scholarly journals SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions

2016 ◽  
Vol 2016 ◽  
pp. 1-9
Author(s):  
Pengju Duan
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Cauchy Sequence ◽  
Existence And Uniqueness ◽  
Backward Stochastic Differential Equations ◽  
Brownian Motions ◽  
New Class ◽  
Probabilistic Solution

The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy process and countable Brownian motions. We prove the existence and uniqueness of the solutions to the backward stochastic differential equations by constructing Cauchy sequence and fixed point theorem. Moreover, we give a probabilistic solution of stochastic partial differential integral equations by means of the solution of backward stochastic differential equations. Finally, we give an example to illustrate.

scholarly journals Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Pengju Duan ◽  
Min Ren ◽  
Shilong Fei
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Point Theorem ◽  
Existence And Uniqueness ◽  
Backward Stochastic Differential Equations ◽  
Brownian Motions ◽  
Snell Envelope ◽  
New Class

This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.

scholarly journals Solutions to BSDEs Driven by Multidimensional Fractional Brownian Motions

2015 ◽  
Vol 2015 ◽  
pp. 1-12
Author(s):  
Jie Miao ◽  
Xu Yang
Keyword(s):  
Fixed Point ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Conditional Expectation ◽  
Existence And Uniqueness ◽  
Backward Stochastic Differential Equations ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
Fixed Point Principle ◽  
Fractional Ito Formula

We study more general backward stochastic differential equations driven by multidimensional fractional Brownian motions. Introducing the concept of the multidimensional fractional (or quasi-) conditional expectation, we study some of its properties. Using the quasi-conditional expectation and multidimensional fractional Itô formula, we obtain the existence and uniqueness of the solutions to BSDEs driven by multidimensional fractional Brownian motions, where a fixed point principle is employed. Finally, solutions to linear fractional backward stochastic differential equations are investigated.

DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS

2006 ◽  
Vol 09 (01) ◽  
pp. 155-168 ◽  
Author(s):  
FULVIA CONFORTOLA
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Hilbert Spaces ◽  
Stochastic Partial Differential Equations ◽  
Existence And Uniqueness ◽  
Backward Stochastic Differential Equations ◽  
Uniqueness Result ◽  
Infinite Dimensions ◽  
Partial Differential

We prove an existence and uniqueness result for a class of backward stochastic differential equations (BSDE) with dissipative drift in Hilbert spaces. We also give examples of stochastic partial differential equations which can be solved with our result.

scholarly journals RETRACTED ARTICLE: Existence and uniqueness of solutions for the Schrödinger integrable boundary value problem

2018 ◽  
Vol 2018 (1) ◽  
Author(s):  
Jianjie Wang ◽  
Ali Mai ◽  
Hong Wang
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Boundary Value Problem ◽  
Point Theorem ◽  
Existence And Uniqueness ◽  
Boundary Value ◽  
Uniqueness Of Solutions ◽  
Linear Maps ◽  
Retracted Article

Abstract This paper is mainly devoted to the study of one kind of nonlinear Schrödinger differential equations. Under the integrable boundary value condition, the existence and uniqueness of the solutions of this equation are discussed by using new Riesz representations of linear maps and the Schrödinger fixed point theorem.

Existence of almost periodic solutions for fractional impulsive neutral stochastic differential equations with infinite delay

2019 ◽  
Vol 20 (01) ◽  
pp. 2050003
Author(s):  
Xiao Ma ◽  
Xiao-Bao Shu ◽  
Jianzhong Mao
Keyword(s):  
Hilbert Space ◽  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Fractional Calculus ◽  
Stochastic Differential Equations ◽  
Periodic Solutions ◽  
Infinite Delay ◽  
Almost Periodic Solutions ◽  
Almost Periodic

In this paper, we investigate the existence of almost periodic solutions for fractional impulsive neutral stochastic differential equations with infinite delay in Hilbert space. The main conclusion is obtained by using fractional calculus, operator semigroup and fixed point theorem. In the end, we give an example to illustrate our main results.

scholarly journals Hyers–Ulam stability of a coupled system of fractional differential equations of Hilfer–Hadamard type

2019 ◽  
Vol 52 (1) ◽  
pp. 283-295 ◽  
Author(s):  
Manzoor Ahmad ◽  
Akbar Zada ◽  
Jehad Alzabut
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Fractional Differential Equations ◽  
Existence And Uniqueness ◽  
Coupled System ◽  
Ulam Stability ◽  
Fractional Differential System ◽  
Different Types ◽  
Fractional Differential

AbstractIn this paper, existence and uniqueness of solution for a coupled impulsive Hilfer–Hadamard type fractional differential system are obtained by using Kransnoselskii’s fixed point theorem. Different types of Hyers–Ulam stability are also discussed.We provide an example demonstrating consistency to the theoretical findings.

scholarly journals The Existence and Uniqueness of Solutions for a Class of Nonlinear Fractional Differential Equations with Infinite Delay

2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Azizollah Babakhani ◽  
Dumitru Baleanu ◽  
Ravi P. Agarwal
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Point Theorem ◽  
Existence And Uniqueness ◽  
Fractional Derivatives ◽  
Infinite Delay ◽  
Banach Fixed Point Theorem ◽  
Uniqueness Of Solutions ◽  
Fractional Differential

We prove the existence and uniqueness of solutions for two classes of infinite delay nonlinear fractional order differential equations involving Riemann-Liouville fractional derivatives. The analysis is based on the alternative of the Leray-Schauder fixed-point theorem, the Banach fixed-point theorem, and the Arzela-Ascoli theorem inΩ={y:(−∞,b]→ℝ:y|(−∞,0]∈ℬ}such thaty|[0,b]is continuous andℬis a phase space.

scholarly journals Existence and Uniqueness of Periodic Solutions for Second Order Differential Equations

2014 ◽  
Vol 2014 ◽  
pp. 1-5 ◽  
Author(s):  
Yuanhong Wei
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Periodic Solutions ◽  
Function Space ◽  
Point Theorem ◽  
Existence And Uniqueness ◽  
Second Order ◽  
Second Order Differential Equations

We study some second order ordinary differential equations. We establish the existence and uniqueness in some appropriate function space. By using Schauder’s fixed-point theorem, new results on the existence and uniqueness of periodic solutions are obtained.

scholarly journals Existence and Uniqueness of Solution for a Class of Nonlinear Fractional Order Differential Equations

2012 ◽  
Vol 2012 ◽  
pp. 1-14 ◽  
Author(s):  
Azizollah Babakhani ◽  
Dumitru Baleanu
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Fractional Order ◽  
Existence And Uniqueness ◽  
Initial Conditions ◽  
Uniqueness Of Solution ◽  
Fractional Order Differential Equations ◽  
Banach Contraction ◽  
Uniqueness Of The Solution

We discuss the existence and uniqueness of solution to nonlinear fractional order ordinary differential equations(Dα-ρtDβ)x(t)=f(t,x(t),Dγx(t)),t∈(0,1)with boundary conditionsx(0)=x0,  x(1)=x1or satisfying the initial conditionsx(0)=0,  x′(0)=1, whereDαdenotes Caputo fractional derivative,ρis constant,1<α<2,and0<β+γ≤α. Schauder's fixed-point theorem was used to establish the existence of the solution. Banach contraction principle was used to show the uniqueness of the solution under certain conditions onf.

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