On backward stochastic differential equations and strict local martingales [PDF]
, 2011 We study a backward stochastic differential equation whose terminal condition is an integrable function of a local martingale and generator has bounded growth in $z$.
Amadori +30 more
core +2 more sources
Positive Stabilization of Linear Differential Algebraic Equation System
International Journal of Differential Equations, 2016 We study in this paper the existence of a feedback for linear differential algebraic equation system such that the closed-loop system is positive and stable. A necessary and sufficient condition for such existence has been established. This result can be
Muhafzan
doaj +1 more source
Conjugacy and principal solution of generalized half-linear second order differential equations
Electronic Journal of Qualitative Theory of Differential Equations, 2012 We study the generalized half-linear second order differential equation and the associated Riccati type differential equation. We introduce the concepts of minimal and principal solutions of these equations and using these concepts we prove a new ...
Ondrej Dosly, J. Reznickova
doaj +1 more source
Wave solutions of the DMBBM equation and the cKG equation using the simple equation method
Frontiers in Applied Mathematics and Statistics, 2022 In this article, we transform the (1 + 1)-dimensional non-linear dispersive modified Benjamin-Bona-Mahony (DMBBM) equation and the (2 + 1)-dimensional cubic Klein Gordon (cKG) equation, which are the non-linear partial differential equations, into the ...
Jiraporn Sanjun, Aungkanaporn Chankaew
doaj +1 more source
Study of Growth of Certain Second Order Linear Differential Equations [PDF]
arXiv, 2023 In this article, we study about the solutions of second order linear differential equations by considering several conditions on the coefficients of homogenous linear differential equation and its associated non-homogenous linear differential equation.
arxiv
Tropical differential equations [PDF]
, 2015 Tropical differential equations are introduced and an algorithm is designed which tests solvability of a system of tropical linear differential equations within the complexity polynomial in the size of the system and in its coefficients.
Grigoriev, Dima
core +1 more source
L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension [PDF]
Arab Journal of Mathematical SciencesPurpose – The main motivation of this paper is to present the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established.
Hani Abidi +3 more
doaj +1 more source
A Semi-Linear Backward Parabolic cauchy Problem with Unbounded Coefficients of Hamilton-Jacobi-Bellman Type and Applications to optimal control [PDF]
, 2014 We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear ...
Addona, Davide
core +2 more sources
Modified Riccati technique for half-linear differential equations with delay
Electronic Journal of Qualitative Theory of Differential Equations, 2014 We study the half-linear differential equation $$ (r(t)\Phi(x'(t)))'+c(t)\Phi(x(\tau(t)))=0,\quad \Phi(x):=|x|^{p-2}x,\ p>1. $$ We formulate new oscillation criteria for this equation by comparing it with a certain ordinary linear or half-linear ...
Simona Fišnarová, Robert Marik
doaj +1 more source
Differential constraints compatible with linearized equations [PDF]
J. Nonlinear Math. Phys. 5 (1998), no. 4, 364-370, 1998 Differential constraints compatible with the linearized equations of partial differential equations are examined. Recursion operators are obtained by integrating the differential constraints.
arxiv +1 more source