a mild Lipschitz condition we prove a theorem on the existence and uniqueness of global solutions to delay fractional differential equations. Then, we establish a result on the exponential boundedness for these solutions.

Regularization methods have been recently developed to construct stable approximate solutions to classical partial differential equations considered as final value problems. In this paper, we investigate the backward parabolic problem with…

A finitely generated quadratic module or preordering in the real polynomial ring is called stable, if it admits a certain degree bound on the sums of squares in the representation of polynomials. Stability, first defined explicitly by…

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…

In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce iteration points by solving a sequence of stabilized quadratic…

We prove existence of strong solutions to a family of some semilinear parabolic free boundary problems by means of elliptic regularization. Existence of solutions is obtained in two steps: we first show some uniform energy estimates and…

This article studies quadratic semimartingale BSDEs arising in power utility maximization when the market price of risk is of BMO type. In a Brownian setting we provide a necessary and sufficient condition for the existence of a solution…

We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains…

This paper is concerned with a class of uncertain backward stochastic differential equations (UBSDEs) driven by both an $m$-dimensional Brownian motion and a $d$-dimensional canonical process with uniform Lipschitzian coefficients. Such…

In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…

Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the…

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 consider a class of multi-dimensional BSDEs on a finite time horizon (containing in particular Lipschitzian-quadratic BSDEs), whose terminal values are bounded as well as their corresponding Malliavin derivatives. We prove two results.…

Convergence results are shown for full discretizations of quasilinear parabolic partial differential equations on evolving surfaces. As a semidiscretization in space the evolving surface finite element method is considered, using a…

In this work we prove the existence of a smooth density for the solution to an SDE with locally Lipschitz and semimonotone drift, and will derive an exponential decay for this density and all of its derivatives as well. Our main tool in…

In this work, we consider the inverse problem of simultaneously recovering two classes of quasilinear terms appearing in a parabolic equation from boundary measurements. It is motivated by several industrial and scientific applications,…

We prove Besov boundary regularity for solutions of the homogeneous Dirichlet problem for fractional-order quasi-linear operators with variable coefficients on Lipschitz domains $\Omega$ of $\mathbb{R}^d$. Our estimates are consistent with…

We obtain Lipschitz regularity results for a fairly general class of nonlinear first-order PDEs. These equations arise from the inner variation of certain energy integrals. Even in the simplest model case of the Dirichlet energy the…

In this paper, we suggest a useful technique based on time change to be effective for dealing with the backward stochastic differential equations. We show the relation between the BSDEs with stochastic Lipschtz coeffecients and the ones…