On zero points of solutions of the -th order non-linear delay differential equation
Ján Futák (1977)
Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika
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Displaying similar documents to “An averaging principle for stochastic evolution equations. I.”
On zero points of solutions of the -th order non-linear delay differential equation
Regularity results for infinite dimensional diffusions. A Malliavin calculus approach
Stefano Bonaccorsi, Marco Fuhrman (1999)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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We prove some smoothing properties for the transition semigroup associated to a nonlinear stochastic equation in a Hilbert space. The proof introduces some tools from the Malliavin calculus and is based on a integration by parts formula.
Boundary control of a symmetric hyperbolic system with nonlinear boundary conditions
Póvoas, M. (1982)
Portugaliae mathematica
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Existence and stability of solutions for nonautonomous stochastic functional evolution equations.
Fu, Xianlong (2009)
Journal of Inequalities and Applications [electronic only]
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Multivalued backward stochastic differential equations with time delayed generators
Bakarime Diomande, Lucian Maticiuc (2014)
Open Mathematics
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Our aim is to study the following new type of multivalued backward stochastic differential equation: where ∂φ is the subdifferential of a convex function and (Y t, Z t):= (Y(t + θ), Z(t + θ))θ∈[−T,0] represent the past values of the solution over the interval [0, t]. Our results are based on the existence theorem from Delong Imkeller, Ann. Appl. Probab., 2010, concerning backward stochastic differential equations with time delayed generators.
Local and global existence for mild solutions of stochastic differential equations.
Barbu, D. (1998)
Portugaliae Mathematica
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