相关论文: Backward Stochatic Differential Equations II

For Riemannian metrics of constant positive curvature on a punctured sphere with conic singularities at the punctures and co-axial monodromy of the developing map, possible angles at the singularities are completely described. This…

The aim of this article is to highlight the interest to apply Differential Geometry and Mechanics concepts to chaotic dynamical systems study. Thus, the local metric properties of curvature and torsion will directly provide the analytical…

This paper describes, in the case of the unit circle, several applications of a geometrically intrinsic treatment of counterparts of classical electrostatics, previously developed in [4] and [5].

We prove some general results on the existence and uniqueness of solutions to the Liouville equation. Then, we discuss the sharpness and possible generalizations. Finally, we give several applications, arising in both mathematics and…

This is the second part of a series devoting to the generalizations and applications of common theorems in variational bifurcation theory. Using abstract theorems in the first part we obtain many new bifurcation results for quasi-linear…

The purpose of this paper is to study certain set-valued integrals in UMD Banach spaces and provide a compatible form of the martingale representation theorem for set-valued martingales. Under specific conditions, these martingales can be…

We establish existence, uniqueness and regularity of solution results for a class of backward stochastic partial differential equations with singular terminal condition. The equation describes the value function of non-Markovian stochastic…

We review the formulation of the stochastic Burgers equation as a martingale problem. One way of understanding the difficulty in making sense of the equation is to note that it is a stochastic PDE with distributional drift, so we first…

In this note, we introduce a new curvature condition called the $2-$positive bisectional curvature on compact K\"{a}hler manifolds. We then deduce a characterization theorem for manifolds with $2-$positive bisectional curvature, which can…

In a stochastic volatility framework, we find a general pricing equation for the class of payoffs depending on the terminal value of a market asset and its final quadratic variation. This allows a pricing tool for European-style claims…

In this paper, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations (anticipated BDSDEs). The coefficients of these BDSDEs depend on the future value of the solution $(Y,…

In this paper, we are concerned with the problem of existence of solutions for generalized reflected backward stochastic differential equations (GRBSDEs for short) and generalized backward stochastic differential equations (GBSDEs for…

The stability and the index of complete one-sided minimal surfaces of certain three-dimensional Riemannian manifolds with positive scalar curvature are studied.

We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also…

Standard singularity theorems are proven in Lorentzian manifolds of arbitrary dimension n if they contain closed trapped submanifolds of arbitrary co-dimension. By using the mean curvature vector to characterize trapped submanifolds, a…

In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…

A new formulation of boundary value problems in gradient elasticity is presented in this work. The main outcome is the construction of partial differential systems of second order, which are typically equivalent with the well known fourth…

This paper contains a set of lecture notes on manifolds with boundary and corners, with particular attention to the space of quantum states. A geometrically inspired way of dealing with these kind of manifolds is presented,and explicit…

We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…

Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable…