On the uniqueness of solutions of stochastic differential equations

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Itô's excursion theory and its applications
Existence of densities of solutions of stochastic differential equations by Malliavin calculus
Existence of optimal controls for partially observed linear diffusions
Periodic behavior of the stochastic Brusselator in the mean-field limit
Noise can create periodic behavior and stabilize nonlinear diffusions
Solubility of stochastic differential equations with perturbed argument
Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process
A martingale problem associated with diffusion operators in a domain
Estimation and control for linear, partially observable systems with non- Gaussian initial distribution
Successive approximations to solutions of stochastic differential equations
Tsirel'son's equation in discrete time
The stochastic Korteweg-de Vries equation in \(L^2(\mathbb{R})\)
On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary
Multiple time scale analysis of interacting diffusions
On a type of stochastic differential equations driven by countably many Brownian motions
Particle representations for a class of nonlinear SPDEs
Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion
An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options
Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators
Strong solutions to stochastic differential equations with rough coefficients
The Jacobi stochastic volatility model
Approximating explicitly the mean-reverting CEV process
Stability problems for Cantor stochastic differential equations
Long-term factorization of affine pricing kernels
Stochastic Allen-Cahn equation with mobility
Local martingale solutions to the stochastic two layer shallow water equations with multiplicative white noise
Entropy solutions for stochastic porous media equations
Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients
On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
Martingale representation for degenerate diffusions
On squared Bessel particle systems
Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
Strong solutions of stochastic equations with singular time dependent drift
Branching-coalescing particle systems
Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment
Measure of noncompactness and application to stochastic differential equations
Projections of spherical Brownian motion
Etude d'une équation différentielle stochastique non linéaire avec temps local, modèle limité pour un système de particules avec interaction à la frontière. (Study of a nonlinear stochastic differential equation with local times, limit model for a particle system with interaction at the boundary)
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
A stochastic calculus model of continuous trading: Complete markets
Generalized integration and stochastic ODEs
Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
Stochastic McKean-Vlasov equations
Finite and infinite systems of interacting diffusions
The behavior of solutions of stochastic differential inequalities
Global existence of solutions for perturbed differential equations
Existence of strong solutions for Itô's stochastic equations via approximations
On the existence of universal functional solutions to classical SDE's
Nonuniqueness for nonnegative solutions of parabolic stochastic partial differential equations
Strong solutions for stochastic differential equations with jumps
Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
Super-Brownian motion as the unique strong solution to an SPDE
Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process
Existence and uniqueness of reflecting diffusions in cusps
Struwe-like solutions for the stochastic harmonic map flow
The Euler equations of an inviscid incompressible fluid driven by a Lévy noise
Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients
Rough differential equations with power type nonlinearities
Reaction-diffusion models: from particle systems to SDE's
Functional SPDE with multiplicative noise and Dini drift
Stochastic Volterra equation driven by Wiener process and fractional Brownian motion
Comparison theorems for some backward stochastic Volterra integral equations
A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise
Optimal compensation and investment affected by firm size and time-varying external factors
Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1
Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise
On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe
Distribution dependent stochastic differential equations
Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient
Asymptotic properties of the 2D stochastic fractional Boussinesq equations driven by degenerate noise
A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations
One-dimensional game-theoretic differential equations
Strong solutions of stochastic differential equations with square integrable drift
Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients
On a theorem by A.S. Cherny for semilinear stochastic partial differential equations
Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
Numerical simulations of nonlinear stochastic Newell-Whitehead-Segel equation and its measurable properties
The role of systems biology, neuroscience, and thermodynamics in network control and learning
On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time
Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball
Large deviations for interacting multiscale particle systems
Distribution dependent SDEs driven by additive continuous noise
The stochastic Gierer-Meinhardt system
A forward-backward SDE from the 2D nonlinear stochastic heat equation
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
Large and moderate deviations for stochastic Volterra systems
Stochastic differential equations with singular coefficients on the straight line
Stochastic magneto-hydrodynamic equations (MHD): invariant measures in 2D Poincaré domains
Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients

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