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Keywords: Key words: Lipschitz domains, Neumann problem, reflecting Brownian motion, mixed boundary problem, Skorokhod equation, weak uniqueness, uniqueness in law,
Abstract. The uniqueness of the non-negative fixed points of the associated smooth- ing transform is considered. New results on the asymptotic behaviour of the solutions near zero
Stochastic partial differential equations of divergence form with discontinuous and unbounded coefficients are consid- ered in C 1 domains.. Existence and uniqueness results are
We do not pretend to remedy here to this extremely difficult problem, which ultimately should start from a Navier-Stokes type model and the analysis of its invariant measures.
Remark 2.9. Condition 2.7 is a version of the assumptions in [14], Chapter III, where strong existence and uniqueness results for unconstrained jump-diffusion processes are
We consider the maximum of the discrete two dimensional Gaussian free field in a box, and prove the existence of a (dense) deterministic subsequence along which the maximum, centered
b) Under the above conditions existence for the forward equation implies existence for the martingale problem and uniqueness for the forward equation for every initial
The paper is organized as follows. The notations, definitions and some assumptions are col- lected in section 1. The existence and uniqueness of the solution to BSDEs with
