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math.PR2026
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…
math.PR2026
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…
math.OC2026
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…