相关论文: On existence, uniqueness and numerical approximati…

The object of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an…

We consider a new model for shunting inhibitory cellular neural networks, retarded functional differential equations with piecewise constant argument. The existence and exponential stability of almost periodic solutions are investigated. An…

In this work we study the existence of periodic and asymptotically periodic solutions of a system of nonlinear Volterra difference equations with infinite delay. By means of fixed point theory, we furnish conditions that guarantee the…

We derive an exact solution for a simple non-autonomous delay differential equation (DDE) over the entire real-time axis, representing it as a sum of Gaussian-shaped dynamics with distinct peak positions. This marks the first explicit…

In this paper, we study reflected backward stochastic difference equations (RBSDEs for short) with finitely many states in discrete time. The general existence and uniqueness result, as well as comparison theorems for the solutions, are…

This paper deals with the general discounted impulse control problem of a piecewise deterministic Markov process. We investigate a new family of epsilon-optimal strategies. The construction of such strategies is explicit and only…

We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…

This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be uniformly dissipative. On the one hand, via the reflection…

We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…

In this work we propose and analyze a numerical method for electrical impedance tomography of recovering a piecewise constant conductivity from boundary voltage measurements. It is based on standard Tikhonov regularization with a…

This paper studies the adaptive optimal control problem for a class of linear time-delay systems described by delay differential equations (DDEs). A crucial strategy is to take advantage of recent developments in reinforcement learning and…

In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…

In this paper we analyze a nonlinear abstract evolution equation with an infinite number of time-dependent time delays and a Lipschitz continuous nonlinear term. By using a fixed point argument we prove the existence of a mild solution.…

This work considers a second order impulsive coupled system of differential equations with generalized jump conditions in half-line, which can depend on the impulses of the unknown functions and their first derivatives. The arguments apply…

The analysis of the long-term behavior of the mathematical model of a neural network constitutes a suitable framework to develop new tools for the dynamical description of nonautonomous state-dependent delay equations (SDDEs). The concept…

This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…

We prove existence and uniqueness of solutions of a large class of initial-boundary-value problems characterized by a quasi-linear third order equation (the third order term being dissipative) on a finite space interval with Dirichlet,…

The current article examines the approximate controllability problem for non-instantaneous impulsive fractional evolution equations of order $1<\alpha<2$ with state-dependent delay in separable reflexive Banach spaces. In order to establish…

This paper deals with the local existence and uniqueness results for the solution of fractional differential equations with Hilfer-Hadamrd fractional derivative. Using Picard's approximations and generalizing the restrictive conditions…