scientific article; zbMATH DE number 3386673

Cited in

(27)

Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients
Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)
Differentiation formulas for stochastic integrals in the plane
The support of the solution to a hyperbolic SPDE
The law of the solution to a nonlinear hyperbolic SPDE
Logarithmic estimates for the density of hypoelliptic two-parameter diffusions
Some remarks on a linear stochastic differential equation
Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
A stochastic telegraph equation from the six-vertex model
Nonlinear stochastic integral equations in the plane
Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
scientific article; zbMATH DE number 3930058 (Why is no real title available?)
Martingales and stochastic integrals for processes with a multi-dimensional parameter
Stochastic differential equations on the plane: Smoothness of the solution
Malliavin calculus for two-parameter Wiener functionals
Malliavin calculus for two-parameter Wiener functionals
Space-Time Stochastic Calculus and White Noise
On the local linearization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing
Strong solutions of fractional Brownian sheet-driven stochastic differential equations with integrable drift
Smoothness of solutions of hyperbolic stochastic partial differential equations with \(L^{\infty}\)-vector fields
Optimal control of SPDEs driven by time-space Brownian motion
Two-parameter heavy-traffic limits for infinite-server queues
SPDE games driven by a Brownian sheet with applications to pollution minimization
White noise approach to multiparameter stochastic integration
Dependence on the boundary condition for linear stochastic differential equations in the plane

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