Results 1 to 10 of about 442,383 (150)
Mild Solution for the Time-Fractional Navier–Stokes Equation Incorporating MHD Effects
Fractal and Fractional, 2022 The Navier–Stokes (NS) equations involving MHD effects with time-fractional derivatives are discussed in this paper. This paper investigates the local and global existence and uniqueness of the mild solution to the NS equations for the time fractional ...
Ramsha Shafqat +4 more
doaj +1 more source
Fractional evolution equation nonlocal problems with noncompact semigroups [PDF]
Opuscula Mathematica, 2016 This paper is concerned with the existence results of mild solutions to the nonlocal problem of fractional semilinear integro-differential evolution equations.
Xuping Zhang, Pengyu Chen
doaj +1 more source
Mild Solutions of Quantum Stochastic Differential Equations [PDF]
Electronic Communications in Probability, 2000 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
FAGNOLA, FRANCO, WILLS S. J.
openaire +4 more sources
Global mild solutions of Navier‐Stokes equations [PDF]
Communications on Pure and Applied Mathematics, 2011 AbstractWe establish a global well‐posedness of mild solutions to the three‐dimensional, incompressible Navier‐Stokes equations if the initial data are in the space ${\cal{X}}^{-1}$ defined by \input amssym ${\cal{X}}^{‐1} = \{f \in {\cal{D}}^\prime(R^3): \int_{{\Bbb{R}}^3}|\xi|^{‐1}|\widehat{f}|d\xi < \infty\}$ and if the norms of the initial data ...
Lei, Zhen, Lin, Fang-Hua
openaire +1 more source
Известия Иркутского государственного университета: Серия "Математика", 2022 In this work, we will introduce a fractional Duhamel principle and use it to establish the well-boundedness and stability of a mild solution to an original fractional stochastic equation with initial data.
N. Bouteraa
doaj +1 more source
Mild to Classical Solutions for XVA Equations Under Stochastic Volatility [PDF]
SSRN Electronic Journal, 2021 We extend the valuation of contingent claims in presence of default, collateral and funding to a random functional setting and characterise pre-default value processes by martingales. Pre-default value semimartingales can also be described by BSDEs with random path-dependent coefficients and martingales as drivers.
Damiano Brigo +2 more
openaire +4 more sources
The Burgers equation driven by a stochastic measure
Modern Stochastics: Theory and Applications, 2023 The class of one-dimensional equations driven by a stochastic measure μ is studied. For μ only σ-additivity in probability is assumed. This class of equations includes the Burgers equation and the heat equation.
Vadym Radchenko
doaj +1 more source
Stability analysis of partial differential variational inequalities in Banach spaces
Nonlinear Analysis, 2020 In this paper, we study a class of partial differential variational inequalities. A general stability result for the partial differential variational inequality is provided in the case the perturbed parameters are involved in both the nonlinear mapping ...
Faming Guo +3 more
doaj +1 more source
Extremal Mild Solutions of Hilfer Fractional Impulsive Systems
, 2021 The well established monotone iterative technique that is used to study the existence and uniqueness of fractional impulsive system is extended to Hilfer fractional order in this paper. The results are derived by using the method of upper and lower solution and Gronwall inequality.
Raghavan, Divya, Nagarajan, Sukavanam
openaire +2 more sources
Asymptotic properties of the parabolic equation driven by stochastic measure
Modern Stochastics: Theory and Applications, 2022 A stochastic parabolic equation on $[0,T]\times \mathbb{R}$ driven by a general stochastic measure, for which we assume only σ-additivity in probability, is considered. The asymptotic behavior of its solution as $t\to \infty $ is studied.
Boris Manikin
doaj +1 more source