scientific article; zbMATH DE number 3538602
From MaRDI portal
Publication:4114577
zbMath0345.60029MaRDI QIDQ4114577
Jean-Pierre Lepeltier, B. Marchal
Publication date: 1976
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1976__12_1_43_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)
Related Items (50)
\(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes ⋮ The martingale problem for a class of pseudo differential operators ⋮ The diffusion approximation of the spatially homogeneous Boltzmann equation ⋮ Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity ⋮ Quasilinear, parabolic, integro-differential problems with nonlinear oblique boundary conditions ⋮ Asymptotic behavior of the transition density for jump type processes in small time ⋮ Sub-Markovian \(C _{0}\)-semigroups generated by fractional Laplacian with gradient perturbation ⋮ A class of Lévy driven SDEs and their explicit invariant measures ⋮ Unnamed Item ⋮ A stability result for solutions of stochastic equations driven by point processes ⋮ On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator ⋮ Harmonic functions for a class of integro-differential operators ⋮ Convex concentration for some additive functionals of jump stochastic differential equations ⋮ Unnamed Item ⋮ Small-time expansions for local jump-diffusion models with infinite jump activity ⋮ Unnamed Item ⋮ Successful couplings for a class of stochastic differential equations driven by Lévy processes ⋮ Markov Processes With Lipschitz Semigroups ⋮ Evolution of the Wasserstein distance between the marginals of two Markov processes ⋮ Green's function and invariant density for an integro-differential operator of second order ⋮ On parabolic inequalities for generators of diffusions with jumps ⋮ On multidimensional diffusion processes with jumps ⋮ On smoothing properties of transition semigroups associated to a class of SDEs with jumps ⋮ Unnamed Item ⋮ Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility ⋮ Unnamed Item ⋮ McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets ⋮ A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options ⋮ On degenerate stochastic equations of Itô type with jumps ⋮ Probabilistic interpretation of the Calderón problem ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4115871 �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales] ⋮ A note on 𝐿₂-estimates for stable integrals with drift ⋮ On Excursions of Reflecting Brownian Motion ⋮ Branching processes for the fragmentation equation ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3347061 �quations de type de Boltzmann, spatialement homog�nes] ⋮ Density estimate in small time for jump processes with singular Lévy measures ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles] ⋮ Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology ⋮ Feller property of regime-switching jump diffusion processes with hybrid jumps ⋮ A connection between extreme value theory and long time approximation of SDEs ⋮ The Dirichlet problem for nonlocal elliptic equations ⋮ An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint ⋮ On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators ⋮ The martingale problem for a class of stable-like processes ⋮ Compactness criterion for semimartingale laws and semimartingale optimal transport ⋮ Unnamed Item ⋮ Optimal impulse control problems for degenerate diffusions with jumps ⋮ A weak solution theory for stochastic Volterra equations of convolution type ⋮ The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels ⋮ Systems of equations driven by stable processes
Cites Work
- Markov processes associated with certain integro-differential operators
- On the uniqueness of solutions of stochastic differential equations
- [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
- [https://portal.mardi4nfdi.de/wiki/Publication:4131394 Repr�sentation des processus ponctuels multivari�s � l'aide d'un processus de Poisson]
- On Square Integrable Martingales
- On the Factorization of Non-Negative Definite Matrices
- Diffusion processes with boundary conditions
- An Inequality in the Theory of Stochastic Integrals
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: