相关论文: Backward Stochatic Differential Equations II

A boundary value problem on an unbounded domain, associated to difference equations with the Euclidean mean curvature operator is considered. The existence of solutions which are positive on the whole domain and decaying at infinity is…

This is the second in a series of papers. Here we develop here an intersection theory for manifolds equipped with an action of a finite group. As in our previous paper, our approach will be homotopy theoretic, enabling us to circumvent the…

We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…

Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between…

Inertial manifold theory, saddle point property and exponential dichotomy have been treated as different topics in the literature with different proofs. As a common feature, they all have the purpose of `splitting' the space to understand…

In this paper, we first prove existence and uniqueness of the solution of a backward doubly stochastic differential equation (BDSDE) and of the related stochastic partial differential equation (SPDE) under monotonicity assumption on the…

This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…

In this paper we study the homeomorphic properties of the solutions to one dimensional backward doubly stochastic differential equations under suitable assumptions, where the terminal values depend on a real parameter. Then, we apply them…

In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data.

Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…

For a mixed stochastic differential equation involving standard Brownian motion and an almost surely H\"older continuous process $Z$ with H\"older exponent $\gamma>1/2$, we establish a new result on its unique solvability. We also establish…

Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…

In this paper, we study a multidimensional backward stochastic differential equation (BSDE) with an additional rough drift (rough BSDE), and give the existence and uniqueness of the adapted solution, either when the terminal value and the…

The purpose of the paper is to review a variety of recent developments in the theory of positive solutions of general linear elliptic and parabolic equations of second-order on noncompact Riemannian manifolds, and to point out a number of…

We establish a second order smooth variational principle valid for functions defined on (possibly infinite-dimensional) Riemannian manifolds which are uniformly locally convex and have a strictly positive injectivity radius and bounded…

This paper deals with iteration stable (STIT) tessellations, and, more generally, with a certain class of tessellations that are infinitely divisible with respect to iteration. They form a new, rich and flexible class of spatio-temporal…

By using a certain second order differential equation, the notion of adapted coordinates on Finsler manifolds is defined and some classifications of complete Finsler manifolds are found. Some examples of Finsler metrics, with positive…

Starting from the classic contraction mapping principle, we establish a general, flexible, variational setting that turns out to be applicable to many situations of existence in Differential Equations. We show its potentiality with some…

This article is the second part in the series of articles where we are developing theory of valuations on manifolds. Roughly speaking valuations could be thought as finitely additive measures on a class of nice subsets of a manifold which…

This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak monotonicity condition and a general growth condition in $y$,…