Rescaled Whittaker driven stochastic differential equations converge to the additive stochastic heat equation

JOURNAL ARTICLE published 1 January 2019 in Electronic Journal of Probability

Authors: Yu-Ting Chen

Variations of the solution to a stochastic heat equation

JOURNAL ARTICLE published 1 November 2007 in The Annals of Probability

Authors: Jason Swanson

On the solution of the inhomogeneous polyharmonic equation and the inhomogeneous helmholtz equation

JOURNAL ARTICLE published March 2010 in Differential Equations

Authors: V. V. Karachik | N. A. Antropova

A stochastic differential equation with a sticky point

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Probability

Authors: Richard Bass

Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations

JOURNAL ARTICLE published 1 July 1991 in The Annals of Probability

Authors: Thomas G. Kurtz | Philip Protter

Transportation inequalities for stochastic differential equations of pure jumps

JOURNAL ARTICLE published 1 May 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Liming Wu

A non-zero sum differential game of mean-field backward stochastic differential equation

PROCEEDINGS ARTICLE published October 2017 in 2017 Chinese Automation Congress (CAC)

Authors: Pengyan Huang | Guangchen Wang

On the short time asymptotic of the stochastic Allen–Cahn equation

JOURNAL ARTICLE published 1 November 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Hendrik Weber

Smooth approximation of stochastic differential equations

JOURNAL ARTICLE published 1 January 2016 in The Annals of Probability

Authors: David Kelly | Ian Melbourne

Stochastic Homogenization of Reflected Stochastic Differential Equations

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Probability

Authors: Remi Rhodes

Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control

JOURNAL ARTICLE published 1 June 2016 in The Annals of Applied Probability

Authors: Fulvia Confortola | Marco Fuhrman | Jean Jacod

Boundary Value Problems for Stochastic Differential Equations

JOURNAL ARTICLE published 1 July 1991 in The Annals of Probability

Authors: D. Nualart | E. Pardoux

Backward stochastic differential equations with rough drivers

JOURNAL ARTICLE published 1 July 2012 in The Annals of Probability

Authors: Joscha Diehl | Peter Friz

A stochastic telegraph equation from the six-vertex model

JOURNAL ARTICLE published 1 November 2019 in The Annals of Probability

Authors: Alexei Borodin | Vadim Gorin

Rotation Numbers For Linear Stochastic Differential Equations

JOURNAL ARTICLE published 1 January 1999 in The Annals of Probability

Authors: Ludwig Arnold | Peter Imkeller

Corrigendum for “Second-order reflected backward stochastic differential equations” and “Second-order BSDEs with general reflection and game options under uncertainty”

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

Authors: Anis Matoussi | Dylan Possamaï | Chao Zhou

On the Stochastic Burgers’ Equation in the Real Line

JOURNAL ARTICLE published 1 April 1999 in The Annals of Probability

Authors: István Gyöngy | David Nualart

Paracontrolled distributions and the 3-dimensional stochastic quantization equation

JOURNAL ARTICLE published 1 September 2018 in The Annals of Probability

Authors: Rémi Catellier | Khalil Chouk

Intermittency for the stochastic heat equation with Lévy noise

JOURNAL ARTICLE published 1 July 2019 in The Annals of Probability

Authors: Carsten Chong | Péter Kevei

Sub and supercritical stochastic quasi-geostrophic equation

JOURNAL ARTICLE published 1 May 2015 in The Annals of Probability

Authors: Michael Röckner | Rongchan Zhu | Xiangchan Zhu