相关论文: The monotonicity condition for BSDE on manifolds
We obtain an upper bound on the value of $\lambda$ for which monotonic front solutions of the equation $\lambda u''' + u' = f(u)$ with $\lambda > 0$ may exist.
In this paper, the asymptotic behavior of the solutions of a monotone problem posed in a locally periodic oscillating domain is studied. Nonlinear monotone boundary conditions are imposed on the oscillating part of the boundary whereas the…
We obtain Lipschitz regularity results for a fairly general class of nonlinear first-order PDEs. These equations arise from the inner variation of certain energy integrals. Even in the simplest model case of the Dirichlet energy the…
In this paper, we are interested in solving general time interval multidimensional backward stochastic differential equations in $L^p$ $(p\geq 1)$. We first study the existence and uniqueness for $L^p$ $(p>1)$ solutions by the method of…
In this paper, we provide conditions which ensure that stochastic Lipschitz BSDEs admit Malliavin differentiable solutions. We investigate the problem of existence of densities for the first components of solutions to general path-dependent…
In this paper we address some questions about symmetry, radial monotonicity, and uniqueness for a semilinear fourth-order boundary value problem in the ball of $\mathbb R^2$ deriving from the Kirchhoff-Love model of deformations of thin…
This paper is dedicated to the analysis of forward backward stochastic differential equations driven by a L{\'e}vy process. We assume that the generator and the terminal condition are path-dependent and satisfy a local Lipschitz condition.…
The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…
This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…
We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…
In this paper we show that minima and stable solutions of a general energy functional of the form $$ \int_{\Omega} F(\nabla u,\nabla v,u,v,x)dx $$ enjoy some monotonicity properties, under an assumption on the growth at infinity of the…
In this short paper we show that March's criterion for the existence of a bounded non constant harmonic function on a weak model is also a necessary and sufficient condition for the solvability of the Dirichlet problem at infinity on a…
This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…
We consider the 1-harmonic flow of maps from a bounded domain into a submanifold of a Euclidean space, i.e. the gradient flow of the total variation functional restricted to maps taking values in the manifold. We restrict ourselves to…
We provide a probabilistic solution of a not necessarily Markovian control problem with a state constraint by means of a Backward Stochastic Differential Equation (BSDE). The novelty of our solution approach is that the BSDE possesses a…
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…
In this paper, we mainly focus on the existence of the viscosity solutions of \begin{equation*} \left\{ \begin{aligned} &H_1(x,Du_1(x),u_1(x),u_2(x))=0,\\ &H_2(x,Du_2(x),u_2(x),u_1(x))=0. \end{aligned} \right. \end{equation*} The standard…
In this paper, we introduce a class of backward stochastic equations (BSEs) that extend classical BSDEs and include many interesting examples of generalized BSDEs as well as semimartingale backward equations. We show that a BSE can be…
Differential inclusions with compact, upper semi-continuous, not necessarily convex right-hand sides in R^n are studied. Under a weakened monotonicity-type condition the existence of solutions is proved.
Solutions of a variational inequality are found by giving conditions for the monotone convergence with respect to a cone of the Picard iteration corresponding to its natural map. One of these conditions is the isotonicity of the projection…