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

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

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

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

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

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

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

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

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

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

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

Stability Properties of Constrained Jump-Diffusion Processes

JOURNAL ARTICLE published 1 January 2002 in Electronic Journal of Probability

Authors: Rami Atar | Amarjit Budhiraja

Solutions of a Stochastic Differential Equation Forced Onto a Manifold by a Large Drift

JOURNAL ARTICLE published 1 October 1991 in The Annals of Probability

Authors: G. S. Katzenberger

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

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

Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model

JOURNAL ARTICLE published June 2020 in Journal of Applied Probability

Authors: Dang H. Nguyen | Nhu N. Nguyen | George Yin