A differential game with constrained dynamics and viscosity solutions of a related HJB equation

JOURNAL ARTICLE published December 2002 in Nonlinear Analysis: Theory, Methods & Applications

Authors: Rami Atar | Paul Dupuis

The Laplace Equation

BOOK CHAPTER published 1995 in Partial Differential Equations

Authors: Emmanuele DiBenedetto

Zero-sum path-dependent stochastic differential games in weak formulation

JOURNAL ARTICLE published 1 June 2020 in The Annals of Applied Probability

Authors: Dylan Possamaï | Nizar Touzi | Jianfeng Zhang

Degenerate stochastic differential equations for catalytic branching networks

JOURNAL ARTICLE published 1 November 2009 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

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Strong existence and uniqueness for stable stochastic differential equations with distributional drift

JOURNAL ARTICLE published 1 January 2020 in The Annals of Probability

Authors: Siva Athreya | Oleg Butkovsky | Leonid Mytnik

A Note on Inhomogeneous Percolation

JOURNAL ARTICLE published 1 April 1994 in The Annals of Probability

Authors: Yu Zhang

An infinite dimensional stochastic differential equation with state spaceC(ℝ)

JOURNAL ARTICLE published March 1987 in Probability Theory and Related Fields

Authors: Koichiro Iwata

Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions

JOURNAL ARTICLE published 1 January 2012 in Electronic Journal of Probability

Authors: Fabrice Baudoin | Xuejing Zhang

On the chaotic character of the stochastic heat equation, before the onset of intermitttency

JOURNAL ARTICLE published 1 May 2013 in The Annals of Probability

Authors: Daniel Conus | Mathew Joseph | Davar Khoshnevisan

Fractional moments of the stochastic heat equation

JOURNAL ARTICLE published 1 May 2021 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Sayan Das | Li-Cheng Tsai

Numberical Method for Backward Stochastic Differential Equations

JOURNAL ARTICLE published 1 February 2002 in The Annals of Applied Probability

Authors: Jin Ma | Philip Protter | Jaime San Martín | Soledad Torres

Reflected Backward Stochastic Differential Equation with Rank-Based Data

JOURNAL ARTICLE published September 2021 in Journal of Theoretical Probability

Authors: Zhen-Qing Chen | Xinwei Feng

The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise

JOURNAL ARTICLE published 1 May 2020 in The Annals of Probability

Authors: Carsten Chong | Péter Kevei

Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics

JOURNAL ARTICLE published 1 December 2020 in The Annals of Applied Probability

Authors: Emma Horton | Andreas E. Kyprianou | Denis Villemonais

Existence of strong solutions for stochastic porous media equation under general monotonicity conditions

JOURNAL ARTICLE published 1 March 2009 in The Annals of Probability

Authors: Viorel Barbu | Giuseppe Da Prato | Michael Röckner

Optimal stopping and free boundary characterizations for some Brownian control problems

JOURNAL ARTICLE published 1 December 2008 in The Annals of Applied Probability

Authors: Amarjit Budhiraja | Kevin Ross

Uniqueness of solutions of the stochastic Navier–Stokes equation with invariant measure given by the enstrophy

JOURNAL ARTICLE published 1 April 2004 in The Annals of Probability

Authors: S. Albeverio | B. Ferrario

Applications of weak convergence for hedging of game options

JOURNAL ARTICLE published 1 October 2010 in The Annals of Applied Probability

Authors: Yan Dolinsky

Solving a Nonlinear Fractional Stochastic Partial Differential Equation with Fractional Noise

JOURNAL ARTICLE published March 2016 in Journal of Theoretical Probability

Authors: Junfeng Liu | Litan Yan

Serve the shortest queue and Walsh Brownian motion

JOURNAL ARTICLE published 1 February 2019 in The Annals of Applied Probability

Authors: Rami Atar | Asaf Cohen