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We prove existence and uniqueness of the mild solution of an infinite dimensional, operator valued, backward stochastic Riccati equation. We exploit the regularizing properties of the semigroup generated by the unbounded operator involved…

最优化与控制 · 数学 2016-12-05 Giuseppina Guatteri , Gianmario Tessitore

For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…

偏微分方程分析 · 数学 2018-08-06 Monika Eisenmann , Etienne Emmrich , Volker Mehrmann

An operator Riccati equation from systems theory is considered in the case that all entries of the associated Hamiltonian are unbounded. Using a certain dichotomy property of the Hamiltonian and its symmetry with respect to two different…

谱理论 · 数学 2013-11-12 Christiane Tretter , Christian Wyss

We develop an operator approach to the integration of linear differential equations based on intertwining relations between differential operators. Conditions for the existence of intertwining operators are obtained, and it is shown that,…

数学物理 · 物理学 2026-02-17 O. V. Kaptsov

The singularly perturbed Riccati equation is the first-order nonlinear ODE $\hbar \partial_x f = af^2 + bf + c$ in the complex domain where $\hbar$ is a small complex parameter. We prove an existence and uniqueness theorem for exact…

经典分析与常微分方程 · 数学 2023-06-07 Nikita Nikolaev

We prove the existence and uniqueness of mild solutions for a specific class of time-fractional $\psi$-Caputo evolution systems with a derivative order ranging from 1 to 2 in Banach spaces. By using the properties of cosine and sine family…

偏微分方程分析 · 数学 2025-10-16 Hamza Ben Brahim , Fatima-Zahrae El Alaoui , Asmae Tajani , Delfim F. M. Torres

In this article we address the issue of uniqueness for differential and algebraic operator Riccati equations, under a distinctive set of assumptions on their unbounded coefficients. The class of boundary control systems characterized by…

最优化与控制 · 数学 2021-02-02 Paolo Acquistapace , Francesca Bucci

We establish existence and uniqueness for infinite dimensional Riccati equations taking values in the Banach space L 1 ($\mu$ $\otimes$ $\mu$) for certain signed matrix measures $\mu$ which are not necessarily finite. Such equations can be…

最优化与控制 · 数学 2019-11-06 Eduardo Abi Jaber , Enzo Miller , Huyen Pham

A novel integrability condition for the Riccati equation, the simplest form of nonlinear ordinary differential equations, is obtained by using elementary quadrature method. Under this condition, the analytic general solution is presented,…

可精确求解与可积系统 · 物理学 2026-04-09 Zhao Ji-Xiang

A recent problem [B. Gardas, J. Math. Phys. 52, 042104 (2011)] concerning an antilinear solution of the Riccati equation is solved. We also exemplify that a simplification of the Riccati equation, even under reasonable assumptions, can lead…

数学物理 · 物理学 2012-01-19 Bartek Gardas , Zbigniew Puchala

Let $ \{d_q, \Lambda^{q} \} $ be de Rham complex on a smooth compact closed manifold $X$ over $ \mathbb{R}^3 $ with Laplacians $\Delta_{q} $. We consider operator equations, associated with the parabolic differential operators $\partial_t +…

偏微分方程分析 · 数学 2022-07-07 Alexander Polkovnikov

This paper gives out the general solutions of variable coefficients ODE and Riccati equation by way of integral series E(X) and F(X). Such kinds of integral series are the generalized form of exponential function, and keep the properties of…

经典分析与常微分方程 · 数学 2011-08-16 Yimin Yan

Ten new exact solutions of the Riccati equation $dy/dx=a(x)+b(x)y+c(x)y^{2}$ are presented. The solutions are obtained by assuming certain relations among the coefficients $a(x)$, $b(x)$ and $c(x)$ of the Riccati equation, in the form of…

经典分析与常微分方程 · 数学 2014-01-03 Tiberiu Harko , Francisco S. N. Lobo , M. K. Mak

A Cauchy type integral operator is associated to a class of integrable vector fields with complex coefficients. Properties of the integral operator are used to deduce Holder solvability of semilinear equations and a strong similarity…

偏微分方程分析 · 数学 2015-11-09 C. Campana , P. L. Dattori Da Silva , A. Meziani

We introduce a new concept of unbounded solutions to the operator Riccati equation $A_1 X - X A_0 - X V X + V^\ast = 0$ and give a complete description of its solutions associated with the spectral graph subspaces of the block operator…

谱理论 · 数学 2007-05-23 Vadim Kostrykin , Konstantin A. Makarov , Alexander K. Motovilov

We prove the existence and uniqueness of a mild solution for a class of non-autonomous parabolic mixed stochastic partial differential equations defined on a bounded open subset $D \subset \mathbb{R}^d$ and involving standard and fractional…

概率论 · 数学 2018-03-29 Yuliya Mishura , Kostiantyn Ralchenko , Georgiy Shevchenko

We give two distinct infinite-Hamiltonian representations for the Riemann equation. One with first order Hamiltonian operators and another with third order-first order Hamiltonian operators. Both representations contain an arbitrary…

可精确求解与可积系统 · 物理学 2007-05-23 Refik Turhan

In this paper we derive a sufficient condition for the existence of a unique solution of a Cauchy type q-fractional problem (involving the fractional q-derivative of Riemann-Liouville type) for some nonlinear differential equations. The key…

偏微分方程分析 · 数学 2020-07-07 Lars-Erik Persson , Serikbol Shaimardan , Nariman Sarsenovich Tokmagambetov

An abstract nonautonomous parabolic linear-quadratic regulator problem with very general final cost operator P_T is considered, subject to the same assumptions under which a classical solution of the associated differential Riccati equation…

最优化与控制 · 数学 2024-12-30 Paolo Acquistapace , Francesco Bartaloni

For constants $\gamma \in (0,1)$ and $A\in (1,\infty)$, we prove existence and uniqueness of a solution to the singular and path-dependent Riccati-type ODE \begin{align*} \begin{cases} h'(y) = \frac{1+\gamma}{y}\big( \gamma -…

数理金融 · 定量金融 2024-03-01 Paolo Guasoni , Kasper Larsen , Giovanni Leoni
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