Zobrazeno 1 - 10
of 174
pro vyhledávání: '"Klimsiak, Tomasz"'
Autor:
Klimsiak, Tomasz, Rzymowski, Maurycy
We study Dynkin games governed by a nonlinear $\mathbb E^f$-expectation on a finite interval $[0,T]$, with payoff c\`adl\`ag processes $L,U$ of class (D) which are not imposed to satisfy (weak) Mokobodzki's condition - the existence of a c\`adl\`ag s
Externí odkaz:
http://arxiv.org/abs/2407.15601
Autor:
Rozkosz, Andrzej, Klimsiak, Tomasz
We consider the Dirichlet problem for equation involving a general operator associated with a symmetric transient regular Dirichlet form and bounded Borel measure on the right-hand side of the equation. We introduce a new function space (depending on
Externí odkaz:
http://arxiv.org/abs/2403.04543
We show homogenization for a family of $\mathbb{R}^d$-valued stable-like processes $(X_t^{\epsilon;\theta})_{t\ge 0}$, $\epsilon\in(0,1]$, whose (random) Fourier symbols equal $q_\epsilon(x,\xi;\theta)=\frac{1}{\epsilon^{\alpha}}q(x/\epsilon,\epsilon
Externí odkaz:
http://arxiv.org/abs/2402.04752
Autor:
Klimsiak, Tomasz
We address an open problem posed by H. Brezis, M. Marcus and A.C. Ponce in: Nonlinear elliptic equations with measures revisited. In: Mathematical Aspects of Nonlinear Dispersive Equations (J. Bourgain, C. Kenig, S. Klainerman, eds.), Annals of Mathe
Externí odkaz:
http://arxiv.org/abs/2310.07447
Autor:
Klimsiak, Tomasz, Rozkosz, Andrzej
We study the Dirichlet problem for semilinear equations on general open sets with measure data on the right-hand side and irregular boundary data. For this purpose we develop the classical method of orthogonal projection. We treat in a unified form e
Externí odkaz:
http://arxiv.org/abs/2304.00393
Autor:
Klimsiak, Tomasz, Rzymowski, Maurycy
We study Backward Stochastic Differential Equations on a probability space equipped with a Brownian filtration. We assume that the terminal value and the generator at zero are merely integrable. Moreover, the generator is assumed to be non-increasing
Externí odkaz:
http://arxiv.org/abs/2208.03590
Autor:
Klimsiak, Tomasz, Rzymowski, Maurycy
We study reflected backward stochastic differential equation (RBSDEs) on the probability space equipped with a Brownian motion. The main novelty of the paper lies in fact that we consider the following weak assumptions on the data: barriers are optio
Externí odkaz:
http://arxiv.org/abs/2205.06222
Autor:
Klimsiak, Tomasz
We study existence problem for semilinear equations with Borel measure data and operator generated by a symmetric Markov semigroup. We assume merely that the nonlinear part satisfies the so-called sign condition. Using the method of sub and supersolu
Externí odkaz:
http://arxiv.org/abs/2111.04393
Autor:
Klimsiak, Tomasz, Rzymowski, Maurycy
Publikováno v:
Stochastic Processes and their Applications, Volume 161, July 2023, Pages 424-450
In the present paper, we consider multidimensional nonlinear backward stochastic differential equations (BSDEs) with a driver depending on the martingale part $M$ of a solution. We assume that the nonlinear term is merely monotone continuous with res
Externí odkaz:
http://arxiv.org/abs/2103.07536
Autor:
Klimsiak, Tomasz, Komorowski, Tomasz
In the paper we prove a generalization of the Hopf lemma for weak subsolutions of the equation: $-Au+cu=0$ in $D$, for a wide class of L\'evy type integro-differential operators $A$, bounded and measurable function $c:D\to[0,+\infty)$ and domain $D\s
Externí odkaz:
http://arxiv.org/abs/2102.08890