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相关论文: Backward stochastic evolution equations in UMD Ban…

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The paper concerns foundations of sensitivity and stability analysis in optimization and related areas, being primarily addressed truncated constrained systems. We consider general models, which are described by multifunctions between…

最优化与控制 · 数学 2025-04-30 Boris S. Mordukhovich , Pengcheng Wu , Xiaoqi Yang

In this paper we consider two classes of backward stochastic differential equations. Firstly, under a Lipschitz-type condition on the generator of the equation, which can also be unbounded, we give sufficient conditions for the existence of…

概率论 · 数学 2018-03-08 Bujar Gashi , Jiajie Li

We establish an existence and uniqueness result for a class of multidimensional quadratic backward stochastic differential equations (BSDE). This class is characterized by constraints on some uniform a priori estimate on solutions of a…

概率论 · 数学 2018-03-12 Jonathan Harter , Adrien Richou

In this paper we establish the existence and uniqueness of solutions for nonlinear evolution equations on Banach space with locally monotone operators, which is a generalization of the classical result by J.L. Lions for monotone operators.…

偏微分方程分析 · 数学 2011-09-13 Wei Liu

In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev space $L^p(\Omega; C([0,T];W^{m,p}))$ with both $m\geq 1$ and…

概率论 · 数学 2011-05-10 Kai Du , Shanjian Tang , Qi Zhang

We study the Cauchy problem in $n$-dimensional space for the system of Navier-Stokes equations in critical mixed-norm Lebesgue spaces. Local well-posedness and global well-posedness of solutions are established in the class of critical…

偏微分方程分析 · 数学 2019-04-16 Tuoc Phan

We investigate mild solutions for stochastic evolution equations driven by a fractional Brownian motion (fBm) with Hurst parameter H in (1/3, 1/2] in infinite-dimensional Banach spaces. Using elements from rough paths theory we introduce an…

概率论 · 数学 2019-04-08 Robert Hesse , Alexandra Neamtu

We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and…

概率论 · 数学 2014-04-09 Markus C. Kunze

In this paper, two generalized algorithms for solving the variational inequality problem in Banach spaces are proposed. Then the strong convergence of the sequences generated by these algorithms will be proved under the suitable conditions.…

泛函分析 · 数学 2021-05-25 M. Ghadampour , E. Soori

The main objective of this article is to provide an alternative approach to the central result of [Eldred, A. Anthony, Kirk, W. A., Veeramani, P., Proximal normal structure and relatively nonexpansive mappings, Studia Math., vol 171(3),…

泛函分析 · 数学 2022-06-30 Abhik Digar , G. Sankara Raju Kosuru

In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, for short) with quadratic growth. The existence, comparison, and stability results for one-dimensional BDSDEs are proved when the generator…

概率论 · 数学 2022-05-12 Ying Hu , Jiaqiang Wen , Jie Xiong

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…

概率论 · 数学 2012-07-24 Kai Du , Shaokuan Chen

It is shown that the $p$-adic Banach spaces introduced by Emerton are isomorphic to the cohomology groups of the sheaf of continuous $\Q_{p}$-valued functions on a certain space. Some applications of this result are discussed.

数论 · 数学 2007-07-16 Richard Hill

For the Euler scheme of the stochastic linear evolution equations, discrete stochastic maximal $ L^p $-regularity estimate is established, and a sharp error estimate in the norm $ \|\cdot\|_{L^p((0,T)\times\Omega;L^q(\mathcal O))} $, $ p,q…

数值分析 · 数学 2024-11-12 Binjie Li , Xiaoping Xie

Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued H\"older spaces, we obtain a sharp Schauder estimate. As an application, the existence and uniqueness of solution to the…

偏微分方程分析 · 数学 2015-09-17 Kai Du , Jiakun Liu

We propose a forward-backward splitting algorithm based on Bregman distances for composite minimization problems in general reflexive Banach spaces. The convergence is established using the notion of variable quasi-Bregman monotone…

最优化与控制 · 数学 2016-10-10 Quang Van Nguyen

We present in this paper the theory of multivariate Banach spaces of random variables with exponential decreasing tails of distributions.

概率论 · 数学 2015-10-15 E. Ostrovsky , L. Sirota

This paper considers a general framework for the study of the existence of quasi-variational and variational solutions to a class of nonlinear evolution systems in convex sets of Banach spaces describing constraints on a linear combination…

偏微分方程分析 · 数学 2018-09-07 Fernando Miranda , José Francisco Rodrigues , Lisa Santos

In this paper, we continue our previous research studies of exponential ultradistribution semigroups in Banach spaces. The existence and uniqueness of analytical solutions of abstract fractional relaxation equations associated with the…

泛函分析 · 数学 2018-08-06 Marko Kosti\' c , Stevan Pilipovi\' c , Daniel Velinov

In this paper we consider a class of $p$-evolution equations of arbitrary order with variable coefficients depending on time and space variables $(t,x)$. We prove necessary conditions on the decay rates of the coefficients for the…

偏微分方程分析 · 数学 2023-09-12 Alexandre Arias Junior , Alessia Ascanelli , Marco Cappiello