Stochastic differential equations : strong well-posedness of singular and degenerate equations; numerical analysis of decoupled forward backward systems of McKean-Vlasov type

Ramasubramanian [16] has considered reflected backward stochastic differential equations (RBSDE’s) in an orthant with oblique reflection at the boundary.. He has established

As pointed out in the introduction, the connection between the BSDE (3,4) and the PDE (10) is well known for Markovian terminal conditions. The value of the unique solution y τ at

[9] Gozzi F., Marinelli C., Stochastic optimal control of delay equations arising in advertising models, Da Prato (ed.) et al., Stochastic partial differential equations

In this work, motivated essentially by the earlier works and their applications in diverse research subjects, we es- tablish some new P´ olya-Szeg¨ o inequalities involving

Graef, Existence results for boundary- value problems with nonlinear fractional differential inclusions and integral con- ditions, Electron.. Podlubny, Physical interpretation

Here, we prove strong well-posedness for stochastic systems of McKean-Vlasov type with Hölder drift, even in the measure argument, and uniformly non-degenerate Lipschitz

Eventually, we connect the forward and backward stochastic differential equations with normal constraints in law with partial differential equations stated on the Wasserstein space

In the case of the (TO) migration (asymmetric diffusion path) we found that, for two species (boron and carbon), the transition state is located near, or, in the tetrahedral site.