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

Stability Properties of Constrained Jump-Diffusion Processes

JOURNAL ARTICLE published 1 January 2002 in Electronic Journal of Probability

Authors: Rami Atar | Amarjit Budhiraja

The Symbol Associated with the Solution of a Stochastic Differential Equation

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Probability

Authors: Rene Schilling | Alexander Schnurr

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

A stochastic differential equation with a sticky point

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Probability

Authors: Richard Bass

Stochastic Homogenization of Reflected Stochastic Differential Equations

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Probability

Authors: Remi Rhodes

Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle

JOURNAL ARTICLE published 1 January 2003 in Electronic Journal of Probability

Authors: Said Hamadène | Youssef Ouknine

A study of backward stochastic differential equation on a Riemannian manifold

JOURNAL ARTICLE published 1 January 2021 in Electronic Journal of Probability

Authors: Xin Chen | Wenjie Ye

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

Support Theorem for a Stochastic Cahn-Hilliard Equation

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Probability

Authors: Lijun Bo | Kehua Shi | Yongjin Wang

Stochastic comparisons for stochastic heat equation

JOURNAL ARTICLE published 1 January 2020 in Electronic Journal of Probability

Authors: Le Chen | Kunwoo Kim

Moment estimates for solutions of linear stochastic differential equations driven by analytic fractional Brownian motion

JOURNAL ARTICLE published 1 January 2010 in Electronic Communications in Probability

Authors: Jeremie Unterberger

Weak Convergence for the Stochastic Heat Equation Driven by Gaussian White Noise

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Probability

Authors: Xavier Bardina | Maria Jolis | Lluís Quer-Sardanyons

The stochastic telegraph equation limit of the stochastic higher spin six vertex model

JOURNAL ARTICLE published 1 January 2020 in Electronic Journal of Probability

Authors: Yier Lin

On Existence and Uniqueness of Stationary Distributions for Stochastic Delay Differential Equations with Positivity Constraints

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Probability

Authors: Michael Kinnally | Ruth Williams

On stochastic heat equation with measure initial data

JOURNAL ARTICLE published 1 January 2017 in Electronic Communications in Probability

Authors: Jingyu Huang

Stochastic Weak Attractor for a Dissipative Euler Equation

JOURNAL ARTICLE published 1 January 2000 in Electronic Journal of Probability

Authors: Hakima Bessaih

Information: Price and Impact on General Welfare and Optimal Investment: An Anticipative Stochastic Differential Game Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Christian-Oliver Ewald | Yajun Xiao

Comparative Studies on Cooperative Stochastic Differential Game and Dynamic Sequential Game of Economic Maturity

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Darong Dai

Stationary solutions of damped stochastic 2-dimensional Euler’s equation

JOURNAL ARTICLE published 1 January 2020 in Electronic Journal of Probability

Authors: Francesco Grotto