相关论文: Existence and uniqueness of reflecting diffusions …

We consider solutions of the one-dimensional equation $-u'' +(Q+ \lambda V) u = 0$ where $Q: \mathbb{R} \to \mathbb{R}$ is locally integrable, $V : \mathbb{R} \to \mathbb{R}$ is integrable with supp$(V) \subset [0,1]$, and $\lambda \in…

An inverse problem of finding an obstacle and the boundary condition on its surface from the fixed-energy scattering data is studied. A new method is developed for a proof of the uniqueness results. The method does not use the discreteness…

In this paper we analyse a one-dimensional debonding model for a thin film peeled from a substrate when viscosity is taken into account. It is described by the weakly damped wave equation whose domain, the debonded region, grows according…

We consider the geometrical optics for refraction of a distant radio source by an interstellar plasma lens, with application to a lens with a Gaussian electron column density profile. The refractive properties of the lens are specified…

This paper presents existence and uniqueness results for reflected backward doubly stochastic differential equations (in short RBDDSEs) in a convex domain D. Moreover, using a stochastic flow approach a probabilistic interpretation for a…

Given any smooth plane curve {\alpha}(s)representing a mirror that reflects light the usual way and any radiant light source at a point in the plane, the reflected light will produce a caustic envelope. For such an envelope, we show that…

On the base of a 1D Shr\"{o}dinger equation the non-linear first-order differential equation (Ricatti type) for a quantum wave impedance function was derived. The advantages of this approach were discussed and demonstrated for a case of a…

Assume that a bounded scatterer is embedded into an infinite homogeneous isotropic background medium in two dimensions. The refractive index function is supposed to be piecewise constant. If the scattering interface contains a weakly or…

In this article, we build upon the work of Soner, Touzi and Zhang [Probab. Theory Related Fields 153 (2012) 149-190] to define a notion of a second order backward stochastic differential equation reflected on a lower c\`adl\`ag obstacle. We…

In this paper we will study the existence and uniqueness of the solution for the stochastic variational inequality with oblique subgradients of the following form:{l} dX_{t}+H(X_{t}) \partial \phi (X_{t}) (dt) \ni f(t,X_{t}) dt+g(t,X_{t})…

We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…

Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…

We study the existence and nonexistence of positive singular solutions to second-order non-divergence type elliptic inequalities with measurable coefficients. We prove the existence of a critical value $p^*$ that separates the existence…

We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…

This work is devoted to the study of the existence of at least one (non-zero) solution to a problem involving the discrete $p$-Laplacian. As a special case, we derive an existence theorem for a second-order discrete problem, depending on a…

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

In this paper, we prove a uniqueness result in the inverse problem of determining several non-constant coefficients of one-dimensional reaction-diffusion equations. Such reaction-diffusion equations include the classical model of…

In this paper we investigate the existence and uniqueness of bounded, periodic and almost periodic solutions for second order differential equations involving reflection of the argument.The relationship between frequency modules of forced…

We study the initial-boundary value problem for a nonlinear wave equation given by u_{tt}-u_{xx}+\int_{0}^{t}k(t-s)u_{xx}(s)ds+ u_{t}^{q-2}u_{t}=f(x,t,u) , 0 < x < 1, 0 < t < T, u_{x}(0,t)=u(0,t), u_{x}(1,t)+\eta u(1,t)=g(t),…