scholarly journals Reflected BSDEs with general filtration and two completely separated barriers

2019 ◽  
Vol 39 (1) ◽  
pp. 199-218 ◽  
Author(s):  
Mateusz Topolewski
Keyword(s):  
Existence And Uniqueness ◽  
Uniqueness Of Solutions ◽  
Dynkin Game ◽  
Class D ◽  
Probability Spaces ◽  
General Filtration ◽  
Zero Sum ◽  
Reflected Bsdes ◽  
Cadlag Processes ◽  
Two Barriers

We consider reflected backward stochastic differential equations, with two barriers, defined on probability spaces equipped with filtration satisfying only the usual assumptions of right-continuity and completeness. As for barriers, we assume that there are càdlàg processes of class D that are completely separated. We prove the existence and uniqueness of solutions for an integrable final condition and an integrable monotone generator. An application to the zero-sum Dynkin game is given.

Predictable solution for reflected BSDEs when the obstacle is not right-continuous

2020 ◽  
Vol 28 (4) ◽  
pp. 269-279
Author(s):  
Mohamed Marzougue ◽  
Mohamed El Otmani
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Existence And Uniqueness ◽  
Random Measure ◽  
Backward Stochastic Differential Equations ◽  
Poisson Random Measure ◽  
One Dimensional ◽  
General Filtration ◽  
Reflected Bsdes

AbstractIn the present paper, we consider reflected backward stochastic differential equations when the reflecting obstacle is not necessarily right-continuous in a general filtration that supports a one-dimensional Brownian motion and an independent Poisson random measure. We prove the existence and uniqueness of a predictable solution for such equations under the stochastic Lipschitz coefficient by using the predictable Mertens decomposition.

Integral Representations for the Solution of Dynamic Bending of a Plate with Displacement-Traction Boundary Data

2003 ◽  
Vol 10 (3) ◽  
pp. 467-480
Author(s):  
Igor Chudinovich ◽  
Christian Constanda
Keyword(s):  
Existence And Uniqueness ◽  
Boundary Data ◽  
Boundary Integral Equations ◽  
Mixed Boundary ◽  
Mixed Boundary Conditions ◽  
Boundary Integral ◽  
Integral Representations ◽  
Transverse Shear Deformation ◽  
Uniqueness Of Solutions ◽  
Nonstationary Boundary

Abstract The existence of distributional solutions is investigated for the time-dependent bending of a plate with transverse shear deformation under mixed boundary conditions. The problem is then reduced to nonstationary boundary integral equations and the existence and uniqueness of solutions to the latter are studied in appropriate Sobolev spaces.

scholarly journals Existence and uniqueness of positive solutions for nonlinear fractional mixed problems

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Alberto Cabada ◽  
Om Kalthoum Wanassi
Keyword(s):  
Existence And Uniqueness ◽  
Fixed Point Theory ◽  
Mixed Boundary ◽  
Point Theory ◽  
Uniqueness Of Solutions ◽  
Nonlinear Part ◽  
Banach Contraction ◽  
Fractional Differential ◽  
Exhaustive Study ◽  
The Banach Contraction Principle

Abstract This paper is devoted to study the existence and uniqueness of solutions of a one parameter family of nonlinear Riemann–Liouville fractional differential equations with mixed boundary value conditions. An exhaustive study of the sign of the related Green’s function is carried out. Under suitable assumptions on the asymptotic behavior of the nonlinear part of the equation at zero and at infinity, and by application of the fixed point theory of compact operators defined in suitable cones, it is proved that there exists at least one solution of the considered problem. Moreover, the method of lower and upper solutions is developed and the existence of solutions is deduced by a combination of both techniques. In particular cases, the Banach contraction principle is used to ensure the uniqueness of solutions.

scholarly journals Stability Analysis and Existence of Solutions for a Modified SIRD Model of COVID-19 with Fractional Derivatives

Symmetry ◽  
2021 ◽  
Vol 13 (8) ◽  
pp. 1431
Author(s):  
Bilal Basti ◽  
Nacereddine Hammami ◽  
Imadeddine Berrabah ◽  
Farid Nouioua ◽  
Rabah Djemiat ◽  
...  
Keyword(s):  
Mathematical Model ◽  
Existence And Uniqueness ◽  
Fractional Derivatives ◽  
Fixed Point Theorems ◽  
Existence Of Solutions ◽  
Biological Models ◽  
Uniqueness Of Solutions ◽  
Caputo Fractional Derivatives ◽  
Single Form ◽  
Stability Results

This paper discusses and provides some analytical studies for a modified fractional-order SIRD mathematical model of the COVID-19 epidemic in the sense of the Caputo–Katugampola fractional derivative that allows treating of the biological models of infectious diseases and unifies the Hadamard and Caputo fractional derivatives into a single form. By considering the vaccine parameter of the suspected population, we compute and derive several stability results based on some symmetrical parameters that satisfy some conditions that prevent the pandemic. The paper also investigates the problem of the existence and uniqueness of solutions for the modified SIRD model. It does so by applying the properties of Schauder’s and Banach’s fixed point theorems.

scholarly journals Existence and uniqueness of solutions for a mixed p-Laplace boundary value problem involving fractional derivatives

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Shuqi Wang ◽  
Zhanbing Bai
Keyword(s):  
Boundary Value Problem ◽  
Existence And Uniqueness ◽  
Fractional Derivatives ◽  
Boundary Value ◽  
Contraction Mapping Principle ◽  
Uniqueness Of Solutions ◽  
Novel Approach ◽  
Banach Contraction ◽  
Left And Right ◽  
Banach Contraction Mapping Principle

AbstractIn this article, the existence and uniqueness of solutions for a multi-point fractional boundary value problem involving two different left and right fractional derivatives with p-Laplace operator is studied. A novel approach is used to acquire the desired results, and the core of the method is Banach contraction mapping principle. Finally, an example is given to verify the results.

Sign in / Sign up

Export Citation Format

Share Document