Hölder continuous solutions for integro-differential equations and maximal regularity

2006 ◽  
Vol 230 (2) ◽  
pp. 634-660 ◽  
Author(s):  
Valentin Keyantuo ◽  
Carlos Lizama
Keyword(s):  
Differential Equations ◽  
Maximal Regularity ◽  
Continuous Solutions ◽  
Hölder Continuous

scholarly journals Continuous solutions to two iterative functional equations

2021 ◽  
Author(s):  
Karol Baron
Keyword(s):  
Probability Measure ◽  
Functional Equations ◽  
Continuous Functions ◽  
Continuous Solutions ◽  
Hölder Continuous ◽  
Hölder Continuous Functions

AbstractBased on iteration of random-valued functions we study the problem of solvability in the class of continuous and Hölder continuous functions $$\varphi $$ φ of the equations $$\begin{aligned} \varphi (x)=F(x)-\int _{\Omega }\varphi \big (f(x,\omega )\big )P(d\omega ),\\ \varphi (x)=F(x)+\int _{\Omega }\varphi \big (f(x,\omega )\big )P(d\omega ), \end{aligned}$$ φ ( x ) = F ( x ) - ∫ Ω φ ( f ( x , ω ) ) P ( d ω ) , φ ( x ) = F ( x ) + ∫ Ω φ ( f ( x , ω ) ) P ( d ω ) , where P is a probability measure on a $$\sigma $$ σ -algebra of subsets of $$\Omega $$ Ω .

Existence and Hölder continuity to solutions of the complex Monge–Ampère-type equations with measures vanishing on pluripolar subsets

2021 ◽  
Author(s):  
Le Mau Hai ◽  
Vu Van Quan
Keyword(s):  
Pseudoconvex Domain ◽  
Hölder Continuity ◽  
Type Equation ◽  
Holder Continuity ◽  
Continuous Solutions ◽  
Hölder Continuous ◽  
Strictly Pseudoconvex Domain ◽  
Monge Ampere

In this paper, we establish existence of Hölder continuous solutions to the complex Monge–Ampère-type equation with measures vanishing on pluripolar subsets of a bounded strictly pseudoconvex domain [Formula: see text] in [Formula: see text].

Pathwise convergent higher order numerical schemes for random ordinary differential equations

2007 ◽  
Vol 463 (2087) ◽  
pp. 2929-2944 ◽  
Author(s):  
Peter E Kloeden ◽  
Arnulf Jentzen
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Vector Field ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Higher Order ◽  
Time Variable ◽  
Numerical Schemes ◽  
Hölder Continuous ◽  
Usual Order

Random ordinary differential equations (RODEs) are ordinary differential equations (ODEs) with a stochastic process in their vector field. They can be analysed pathwise using deterministic calculus, but since the driving stochastic process is usually only Hölder continuous in time, the vector field is not differentiable in the time variable, so traditional numerical schemes for ODEs do not achieve their usual order of convergence when applied to RODEs. Nevertheless deterministic calculus can still be used to derive higher order numerical schemes for RODEs via integral versions of implicit Taylor-like expansions. The theory is developed systematically here and applied to illustrative examples involving Brownian motion and fractional Brownian motion as the driving processes.

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