Pages that link to "Item:Q5966836"
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The following pages link to A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (Q5966836):
Displaying 50 items.
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Rough paths and 1d SDE with a time dependent distributional drift: application to polymers (Q292116) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- Stochastic regularization effects of semi-martingales on random functions (Q335875) (← links)
- A class of degenerate stochastic differential equations with non-Lipschitz coefficients (Q369309) (← links)
- Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes (Q376690) (← links)
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs (Q382307) (← links)
- Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres (Q383669) (← links)
- On symmetric and skew Bessel processes (Q444357) (← links)
- A comparison theorem for stochastic differential equations under the Novikov condition (Q471045) (← links)
- Around Tsirelson's equation, or: the evolution process may not explain everything (Q491374) (← links)
- Two-sided disorder problem for a Brownian motion in a Bayesian setting (Q492179) (← links)
- Computing deltas without derivatives (Q522065) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- On some applications of Sobolev flows of SDEs with unbounded drift coefficients (Q722671) (← links)
- Quasi-linear stochastic partial differential equations with irregular coefficients: Malliavin regularity of the solutions (Q744879) (← links)
- Optimal discounted linear control of the Wiener process (Q755515) (← links)
- Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes (Q778801) (← links)
- Schauder estimates for nonlocal kinetic equations and applications (Q781643) (← links)
- Optimal discounted control for a continuous time inventory model (Q786780) (← links)
- A note on controlled diffusions on line with time-averaged cost (Q790787) (← links)
- Ergodic control problem for one-dimensional diffusions with near-monotone cost (Q802504) (← links)
- Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications (Q819723) (← links)
- Noiseless regularisation by noise (Q832452) (← links)
- Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient (Q892731) (← links)
- Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift (Q897817) (← links)
- Strong uniqueness for stochastic evolution equations with unbounded measurable drift term (Q904711) (← links)
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
- Construction of strong solutions of SDE's via Malliavin calculus (Q971842) (← links)
- Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift (Q977449) (← links)
- Pathwise uniqueness for a class of SDE in Hilbert spaces and applications (Q982497) (← links)
- On limiting values of stochastic differential equations with small noise intensity tending to zero (Q1017648) (← links)
- Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable (Q1057570) (← links)
- Étude asymptotique de certains mouvements browniens complexes avec drift (Q1067314) (← links)
- Diffusion with interactions and collisions between coloured particles and the propagation of chaos (Q1072267) (← links)
- A propagation of chaos result for Burgers' equation (Q1079290) (← links)
- A propagation of chaos result for a system of particles with moderate interaction (Q1096259) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Optimal stationary linear control of the Wiener process (Q1146157) (← links)
- Certain convexity questions in stochastic optimization (Q1159650) (← links)
- Estimation and control for linear, partially observable systems with non- Gaussian initial distribution (Q1172611) (← links)
- Tsirel'son's equation in discrete time (Q1187105) (← links)
- On quasi-linear stochastic partial differential equations (Q1326324) (← links)
- Brownian motion with singular drift (Q1394527) (← links)
- Ray-Knight theorems related to a stochastic flow (Q1411889) (← links)
- New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
- Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle (Q1621711) (← links)
- Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts (Q1626627) (← links)
- A continuous-time optimal insurance design with costly monitoring (Q1627672) (← links)
- Strong solutions to stochastic differential equations with rough coefficients (Q1647735) (← links)
