相关论文: Introducing and solving generalized Black-Scholes …

We consider an abstract class of differential inclusions, which covers differential-algebraic and non-autonomous problems as well as problems with delay. Under weak assumptions on the operators involved, we prove the well-posedness of those…

In this paper, we show that the semiclassical calculus recently developed on nilpotent Lie groups and nilmanifolds include the functional calculus of suitable subelliptic operators. Moreover, we obtain Weyl laws for these operators. Amongst…

We consider some parabolic equations which are model problems for a variety of nonlinear generalizations to the Black-Scholes equation of mathematical finance. In particular, we prove local well-posedness for the Cauchy problem with initial…

We introduce a notion of generalized Triebel-Lizorkin spaces associated with sectorial operators in Banach function spaces. Our approach is based on holomorphic functional calculus techniques. Using the concept of $\mathcal{R}_s$-sectorial…

We study linear integro-differential equations in Hilbert spaces with operator-valued kernels and give sufficient conditions for the well-posedness. We show that several types of integro-differential equations are covered by the class of…

We introduce and investigate classes of normed or quasinormed distribution spaces of generalized smoothness that can be obtained by various interpolation methods applied to classical Sobolev, Nikolskii-Besov, and Triebel-Lizorkin spaces. An…

Self-adjoint Dirac systems and subclasses of canonical systems, which generalize Dirac systems are studied. Explicit and global solutions of direct and inverse problems are obtained. A local Borg-Marchenko-type theorem, integral…

In this paper we focus on qualitative properties of solutions to a nonlocal nonlinear partial integro-differential equation (PIDE). Using the theory of abstract semilinear parabolic equations we prove existence and uniqueness of a solution…

We use category theory to propose a unified approach to the Schur-Weyl dualities involving the general linear Lie algebras, their polynomial extensions and associated quantum deformations. We define multiplicative sequences of algebras…

We present simple conditions which ensure that a strongly elliptic operator $L$ generates an analytic semigroup on H\"older spaces on an arbitrary complete manifold of bounded geometry. This is done by establishing the equivalent property…

The paper addresses questions of existence and regularity of solutions to linear partial differential equations whose coefficients are generalized functions or generalized constants in the sense of Colombeau. We introduce various new…

The operators of fractional calculus come in many different types, which can be categorised into general classes according to their nature and properties. We conduct a formal study of the class known as weighted fractional calculus and its…

The difficulty for solving ill-posed linear operator equations in Hilbert space is reflected by the strength of ill-posedness of the governing operator, and the inherent solution smoothness. In this study we focus on the ill-posedness of…

We consider generalizations of Dunkl's differential-difference operators associated with groups generated by reflections. The commutativity condition is equivalent to certain functional equations. These equations are solved in many cases.…

It is well-known that any solution of the Laplace equation is a real or imaginary part of a complex holomorphic function. In this paper, in some sense, we extend this property into four order hyperbolic and elliptic type PDEs. To be more…

Fractional calculus generalizes the derivative and antiderivative operations of differential and integral calculus from integer orders to the entire complex plane. Methods are presented for using this generalized calculus with Laplace…

In this paper we prove a generalization of Montel's theorem for a class of first order elliptic equations with measurable coefficients involving Hodge-Dirac operators. We then apply this result to sequences of solutions of second order…

We present a new approach to solving polynomial ordinary differential equations by transforming them to linear functional equations and then solving the linear functional equations. We will focus most of our attention upon the first-order…

The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises in financial modeling. We employ the theory of abstract…

We study the complex powers $A^{z}$ of an elliptic, strictly positive pseudodifferential operator $A$ using an axiomatic method that combines the approaches of Guillemin and Seeley. In particular, we introduce a class of algebras,…