On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach

2019 ◽  
pp. 187-219
Author(s):  
Toshiki Okumura
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
A Priori Estimates ◽  
A Priori ◽  
Strong Solutions ◽  
Priori Estimates

scholarly journals Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections

2020 ◽  
Author(s):  
Hanwu Li ◽  
Yongsheng Song
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
A Priori Estimates ◽  
A Priori ◽  
Backward Stochastic Differential Equations ◽  
Penalization Method ◽  
Priori Estimates ◽  
Uniqueness And Existence

Abstract In this paper, we study the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, which means that the solution lies between two prescribed processes. A new kind of approximate Skorohod condition is proposed to derive the uniqueness and existence of the solutions. The uniqueness can be proved by a priori estimates and the existence is obtained via a penalization method.

scholarly journals Lp-SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS

2012 ◽  
Vol 12 (03) ◽  
pp. 1150025 ◽  
Author(s):  
AUGUSTE AMAN
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Existence And Uniqueness ◽  
A Priori Estimates ◽  
A Priori ◽  
Stochastic Calculus ◽  
Technical Aspects ◽  
Doubly Stochastic ◽  
Priori Estimates ◽  
Lp Solutions

The goal of this paper is to solve backward doubly stochastic differential equations (BDSDEs, in short) under weak assumptions on the data. The first part is devoted to the development of some new technical aspects of stochastic calculus related to this BDSDEs. Then we derive a priori estimates and prove the existence and uniqueness of solution in Lp, p ∈ (1, 2), extending the work of Pardoux and Peng (see [12]).

scholarly journals A priori bounds of the solution of a one point IBVP for a singular fractional evolution equation

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Said Mesloub ◽  
Hassan Eltayeb Gadain
Keyword(s):  
Differential Equations ◽  
Evolution Equation ◽  
A Priori Estimates ◽  
Boundary Value ◽  
A Priori ◽  
Initial Boundary ◽  
A Priori Bounds ◽  
Fractional Evolution Equation ◽  
Priori Estimates ◽  
Initial Boundary Value

Abstract A priori bounds constitute a crucial and powerful tool in the investigation of initial boundary value problems for linear and nonlinear fractional and integer order differential equations in bounded domains. We present herein a collection of a priori estimates of the solution for an initial boundary value problem for a singular fractional evolution equation (generalized time-fractional wave equation) with mass absorption. The Riemann–Liouville derivative is employed. Results of uniqueness and dependence of the solution upon the data were obtained in two cases, the damped and the undamped case. The uniqueness and continuous dependence (stability of solution) of the solution follows from the obtained a priori estimates in fractional Sobolev spaces. These spaces give what are called weak solutions to our partial differential equations (they are based on the notion of the weak derivatives). The method of energy inequalities is used to obtain different a priori estimates.

scholarly journals Analytical solution of a class of nonlinear differential equations of the third order in the complex area

2021 ◽  
pp. 75-84
Author(s):  
Виктор Николаевич Орлов ◽  
Людмила Витальевна Мустафина
Keyword(s):  
Analytical Solution ◽  
Differential Equations ◽  
A Priori Estimates ◽  
Nonlinear Differential Equations ◽  
A Priori ◽  
A Priori Estimate ◽  
Third Order ◽  
The Third ◽  
Change Of Variables ◽  
Priori Estimates

В работе приводится доказательство теоремы существования и единственности аналитического решения класса нелинейных дифференциальных уравнений третьего порядка, правая часть которого представлена полиномом шестой степени, в комплексной области. Расширен класс рассматриваемых уравнений за счет новой замены переменных. Получена априорная оценка аналитического приближенного решения. Представлен вариант численного эксперимента оптимизации априорных оценок с помощью апостериорных. The article presents a proof of the theorem of the existence and uniqueness of the analytical solution of the class of nonlinear differential equations of the third order, with a polynomial right-hand side of the sixth degree, in the complex domain. The class of the considered equations has been extended by means of a new change of variables. An a priori estimate of the analytical approximate solution is obtained. A variant of the numerical experiment of optimizing a priori estimates using a posteriori estimates is presented.

scholarly journals Periodic solutions for second order differential equations with indefinite singularities

2019 ◽  
Vol 9 (1) ◽  
pp. 994-1007 ◽  
Author(s):  
Shiping Lu ◽  
Xingchen Yu
Keyword(s):  
Differential Equations ◽  
Periodic Solutions ◽  
A Priori Estimates ◽  
A Priori ◽  
Second Order ◽  
Continuation Theorem ◽  
Second Order Differential Equations ◽  
Priori Estimates ◽  
Negative Constant

Abstract In this paper, the problem of periodic solutions is studied for second order differential equations with indefinite singularities $$\begin{array}{} \displaystyle x''(t)+ f(x(t))x'(t)+\varphi(t)x^m(t)-\frac{\alpha(t)}{x^\mu(t)}+\frac{\beta(t)}{x^y (t)}=0, \end{array}$$ where f ∈ C((0, +∞), ℝ) may have a singularity at the origin, the signs of φ and α are allowed to change, m is a non-negative constant, μ and y are positive constants. The approach is based on a continuation theorem of Manásevich and Mawhin with techniques of a priori estimates.

scholarly journals The Cauchy Problem for a Dissipative Periodic 2-Component Degasperis-Procesi System

2014 ◽  
Vol 2014 ◽  
pp. 1-17
Author(s):  
Sen Ming ◽  
Han Yang ◽  
Ls Yong
Keyword(s):  
Cauchy Problem ◽  
Initial Data ◽  
Transport Equation ◽  
Wave Breaking ◽  
A Priori Estimates ◽  
A Priori ◽  
Strong Solutions ◽  
Well Posedness ◽  
Priori Estimates ◽  
The Cauchy Problem

The dissipative periodic 2-component Degasperis-Procesi system is investigated. A local well-posedness for the system in Besov space is established by using the Littlewood-Paley theory and a priori estimates for the solutions of transport equation. The wave-breaking criterions for strong solutions to the system with certain initial data are derived.

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