中文
相关论文

相关论文: $L^p$ solutions of doubly reflected BSDEs under ge…

200 篇论文

In this paper, we study the convergence rate between reflected backward stochastic differential equations with quadratic generators and their penalized BSDEs. Using techniques of BMO martingales, we prove the convergence rate is at order…

概率论 · 数学 2026-05-28 Guangyan Jia , Peng Luo , Mengbo Zhu

In this paper, we study multidimensional generalized BSDEs that have a monotone generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. First, we prove the existence and uniqueness of…

概率论 · 数学 2017-04-10 M'hamed Eddahbi , Imade Fakhouri , Youssef Ouknine

In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and uniformly continuous in z. We obtain a generalized comparison…

概率论 · 数学 2011-05-25 Qian Lin

This paper introduces new variational methods centered on the direct application of a profile decomposition theorem for bounded sequences in Sobolev spaces. We employ these methods to prove the existence of ground state solutions for a…

偏微分方程分析 · 数学 2026-01-12 Diego Ferraz

We show the existence of solution in the maximal $L_p-L_q$ regularity framework to a class of symmetric parabolic problems on a uniformly $C^2$ domain in ${\mathcal R}$. Our approach consist in showing ${\mathcal R}$ - boundedness of…

偏微分方程分析 · 数学 2019-09-16 Tomasz Piasecki , Yoshihiro Shibata , Ewelina Zatorska

In this paper we are concerned with the regularity of solutions to a nonlinear elliptic system of $m$ equations in divergence form, satisfying $p$ growth from below and $q$ growth from above, with $p \leq q$; this case is known as $p,…

偏微分方程分析 · 数学 2021-08-27 G. Cupini , F. Leonetti , E. Mascolo

In the first part of the paper, we study reflected backward stochastic differential equations (RBSDEs) with lower obstacle which is assumed to be right upper-semicontinuous but not necessarily right-continuous. We prove existence and…

In this paper we study logarithmic double phase problems with variable exponents involving nonlinearities that have generalized critical growth. We first prove new continuous and compact embedding results in order to guarantee the…

偏微分方程分析 · 数学 2025-07-21 Rakesh Arora , Ángel Crespo-Blanco , Patrick Winkert

We consider stationary $p$-Schr\"odinger equations on the whole space with integrable data and potentials that are confining in measure. We introduce asymptotic energy solutions in an asymptotic $L^p$ framework and establish existence and…

偏微分方程分析 · 数学 2026-04-17 Nuno J. Alves , José Miguel Urbano

We prove Lipschitz continuity results for solutions to a class of obstacle problems under standard growth conditions of $p$-type, $p \geq 2$. The main novelty is the use of a linearization technique going back to [28] in order to interpret…

偏微分方程分析 · 数学 2022-10-13 Carlo Benassi , Michele Caselli

In this paper, we study a kind of constrained backward stochastic differential equations (BSDEs) such that the nonlinear expectation of the composition of a loss function and the solution remains above zero. The existence and uniqueness…

概率论 · 数学 2025-11-24 Hanwu Li

We establish existence of finite energy weak solutions to the kinetic Fokker-Planck equation and the linearized Landau equation near Maxwellian, in the presence of specular reflection boundary condition for general domains. Moreover, by…

偏微分方程分析 · 数学 2021-11-19 Hongjie Dong , Yan Guo , Timur Yastrzhembskiy

We introduce a new type of reflected backward stochastic differential equations (BSDEs) for which the reflection constraint is imposed on its main solution component, denoted as $Y$ by convention, but in terms of its conditional expectation…

概率论 · 数学 2022-11-15 Ying Hu , Jianhui Huang , Wenqiang Li

We consider the steady-state Boussinesq system in the whole three-dimensional space, with the action of external forces and the gravitational acceleration. First, for $3<p\leq +\infty$ we prove the existence of weak $L^p$-solutions.…

偏微分方程分析 · 数学 2023-07-24 Oscar Jarrin

We show, using a Knapp-type homogeneity argument, that the $(L^p, L^2)$ restriction theorem implies a growth condition on the hypersurface in question. We further use this result to show that the optimal $(L^p, L^2)$ restriction theorem…

经典分析与常微分方程 · 数学 2007-05-23 Alex Iosevich

This paper is dedicated to the analysis of forward backward stochastic differential equations driven by a L{\'e}vy process. We assume that the generator and the terminal condition are path-dependent and satisfy a local Lipschitz condition.…

概率论 · 数学 2025-10-03 Hannah Geiss , Céline Labart , Adrien Richou , Alexander Steinicke

To verify the universal validity of the "two-sided" monotonicity condition introduced in [8], we will apply it to include more classical examples. The present paper selects the $L^{p}$ convergence case for this purpose. Furthermore, Theorem…

经典分析与常微分方程 · 数学 2007-05-23 Rui-Jun Le , Song-Ping Zhou

We introduce elliptic and parabolic $\mathcal{B}_{1}$ classes that generalize the well-known $\mathfrak{B}_{p}$ classes of DeGiorgi, Ladyzhenskaya and Ural'tseva with $p>1$. New classes are applied to prove pointwise continuity of solutions…

偏微分方程分析 · 数学 2020-06-11 Igor I. Skrypnik , Mykhailo V. Voitovych

We study the problem of L^p-boundedness (1 < p < \infty) of operators of the form m(L_1,...,L_n) for a commuting system of self-adjoint left-invariant differential operators L_1,...,L_n on a Lie group G of polynomial growth, which generate…

泛函分析 · 数学 2013-03-08 Alessio Martini

This paper deals with generalized backward doubly stochastic differential equations driven by a L\'evy process (GBDSDEL, in short). Under left or right continuous and linear growth conditions, we prove the existence of minimal (resp.…

概率论 · 数学 2021-11-09 Jean Marc Owo , Auguste Aman