We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise stochastic entropy solutions, which is closed with the local uniform limits of paths, and prove that it is well posed, i.e., we establish existence, uniquenes...

Impulsive dynamical systems is a well-established area of dynamical systems theory, and it is used in this work to analyze several basic properties of reset control systems: existence and uniqueness of solutions, and continuous dependence on the initial condition (well-posedness). The work scope is about reset control systems with a linear and time-invariant base system, and a zero-crossing res...

We show existence of an invariant probability measure for a class functional McKean-Vlasov SDEs by applying Kakutani’s fixed point theorem to suitable measures on space continuous functions. Unlike some previous works [1, 25], we do not assume monotonicity condition hold. Further, our conditions are even weaker than results in the literature without dependence law solution [12].

In this paper, we consider a class of abstract Cauchy problems in the framework generalized Caputo type fractional. We discuss existence and uniqueness mild solutions to such fractional differential equations by using properties found related calculus, theory uniformly continuous semigroups operators fixed point theorem. Moreover, dependence on parameters Ulam stability solutions. At end bring ...

It is well known that Stochastic equations had many useful applications in describing numerous events and problems of real world, the nonlocal integral condition important physics, finance engineering. Here we are concerned with two a coupled system random stochastic nonlinear differential systems conditions. The existence solutions will be studied. sufficient for uniqueness solution given. con...

We construct an index theorem for smooth infinite economies that shows that generically the number of equilibria is odd. As a corollary, this gives a new proof of existence and gives conditions that guarantee global uniqueness of equilibria.

We present a simple proof of existence of subgame perfect equilibria in games with perfect information.

Lévy driven term structure models have become an important subject in the mathematical finance literature. This paper provides a comprehensive analysis of the Lévy driven Heath–Jarrow–Morton type term structure equation. This includes a full proof of existence and uniqueness in particular, which seems to have been lacking in the finance literature so far.