scientific article; zbMATH DE number 3560487

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Local Behaviour of Solutions of Stochastic Integral Equations
On a comparison theorem for solutions of stochastic differential equations and its applications
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Cited in

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Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
Stochastic flows and Taylor series
Convergence in probability for perturbed stochastic integral equations
Sur une résolution stochastique de l'équation de Schrödinger à coefficients analytiques
Diffusions conditionnelles. I. Hypoellipticité partielle
Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems)
Stochastic comparisons of Itô processes
Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations
Spatial estimates for stochastic flows in Euclidean space
Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises
Asymptotic expansion of stochastic flows
Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations
On solutions to Itô stochastic differential equations
Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes
On explicit local solutions of Itô diffusions
Asymptotical stability of differential equations driven by Hölder continuous paths
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
Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle
Support theorem for jump processes.
Invariance of stochastic control systems with deterministic arguments
Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
Deterministic and stochastic differential equations in infinite- dimensional spaces
Simultaneous time and chance discretization for stochastic differential equations
Estimation of the density of the solution of the robust Zakaï equation
Wong-Zakai approximations for stochastic differential equations
A diffusion approximation theorem for a nonlinear PDE with application to random birefringent optical fibers
Smoothness of the distribution of the supremum of a multi-dimensional diffusion process
Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion
Stochastic invariance of closed sets with non-Lipschitz coefficients
Existence and uniqueness for solutions of mixed stochastic delay differential equations
One-dimensional game-theoretic differential equations
Uniqueness of martingale solutions for the stochastic nonlinear Schrödinger equation on 3d compact manifolds
Existence and uniqueness of solutions for the Schrödinger integrable boundary value problem
Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than 1/2
Error analysis for approximations to one-dimensional SDEs via the perturbation method
Penalisation techniques for one-dimensional reflected rough differential equations
Stochastic hyperbolic systems, small perturbations and pathwise approximation
Stochastic Camassa-Holm equation with convection type noise
A brief and personal history of stochastic partial differential equations
Portfolio selection: a review
Strict local martingales with jumps
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
Remarks on Föllmer's pathwise Itô calculus
Weak martingale solutions to the stochastic Landau-Lifshitz-Gilbert equation with multi-dimensional noise via a convergent finite-element scheme
Stochastic viability and comparison theorems for mixed stochastic differential equations
Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive
Closed-form likelihood expansions for multivariate diffusions
Stochastic derivatives for fractional diffusions
Numerical simulation of nonlinear dynamical systems driven by commutative noise
An extension theorem to rough paths
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
On a probabilistic approach to a problem of semi-classical analysis
SDE solutions, at small times, driven by fractional Brownian motions.
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
\(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
On the stochastic Magnus expansion and its application to SPDEs
Distribution of the time to explosion for one-dimensional diffusions
Variational principles for fluid dynamics on rough paths
Stochastic energy balance climate models with Legendre weighted diffusion and an additive cylindrical Wiener process forcing
Asymptotic properties of Monte Carlo estimators of diffusion processes
Uniform approximation of the Cox-Ingersoll-Ross process
Constructing functions with prescribed pathwise quadratic variation
Existence and uniqueness for stochastic 2D Euler flows with bounded vorticity
Global Solutions to Rough Differential Equations with Unbounded Vector Fields
Hypoellipticity theorems and conditional laws
Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations
Yet another introduction to rough paths
Robust filtering: correlated noise and multidimensional observation
Stochastic differential equations and Nilpotent Lie algebras
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On the strong comparison theorems for solutions of stochastic differential equations
scientific article; zbMATH DE number 3759276 (Why is no real title available?)
Stochastic differential equations driven by G-Brownian motion and ordinary differential equations
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Gaussian convergence for stochastic acceleration of \(\mathcal {N}\) particles in the dense spectrum limit
Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations
Explicit Heston solutions and stochastic approximation for path-dependent option pricing
Smooth random functions, random ODEs, and Gaussian processes
Intrinsic random walks in Riemannian and sub-Riemannian geometry via volume sampling
A semi-discrete scheme for the stochastic Landau-Lifshitz equation
On local linearization method for stochastic differential equations driven by fractional Brownian motion
A random dynamical systems perspective on stochastic resonance
The calculus of boundary processes
Vortices in a stochastic parabolic Ginzburg-Landau equation
Forward integrals and SDE with fractal noise
Almost sure properties of controlled diffusions and worst case properties of deterministic systems
Efficient second-order weak scheme for stochastic volatility models
Wong–Zakai approximations for the stochastic Landau–Lifshitz–Bloch equations
On a deterministic approach to the numerical solution of the SDE
An efficient Monte Carlo scheme for Zakai equations
Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise
Global dynamics of the 2d NLS with white noise potential and generic polynomial nonlinearity
Mortensen observer for a class of variational inequalities – lost equivalence with stochastic filtering approaches
Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
On a probabilistic approach to the Schrödinger equation with a time-dependent potential
Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations

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