ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS, WITH UNBOUNDED STOPPING TIMES AS TERMINAL AND WITH NON-LIPSCHITZ COEFFICIENTS, AND PROBABILISTIC INTERPRETATION OF QUASI-LINEAR ELLIPTIC TYPE INTEGRO- DIFFERENTIAL

Ｉｔ’ｓｗｅｌｌ＿ｋｎｏｗｎｔｈａｔｔｈｅｓｏｌｕｔｉｏｎｓｏｆｂａｃｋｗａｒｄｓｔｏｃｈａｓｔｉｃｄｉｆｆｅｒｅｎｔｉａｌｅｑｕａｔｉｏｎｓ(ＢＳＤＥｓ)ｐｌａｙａｎｉｍｐｏｒｔａｎｔｒｏｌｅｉｎｔｈｅｆｉｎａｎｃｉａｌｍａｒｋｅｔ(ＳｅｅＲｅｆ.[1]).ＷｉｔｈｕｎｂｏｕｎｄｅｄｓｔｏｐｐｉｎｇｔｉｍｅｓτａｓｔｅｒｍｉｎａｌｓｕｎｄｅｒｔｈｅＬｉｐｓｃｈｉｔｚｃｏｎｄｉｔｉｏｎｓａｎｄｃｏｎｄｉｔｉｏｎｔｈａｔｔｅｒｍｉｎａｌｓｓａｔｉｓｆｙＥ｜ξ｜2ｅＫ(τ∧Ｔ)≤ｃ0<∞,0≤Ｔ<∞ｏｒξ=0,Ｒｅｆｓ…     

ON STABILITY OF SOLUTIONS OF CERTAIN FOURTH-ORDER DELAY DIFFERENTIAL EQUATIONS

By the use of the Liapunov functional approach, a new result is obtained to ascertain the asymptotic stability of zero solution of a certain fourth-order non-linear differential equation with delay. The established result is less restrictive than those reported in the literature.     

SINGULARLY PERTURBED NONLINEAR BOUNDARY VALUE PROBLEM FOR A KIND OF VOLTERRA TYPE FUNCTIONAL DIFFERENTIAL EQUATION

IntroductionThereweresomeresultsofstudyingonboundaryvalueproblemsforfunctionaldifferentialequation[1～6 ]byemployingthetoplolgicaldegreetheoryandsomefixedpointprinciplesinrecentyears.Buttheworktostudyboundaryvalueproblemsfordelaydifferentialequationwithsmallparameterbymeansofthetheoryofsingularperturbationrarelyappeared[7～11].Thereasonforitisthattheworktoconstructtheuppersolutionandlowersolutionforthecaseofdifferentialequationwithdelayisdifficult.Theauthorhasstudiedakindofboundaryvalueproblem…