相关论文: Pathwise uniqueness for two dimensional reflecting…

The Cauchy problem for a multidimensional linear transport equation with discontinuous coefficient is investigated. Provided the coefficient satisfies a one-sided Lipschitz condition, existence, uniqueness and weak stability of solutions…

The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…

In this paper, we consider the reflected backward stochastic differential equations driven by G-Brownian motion (reflected G-BSDEs) whose coefficients satisfy the beta-order Mao's condition. The uniqueness is obtained by some a priori…

Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…

We use X^{s,b}-inspired spaces to prove a uniqueness result for Calderon's problem in a Lipschitz domain under the assumption that the conductivity is Lipschitz. For Lipschitz conductivities, we obtain uniqueness for conductivities close to…

In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…

We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and…

We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for…

We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized…

We give a very short proof of the fact that H1 functions on Lipschitz domains have L2 traces on the boundary of the domain.

We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side", under geometric, easily verifiable conditions. Our…

The aim of this paper is to analyse a WIS-stochastic differential equation driven by fractional Brownian motion with $H>\tfrac{1}{2}$. For this, we summarise the theory of fractional white noise and prove a fundamental $L^2$-estimate for…

We consider a d-dimensional stochastic differential equation with additive noise and a drift coefficient which is assumed only to be a bounded Borel function. We show that, for almost all choices of the driving Brownian path, the equation…

We prove pathwise uniqueness for an abstract stochastic reaction-diffusion equation in Banach spaces. The drift contains a bounded H\"{o}lder term; in spite of this, due to the space-time white noise it is possible to prove pathwise…

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…

We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…

We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…

In this paper we address the uniqueness issue in the classical Robin inverse problem on a Lipschitz domain $\Omega\subset\RR^n$, with $L^\infty$ Robin coefficient, $L^2$ Neumann data and isotropic conductivity of class $W^{1,r}(\Omega)$,…

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…

We give an elementary self-contained proof of the fact that the walk dimension of the Brownian motion on an arbitrary generalized Sierpi\'{n}ski carpet is greater than two, no proof of which in this generality had been available in the…