7 papers
Backward stochastic porous media equation with polynomial growth
Ioana Ciotir, Dan Goreac, Juan Li +2
We investigate the well-posedness of a backward stochastic porous media equation whose nonlinear term is a polynomial operator corresponding to the slow diffusion regime. The main…
Stochastic Porous Media Equations With Nonhomogeneous Dirichlet Boundary Conditions
Dan Goreac, Ioana Ciotir, Juan Li +1
We aim at studying the well-posedness of stochastic porous media equation problems under nonhomogeneous Dirichlet boundary. We obtain an unconventional homogeneous Dirichlet bounda…
Stochastic Control of Addiction with State-Dependent Jump Relapse
Dounia Aissi, Ioana Ciotir, Dan Goreac +1
We study a continuous-time rational addiction model where addiction capital follows a piecewise deterministic Markov process with state-dependent jumps capturing relapse and recove…
A Relaxed Control Problem With Cost and Jump Dynamics Motivated by Cyber Risks Insurance
Dan Goreac, Juan Li, Pangbo Wang
This paper has a double aim. One the one hand, we introduce a uni-nodal network model for cyber risks with firewalled edges and SIR intra-edge spreading. In connection to this, we…
Controllability concepts for mean-field dynamics with reduced-rank coefficients
Dan Goreac, Juan Li, Xinru Zhang
In this paper we explore several novel notions of exact controllability for mean-field linear controlled stochastic differential equations (SDEs). A key feature of our study is tha…
Stochastic porous media equation with Robin boundary conditions, gravity-driven infiltration and multiplicative noise
Ioana Ciotir, Dan Goreac, Juan Li +1
We aim at studying a novel mathematical model associated to a physical phenomenon of infiltration in an homogeneous porous medium. The particularities of our system are connected t…
A Stochastic Porous Media Schr{ö}dinger Equation: Feynman-type Motivation, Well-Posedness and Control Interpretation
Ioana Ciotir, Dan Goreac, Juan Li +1
This paper's aim is threefold. First, using Feynman's path approach to the derivation of theclassical Schr{ö}dinger's equation in [6] and by introducing a slight path (or wave) dep…