In this paper, we prove a pathwise uniqueness result of a class of stochastic partial differential equations driven by space-time white noise whose coefficients satisfy non-Lipschitz conditions.
Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...
Quasiconformal harmonic mappings constitute a synergistic intersection between two major streams in mathematical analysis: quasiconformal mapping theory, which generalises conformal mappings by ...
Fourier analysis provides a powerful framework for decomposing functions into sums or integrals of sinusoidal components, thereby enabling the study of frequency content in signals. In tandem, ...