In this paper, we deal with a class of backward doubly stochastic differential equations (BDSDEs, in short) involving subdifferential operator of a convex function and driven by Teugels martingales associated with a Lévy process. We show the existence and uniqueness result by means of Yosida approximation. As an application, we give the existence of stochastic viscosity solution for a class of multivalued stochastic partial differential-integral equations (MSPIDEs, in short).

In this paper we study the existence of entropy solution for the following $p(x)$-quasilinear elliptic problem $$ \mbox{div}(a(x,u,\nabla u))+ g(x,u,\nabla u) = \mu$$ where the right-hand side $\mu$ is a measure, which admits a decomposition in $L^{1}(\Omega)+W^{-1,p'(x)}(\Omega)$ and $g(x,s,\xi)$ is a nonlinear term which has a growth condition with respect to $\xi$ and has no growth with respect to $s$ while satisfying a sign condition on $s$.

Fractional complexified field theory based on Saxena-Kumbhat fractional integrals with the presence of fractional derivative of order $(\alpha, \beta )$and dynamical fractional exponent is considered. Some interesting results are explored and discussed in some details.

In this paper, we study the strong convergence of a regularization proximal point algorithm for the problem of finding a zero of $m-$accretive operators in a uniformly smooth Banach space $E$, and the stability of the regularization algorithms are considered.

The present paper deals with the differential geometry of a Finsler space whose projective deviation tensor satisfies certain conditions. It discusses the projective motion in such Finsler space. A sufficient condition has been obtained for the projective motion to be an affine motion in a Finsler space whose projective deviation tensor is recurrent. Similar problems have been discussed for recurrent and projective recurrent Finsler spaces. It is established that the projective motion, in a Finsler space for which the covariant derivative of the projective deviation tensor is symmetric, is an affine motion or the space is of scalar curvature .

We are interested in the identification of parameters in a problem of pollution modeled by a population dynamics problem. We use the notion of sentinel introduced by O.Nakoulima in [13]. We prove the existence of such sentinels by solving a problem of null-controllability with constraint on the control. The key of our results is an observability inequality of Carleman type adapted to the constraint .

Dans cet article on étudie quelques déformations particulières d'un feuilletage de codimension 1 en structures de contact. Ces déformations dites affines sont un peu plus générales que les déformations linéaires (voir [3]) au sens de Dathe-Rukimbira. Elles permettent aussi de donner dans une variété de contact compacte de dimension $2n+1$, une condition nécéssaire et suffisante de déformabilité d'une 1-forme intégrable quelconque en structures de contact.

In this work we deal with a backward doubly stochastic differential equation (BDSDE) associated to a Poisson random measure. We establish existence and uniqueness of solution in the case of non-Lipschitz coefficients. The novelty of our result lies in the fact that we allow the time interval to be infinite.