Exponential stability of stochastic differential delay equations

JOURNAL ARTICLE published February 1997 in Stochastics and Stochastic Reports

Authors: Xuerong Mao | Anita Shah

Backward stochastic differential equations and integral-partial differential equations

JOURNAL ARTICLE published February 1997 in Stochastics and Stochastic Reports

Authors: Guy Barles | Rainer Buckdahn | Etienne Pardoux

Existence and uniqueness of the solutions of stochastic differential equations

JOURNAL ARTICLE published January 1983 in Stochastics

Authors: Rang Quan Wu | Xuerong Mao

Difference methods for stochastic differential equations with discontinuous coefficients

JOURNAL ARTICLE published September 1984 in Stochastics

Authors: Rainer Janßen

Positivity and stabilisation for nonlinear stochastic delay differential equations

JOURNAL ARTICLE published February 2009 in Stochastics

Authors: John A.D. Appleby | Cónall Kelly | Xuerong Mao | Alexandra Rodkina

Approximate solutions for a class of delay stochastic differential equations

JOURNAL ARTICLE published April 1991 in Stochastics and Stochastic Reports

Authors: Xuerong Mao

Exponential stability for nonlinear stochastic differential equations with respect to semimartingales

JOURNAL ARTICLE published December 1989 in Stochastics and Stochastic Reports

Authors: Xuerong Mao

Multivalued backward stochastic differential equations with local lipschitz drift

JOURNAL ARTICLE published April 1997 in Stochastics and Stochastic Reports

Authors: Modeste N'zi

Almost sure asymptotic bounds for a class of stochastic differential equations

JOURNAL ARTICLE published October 1992 in Stochastics and Stochastic Reports

Authors: Xuerong Mao

A note on comparison theorems for stochastic differential equations with respect to semimartingales

JOURNAL ARTICLE published October 1991 in Stochastics and Stochastic Reports

Authors: Xuerong Mao

On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations

JOURNAL ARTICLE published 15 June 2005 in Stochastics

Authors: John A. D. Appleby | Xuerong Mao | Alexandra Rodkina

Energy bounds for nonlinear dissipative stochastic differential equations with respect to semimartingales

JOURNAL ARTICLE published October 1991 in Stochastics and Stochastic Reports

Authors: Xuerong Mao | Lawrence Markus

Quantum Stochastic Differential Equations

BOOK CHAPTER published 19 February 2015 in Quantum Stochastics

Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications

JOURNAL ARTICLE published December 2009 in Stochastics

Authors: AbdulRahman Al-Hussein

Multidimensional linear stochastic differential equations in the skorohod sense

JOURNAL ARTICLE published November 1997 in Stochastics and Stochastic Reports

Authors: R. Buckdahn | P. Malliavin | D. Nualart

Averaging of backward stochastic differential equations, with application to semi-linear pde's

JOURNAL ARTICLE published April 1997 in Stochastics and Stochastic Reports

Authors: E. Pardouxd | A.Yu Veretennikov

Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations

JOURNAL ARTICLE published April 2004 in Stochastics and Stochastic Reports

Authors: Anna Lisa Amadori* | Kenneth H. Karlsen† | Claudia La Chioma

The robbins-monro type stochastic differential equations. I. convergence of solutions

JOURNAL ARTICLE published August 1997 in Stochastics and Stochastic Reports

Authors: N. Lazrieva | T. Sharia | T. Toronjadze

Convergence of stochastic flows connected with stochastic ordinary differential equations

JOURNAL ARTICLE published May 1986 in Stochastics

Authors: Kunita Hiroshi

Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

JOURNAL ARTICLE published February 2013 in Stochastics

Authors: Xuerong Mao | Lukasz Szpruch