Limit theorem and uniqueness theorem of backward stochastic differential equations

This paper establishes a limit theorem for solutions of backward stochastic differential equations (BSDEs). By this limit theorem, this paper proves that, under the standard assumption g(t,y,0) = 0, the generator g of a BSDE can be uniquely determined by the corresponding g-expectationεg;this paper also proves that if a filtration consistent expectation S can be represented as a g-expectationεg, then the corresponding generator g must be unique.     

Existence and uniqueness results for periodic solution of nonlinear differential equations

The existence and uniqueness of solutions for a class of 2nd-order differential equations with periodic conditions are discussed.     

A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations

In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs). We obtain a comparison theorem and a uniqueness theorem for BDSDEs with continuous coefficients.     

非线性一阶常微分方程解的存在惟一性

讨论了一类非线性一阶常微分方程边值问题解的存在惟一性．得到了当参数在一定的范围取值时解存在惟一的充分条件,并包含了一些已知结果．主要结果基于Leray-Schauder非线性抉择理论和Banach不动点定理．     

Existence,uniqueness and boundedness results for impulsive delay differential equations

This paper considers general impulsive delay differential equations. By utilizing a non-classical approach, the theory of existence and uniqueness of solutions are developed. Criteria on boundedness of solutions are also established through the use of Lyapunov functionals.     

Existence and uniqueness for a class of multi-term fractional differential equations

In this paper, we consider the initial value problem for the nonlinear fractional differential equations

$$\begin{aligned} \left\{ \begin{array}{l@{\quad }l} D^\alpha u(t)=f(t,u(t),D^{\beta _1}u(t),\ldots ,D^{\beta _N}u(t)), \quad &{}t\in (0,1],\\ D^{\alpha -k}u(0)=0, \quad &{}k=1,2,\ldots ,n, \end{array} \right. \end{aligned}$$

where \(\alpha >\beta _1>\beta _2>\cdots \beta _N>0\), \(n=[\alpha ]+1\) for \(\alpha \notin \mathbb {N}\) and \(\alpha =n\) for \(\alpha \in \mathbb {N}\), \(\beta _j<1\) for any \(j\in \{1,2,\ldots ,N\}\), D is the standard Riemann–Liouville derivative and \(f:[0,1]\times \mathbb {R}^{N+1}\rightarrow \mathbb {R}\) is a given function. By means of Schauder fixed point theorem and Banach contraction principle, an existence result and a unique result for the solution are obtained,respectively. As an application, some examples are presented to illustrate the main results.

     

Existence and uniqueness results for Cauchy problem of variable-order fractional differential equations

In this paper, the existence and uniqueness results of variable-order fractional differential equations (VOFDEs) are studied. The variable-order fractional derivative is defined in the Caputo sense, and the fractional order is a bounded function. The existence result of Cauchy problem of VOFDEs is obtained by constructing an iteration series which converges to the analytical solution. The uniqueness result is obtained by employing the contraction mapping principle. Since the variable-order fractional derivatives contain classical and fractional derivatives as special cases, many existence and uniqueness results of references are significantly generalized. Finally, we draw some conclusions of variable-order fractional calculus, and two examples are given for demonstrating the theoretical analysis.     

Existence and uniqueness of the solutions of stochastic differential equations

The standard existence and uniqueness theorem for stochastic differential equations requires Lipschitz condition of the coefficients. In this paper, we extend these results to the case in which the coefficients are not required to be Lipschitz continuous, instead they only satisfy a ‘weak’ type of Lipschitz condition.     

Existence and uniqueness of optimal solutions for multirate partial differential algebraic equations

The numerical simulation of electric circuits including multirate signals can be done by a model based on partial differential algebraic equations. In the case of frequency modulated signals, a local frequency function appears as a degree of freedom in the model. Thus the determination of a solution with a minimum amount of variation is feasible, which allows for resolving on relatively coarse grids. We prove the existence and uniqueness of the optimal solutions in the case of initial-boundary value problems as well as biperiodic boundary value problems. The minimisation problems are also investigated and interpreted in the context of optimal control. Furthermore, we construct a method of characteristics for the computation of optimal solutions in biperiodic problems. Numerical simulations of test examples are presented.     

Existence and uniqueness of solutions for the nonlinear impulsive fractional differential equations

In this paper, we investigate existence and uniqueness of solutions for nonlinear impulsive fractional differential equations. By utilizing the well-known fixed point theorems, we obtain some sufficient conditions for the uniqueness and existence of the solutions. At the end of the paper, an example is given to illustrate our main results.     

Existence and uniqueness result for a class of sequential fractional differential equations

In this paper, we consider the following sequential fractional differential equation with initial value problem: where 0<????1 and f:[0,1]×?×???? is continuous. Existence and uniqueness results of solutions are established.     

Existence and uniqueness of statistical measures for solution processes for linear-stochastic differential equations

Structure is developed on the set of real-valued stochastic processes in terms of the authors recently defined statistical measures making explicit an $\text{L}{}_{\mathrm{p}}{}^{\mathrm{n}}\text{(Ω, T)}$-calculus over the structure. This proves that the stochastic-differential equation $\text{L}$y=x, where x is a stochastic process and $\text{L}$ is an nth order linear-stochastic differential operator with up to n ? 1 stochastic-process coefficients, is solved by Adomian's series, and finally, establishes the existence and uniqueness of the statistical measures of the solution process.     

Existence and uniqueness of positive periodic solutions of functional differential equations

In this paper we consider the existence and uniqueness of positive periodic solution for the periodic equation y′(t)=−a(t)y(t)+λh(t)f(y(t−τ(t))). By the eigenvalue problems of completely continuous operators and theory of α-concave or −α-convex operators and its eigenvalue, we establish some criteria for existence and uniqueness of positive periodic solution of above functional differential equations with parameter. In particular, the unique solution y_λ(t) of the above equation depends continuously on the parameter λ. Finally, as an application, we obtain sufficient condition for the existence of positive periodic solutions of the Nicholson blowflies model.     

Existence and uniqueness of positive solutions for higher order nonlocal fractional differential equations

By means of a monotone iterative technique, we establish the existence and uniqueness of the positive solutions for a class of higher conjugate-type fractional differential equation with one nonlocal term. In addition, the iterative sequences of solution and error estimation are also given. In particular, this model comes from economics, financial mathematics and other applied sciences, since the initial value of the iterative sequence can begin from an known function, this is simpler and helpful for computation.