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Given a bounded $mathcaligr{C}^2$ domain $Gsubset{mathbb{R}}^m$, functions $ginmathcaligr{C}(partial G,{mathbb{R}})$ and $hinmathcaligr {C}(bar{G},{mathbb{R}}setminus{0})$, let $u$ denote the unique viscosity solution to the equation $-2Delta_{infty}u=h$ in $G$ with boundary data $g$. We provide a representation for $u$ as the value of a two-player zero-sum stochastic differential game.
In this paper we consider a class of {it conditional McKean-Vlasov SDEs} (CMVSDE for short). Such an SDE can be considered as an extended version of McKean-Vlasov SDEs with common noises, as well as the general version of the so-called {it conditiona
A two-player stochastic differential game representation has recently been obtained for solutions of the equation -Delta_infty u=h in a calC^2 domain with Dirichlet boundary condition, where h is continuous and takes values in RRsetminus{0}. Under ap
This paper is concerned with the switching game of a one-dimensional backward stochastic differential equation (BSDE). The associated Bellman-Isaacs equation is a system of matrix-valued BSDEs living in a special unbounded convex domain with reflecti
This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L{e}vy-type behaviour of
We study a stochastic SIS epidemic dynamics on network, under the effect of a Markovian regime-switching. We first prove the existence of a unique global positive solution, and find a positive invariant set for the system. Then, we find sufficient co