Results 21 to 30 of about 1,143,398 (157)
On some abstract version of the Cauchy-Kowalewski Problem
, 2004 We consider an abstract version of the Cauchy-Kowalewski Problem with the right hand side being free from the Lipschitz type conditions and prove the existence theorem.Comment: 6 pages, AMS ...
Zubelevich, Oleg
core +2 more sources
Well-posedness and averaging principle for Lévy-type McKean-Vlasov stochastic differential equations under local Lipschitz conditions [PDF]
, 2023 Ying Chao +3 more
openalex +2 more sources
BSDEs with terminal conditions that have bounded Malliavin derivative
, 2013 We show existence and uniqueness of solutions to BSDEs of the form $$ Y_t = \xi + \int_t^T f(s,Y_s,Z_s)ds - \int_t^T Z_s dW_s$$ in the case where the terminal condition $\xi$ has bounded Malliavin derivative.
Cheridito, Patrick, Nam, Kihun
core +1 more source
, 2008 In the context of a finite measure metric space whose measure satisfies a growth condition, we prove "T1" type necessary and sufficient conditions for the boundedness of fractional integrals, singular integrals, and hypersingular integrals on ...
Gatto, A. Eduardo
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Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients [PDF]
Stochastics, 2019 In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent property of strong
Zhun Gou, Ming-hui Wang, N. Huang
semanticscholar +1 more source
Asian Journal of Control, EarlyView.Abstract We study a nonlinear ψ−$$ \psi - $$ Hilfer fractional‐order delay integro‐differential equation ( ψ−$$ \psi - $$ Hilfer FrODIDE) that incorporates N−$$ N- $$ multiple variable time delays. Utilizing the ψ−$$ \psi - $$ Hilfer fractional derivative ( ψ−$$ \psi - $$ Hilfer‐FrD), we investigate the Ulam–Hyers––Rassias (U–H–R), semi‐Ulam–Hyers ...
Cemil Tunç, Osman Tunç
wiley +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Canadian Journal of Statistics, EarlyView.Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Commutators of potential type operators with Lipschitz symbols on variable Lebesgue spaces with different weights [PDF]
Mathematical Inequalities & Applications, 2019 We prove that a generalized Fefferman-Phong type condition on a pair of weights $u$ and $v$ is sufficient for the boundedness of the commutators of potential type operators from $L^{p(\cdot)}_v$ into $L^{q(\cdot)}_u$.
Luciana Melchiori +2 more
semanticscholar +1 more source
Semiclassical inequalities for Dirichlet and Neumann Laplacians on convex domains
Communications on Pure and Applied Mathematics, EarlyView.Abstract We are interested in inequalities that bound the Riesz means of the eigenvalues of the Dirichlet and Neumann Laplacians in terms of their semiclassical counterpart. We show that the classical inequalities of Berezin–Li–Yau and Kröger, valid for Riesz exponents γ≥1$\gamma \ge 1$, extend to certain values γ<1$\gamma <1$, provided the underlying ...
Rupert L. Frank, Simon Larson
wiley +1 more source
Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs
Communications on Pure and Applied Mathematics, EarlyView.Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley +1 more source