A stochastic differential game for the inhomogeneous ∞-Laplace equation

JOURNAL ARTICLE published 1 March 2010 in The Annals of Probability

Authors: Rami Atar | Amarjit Budhiraja

A stochastic log-Laplace equation

JOURNAL ARTICLE published 1 July 2004 in The Annals of Probability

Authors: Jie Xiong

Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity

JOURNAL ARTICLE published September 2008 in Probability Theory and Related Fields

Authors: Rami Atar | Amarjit Budhiraja | Kavita Ramanan

Moderate deviation principles for stochastic differential equations with jumps

JOURNAL ARTICLE published 1 May 2016 in The Annals of Probability

Authors: Amarjit Budhiraja | Paul Dupuis | Arnab Ganguly

Singular control with state constraints on unbounded domain

JOURNAL ARTICLE published 1 September 2006 in The Annals of Probability

Authors: Rami Atar | Amarjit Budhiraja

On Positive Recurrence of Constrained Diffusion Processes

JOURNAL ARTICLE published 1 April 2001 in The Annals of Probability

Authors: Rami Atar | Amarjit Budhiraja | Paul Dupuis

Infinite dimensional forward-backward stochastic differential equations and the KPZ equation

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Probability

Authors: Sergio Almada Monter | Amarjit Budhiraja

Correction Note: On Positive Recurrence of Constrained Diffusion Processes

JOURNAL ARTICLE published 1 July 2001 in The Annals of Probability

Authors: Rami Atar | Amarjit Budhiraja | Paul Depuis

On near optimal trajectories for a game associated with the ∞-Laplacian

JOURNAL ARTICLE published December 2011 in Probability Theory and Related Fields

Authors: Rami Atar | Amarjit Budhiraja

Laplace approximation for rough differential equation driven by fractional Brownian motion

JOURNAL ARTICLE published 1 January 2013 in The Annals of Probability

Authors: Yuzuru Inahama

Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise

JOURNAL ARTICLE published 1 November 2018 in The Annals of Probability

Authors: Eyal Neuman

HJB equations for certain singularly controlled diffusions

JOURNAL ARTICLE published 1 October 2007 in The Annals of Applied Probability

Authors: Rami Atar | Amarjit Budhiraja | Ruth J. Williams

A stochastic differential reinsurance game

JOURNAL ARTICLE published June 2010 in Journal of Applied Probability

Authors: Xudong Zeng

Stochastic Log-Laplace Equation

BOOK CHAPTER published June 2013 in Three Classes of Nonlinear Stochastic Partial Differential Equations

Large deviations for infinite dimensional stochastic dynamical systems

JOURNAL ARTICLE published 1 July 2008 in The Annals of Probability

Authors: Amarjit Budhiraja | Paul Dupuis | Vasileios Maroulas

A general conditional McKean–Vlasov stochastic differential equation

JOURNAL ARTICLE published 1 June 2023 in The Annals of Applied Probability

Authors: Rainer Buckdahn | Juan Li | Jin Ma

Pathwise uniqueness for a degenerate stochastic differential equation

JOURNAL ARTICLE published 1 November 2007 in The Annals of Probability

Authors: Richard F. Bass | Krzysztof Burdzy | Zhen-Qing Chen

A free stochastic partial differential equation

JOURNAL ARTICLE published 1 November 2014 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Yoann Dabrowski

Stability Properties of Constrained Jump-Diffusion Processes

JOURNAL ARTICLE published 1 January 2002 in Electronic Journal of Probability

Authors: Rami Atar | Amarjit Budhiraja

Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence

JOURNAL ARTICLE published 1 June 2021 in The Annals of Applied Probability

Authors: Rami Atar | Amarjit Budhiraja | Paul Dupuis | Ruoyu Wu