Results 121 to 130 of about 186 (147)

Stability and Markov property of forward backward minimal supersolutions

Electronic Journal of Probability, 2016
We show stability and locality of the minimal supersolution of a forward backward stochastic differential equation with respect to the underlying forward process under weak assumptions on the generator. The forward process appears both in the generator and the terminal condition.
Samuel Drapeau
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ON LEAST SUPERSOLUTIONS FOR A PROBLEM WITH AN OBSTACLE

Mathematics of the USSR-Izvestiya, 1973
The existence of a least supersolution on a closed convex set of functions is proved for certain classes of quasilinear elliptic and parabolic equations. Such a least supersolution is a solution of a variational inequality.
openaire   +2 more sources

Smallest g-supersolution with constraint

Applied Mathematics-A Journal of Chinese Universities, 2000
This paper studies the backward stochastic differential equation \[ Y_t = \xi + \int_t^T g(s,Y_s,Z_s) ds + A_T-A_t - \int_t^T Z_s dW_s \] with the constraint \(\varphi(t,Y_t,Z_t)\equiv 0\). Assuming the existence of a solution satisfying additional integrability requirements, the author shows the existence of a unique minimal solution within this class.
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On the growth of supersolutions of nonlinear PDE’s on exterior domains

Nonlinear Analysis, 2016
The authors obtain a comparison principle on annuli, with ``catenoid-like'' functions, for supersolutions of non-linear elliptic PDEs \[ L_\phi(u)=\mathrm{div} (|\nabla u|^{-1}\phi(|\nabla u|)\nabla u)\leq 0\leq L_\phi(v_1) \] over exterior domains in a non-positively curved manifold with a pole.
Impera, Debora, Pigola, Stefano
openaire   +3 more sources

Convergence properties of supersolutions and -superharmonic functions

Nonlinear Analysis: Theory, Methods & Applications, 1997
O Martio
exaly   +2 more sources

Subsolution–supersolution method in variational inequalities

Nonlinear Analysis: Theory, Methods & Applications, 2001
The subsolution-supersolution method for equations is extended to a class of elliptic variational inequalities of the type \[ \int_\Omega A(x,\nabla u) \cdot(\nabla v-\nabla u)\;dx\geq \int_\Omega F(x,u)(v-u)\;dx \] \(\forall v\in K, \;K\subset W^{1,p}(\Omega),\) closed convex. Under additional assumptions on \(K\), the author proves the existence of a
openaire   +1 more source

The sub- and supersolution method for variational–hemivariational inequalities

Nonlinear Analysis: Theory, Methods & Applications, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Nonlinear superharmonic functions and supersolutions

Journal of Fixed Point Theory and Applications, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Shape supersolutions and quasi-minimizers

2015
In this chapter we consider measurable sets Ω ⊂ ℝ d , which are optimal for some given shape functional ℱ, with respect to external perturbations, i.e.
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The Limitation Theorem of g-Supersolution for BSDEs

Advanced Materials Research, 2013
The author discusses the limitation theorem of g - supersolution for BSDEs under non-Lipschitzian coefficient. In order to get the result, the author investigates the existence and uniqueness of solution for a class BSDEs with the same drift coefficient g, and also obtain the comparison theorem.
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