Semilinear stochastic evolution equations with multiplicative L'evy noise are considered‎. ‎The drift term is assumed to be monotone nonlinear and with linear growth‎. ‎Unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎We establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎As corollaries of ...

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is governed by a nonlinear stochastic differential equation, in which the absolutely continuous component of the control enters both the drift and the diffusion c...

In this study we extend the classification of partial differential equations to the further using the convolutions products. The purpose of this study is to compute the solutions of some explicit initial-boundary value problems for one-dimensional wave equation with variable coefficients by means of Laplace transform which in general has no solution.

A method for solving certain nonlinear ordinary and partial differential equations is developed. The central idea is to study monodromy preserving deformations of linear ordinary differential equations with regular and irregular singular points. The connections with isospectral deformations and with classical and recent work on monodromy preserving deformations are discussed. Specific new resul...