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
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Conformable functional evolution equations with nonlocal conditions in Banach spaces [PDF]
Surveys in Mathematics and its Applications, 2023 In this paper, we study semilinear conformable fractional evolution equations with finite delay subjected to nonlocal initial conditions in an arbitrary Banach space.
Abderrahmane Boukenkoul , Mohamed Ziane
doaj
Fr\'echet differentiability of mild solutions to SPDEs with respect to the initial datum [PDF]
, 2019 We establish n-th order Fr\'echet differentiability with respect to the initial datum of mild solutions to a class of jump-diffusions in Hilbert spaces. In particular, the coefficients are Lipschitz continuous, but their derivatives of order higher than ...
Marinelli, Carlo, Scarpa, Luca
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Semilinear fractional differential equations: global solutions, critical nonlinearities and comparison results [PDF]
, 2015 In this work we study several questions concerning to abstract fractional Cauchy problems of order α ∈ (0, 1). Concretely, we analyze the existence of local mild solutions for the problem, and its possible continuation to a maximal interval of existence.
Andrade, Bruno de +3 more
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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
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Hydrogen production by electrolysis of a phosphate solution on a stainless steel cathode [PDF]
, 2010 The catalytic properties of phosphate species, already shown on the reduction reaction in anaerobic corrosion of steels, are exploited here for hydrogen production.
Basséguy, Régine +3 more
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Estimates of Mild Solutions of Navier–Stokes Equations in Weak Herz-Type Besov–Morrey Spaces
Mathematics, 2022 The main goal of this article is to provide estimates of mild solutions of Navier–Stokes equations with arbitrary external forces in Rn for n≥2 on proposed weak Herz-type Besov–Morrey spaces.
Ruslan Abdulkadirov, Pavel Lyakhov
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Analysis of Hilfer Fractional Integro-Differential Equations with Almost Sectorial Operators
Fractal and Fractional, 2021 In this work, we investigate a class of nonlocal integro-differential equations involving Hilfer fractional derivatives and almost sectorial operators. We prove our results by applying Schauder’s fixed point technique.
Kulandhaivel Karthikeyan +2 more
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On some existence results of mild solutions for nonlocal integrodifferential Cauchy problems in Banach spaces [PDF]
Opuscula Mathematica, 2011 In this paper, we study a class of integrodifferential evolution equations with nonlocal initial conditions in Banach spaces. Existence results of mild solutions are proved for a class of integrodifferential evolution equations with nonlocal initial ...
YanLong Yang, JinRong Wang
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Controllability of Impulsive ψ-Caputo Fractional Evolution Equations with Nonlocal Conditions
Mathematics, 2021 This paper is mainly concerned with the exact controllability for a class of impulsive ψ-Caputo fractional evolution equations with nonlocal conditions. First, by generalized Laplace transforms, a mild solution for considered problems is introduced. Next,
Longfei Lin, Yansheng Liu, Daliang Zhao
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