scientific article; zbMATH DE number 3560487
From MaRDI portal
Publication:4131410
zbMath0359.60087MaRDI QIDQ4131410
Publication date: 1977
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1977__13_2_99_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Ordinary differential equations and systems with randomness (34F05)
Related Items (only showing first 100 items - show all)
Asymptotic expansion of stochastic flows ⋮ A representation of solution of stochastic differential equations ⋮ Distribution of the time to explosion for one-dimensional diffusions ⋮ Support theorem for jump processes. ⋮ Asymptotic properties of Monte Carlo estimators of diffusion processes ⋮ Existence and uniqueness of solutions for the Schrödinger integrable boundary value problem ⋮ Constructing functions with prescribed pathwise quadratic variation ⋮ Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive ⋮ Invariance of stochastic control systems with deterministic arguments ⋮ Existence and uniqueness for stochastic 2D Euler flows with bounded vorticity ⋮ Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I ⋮ Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations ⋮ Almost sure approximation of Wong-Zakai type for stochastic partial differential equations ⋮ Global Solutions to Rough Differential Equations with Unbounded Vector Fields ⋮ Stochastic flows and Taylor series ⋮ Deterministic and stochastic differential equations in infinite- dimensional spaces ⋮ Simultaneous time and chance discretization for stochastic differential equations ⋮ An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations ⋮ Estimation of the density of the solution of the robust Zakaï equation ⋮ Convergence in probability for perturbed stochastic integral equations ⋮ Wong-Zakai approximations for stochastic differential equations ⋮ Robust filtering: correlated noise and multidimensional observation ⋮ Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) ⋮ Unnamed Item ⋮ Operators associated with a stochastic differential equation driven by fractional Brownian motions ⋮ Error analysis for approximations to one-dimensional SDEs via the perturbation method ⋮ On the stochastic Magnus expansion and its application to SPDEs ⋮ Unnamed Item ⋮ Variational principles for fluid dynamics on rough paths ⋮ A diffusion approximation theorem for a nonlinear PDE with application to random birefringent optical fibers ⋮ Sur une résolution stochastique de l'équation de Schrödinger à coefficients analytiques ⋮ Stochastic energy balance climate models with Legendre weighted diffusion and an additive cylindrical Wiener process forcing ⋮ Smoothness of the distribution of the supremum of a multi-dimensional diffusion process ⋮ Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations ⋮ Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion ⋮ Closed-form likelihood expansions for multivariate diffusions ⋮ On a probabilistic approach to the Schrödinger equation with a time-dependent potential ⋮ On solutions to Itô stochastic differential equations ⋮ Penalisation techniques for one-dimensional reflected rough differential equations ⋮ Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations ⋮ Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations ⋮ EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING ⋮ Diffusions conditionnelles. I. Hypoellipticité partielle ⋮ A remark on Kunita's decomposition theorem ⋮ A survey of numerical methods for stochastic differential equations ⋮ Gaussian convergence for stochastic acceleration of \(\mathcal {N}\) particles in the dense spectrum limit ⋮ Stochastic hyperbolic systems, small perturbations and pathwise approximation ⋮ Smooth Random Functions, Random ODEs, and Gaussian Processes ⋮ Stochastic Camassa-Holm equation with convection type noise ⋮ Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes ⋮ Stochastic derivatives for fractional diffusions ⋮ A brief and personal history of stochastic partial differential equations ⋮ Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems) ⋮ On explicit local solutions of Itô diffusions ⋮ Numerical simulation of nonlinear dynamical systems driven by commutative noise ⋮ A semi-discrete scheme for the stochastic Landau-Lifshitz equation ⋮ Unnamed Item ⋮ Asymptotical stability of differential equations driven by Hölder continuous paths ⋮ An extension theorem to rough paths ⋮ Explicit solutions for multivalued stochastic differential equations ⋮ Intrinsic random walks in Riemannian and sub-Riemannian geometry via volume sampling ⋮ Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion ⋮ Portfolio selection: a review ⋮ Vortices in a stochastic parabolic Ginzburg-Landau equation ⋮ Stochastic invariance of closed sets with non-Lipschitz coefficients ⋮ Stochastic comparisons of Itô processes ⋮ On a probabilistic approach to a problem of semi-classical analysis ⋮ SDE solutions, at small times, driven by fractional Brownian motions. ⋮ Strict local martingales with jumps ⋮ Hypoellipticity theorems and conditional laws ⋮ Functional quantization of a class of Brownian diffusions: a constructive approach ⋮ On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion ⋮ Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems ⋮ The calculus of boundary processes ⋮ Remarks on Föllmer's pathwise Itô calculus ⋮ Stochastic differential equations and Nilpotent Lie algebras ⋮ Uniform approximation of the Cox-Ingersoll-Ross process ⋮ Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. ⋮ Invariance of closed convex sets for stochastic functional differential equations ⋮ Existence and uniqueness for solutions of mixed stochastic delay differential equations ⋮ Weak martingale solutions to the stochastic Landau-Lifshitz-Gilbert equation with multi-dimensional noise via a convergent finite-element scheme ⋮ Almost sure properties of controlled diffusions and worst case properties of deterministic systems ⋮ Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations ⋮ On local linearization method for stochastic differential equations driven by fractional Brownian motion ⋮ A random dynamical systems perspective on stochastic resonance ⋮ Stability of solutions of stochastic differential equations ⋮ Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations ⋮ One-dimensional game-theoretic differential equations ⋮ Yet another introduction to rough paths ⋮ Forward integrals and SDE with fractal noise ⋮ On the strong comparison theorems for solutions of stochastic differential equations ⋮ Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). ⋮ Uniqueness of martingale solutions for the stochastic nonlinear Schrödinger equation on 3d compact manifolds ⋮ \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. ⋮ Stochastic viability and comparison theorems for mixed stochastic differential equations ⋮ Spatial estimates for stochastic flows in Euclidean space ⋮ Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures ⋮ On Lipschitz dependence in systems with differentiated inputs ⋮ Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises ⋮ Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle
Cites Work
- On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
- On a comparison theorem for solutions of stochastic differential equations and its applications
- On the existence and unicity of solutions of stochastic integral equations
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Local Behaviour of Solutions of Stochastic Integral Equations
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication:
