Add to ORKGSummary. We derive estimates for the solutions to differential equations driven by a Hölder continuous function of order β> 1/2. As an application we deduce the existence of moments for the solutions to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H> 1
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolutio...
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
In this thesis, we investigate the properties of solution to the stochastic differential equation dr...
AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stoch...
We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional B...
We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional ...
AbstractLet {BtH,t∈[0,T]} be a fractional Brownian motion with Hurst parameter H. We prove the exist...
This article investigates several properties related to densities of solutions (Xt)t∈[0,1] to differ...
In this paper we develop sensitivity analyses w.r.t. the long-range/memory noise parameter for solut...
In this note, we prove an existence and uniqueness result of solution for stochastic differential d...
This paper addresses the exponential stability of the trivial solution of some types of evolution eq...
summary:Existence of a weak solution to the $n$-dimensional system of stochastic differential equati...
Résumé: Nous étudions les propriétés en temps petit de l’opérateur Pt(f)(x) = E(f(Xxt)) ou ̀ ...
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolutio...
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
In this thesis, we investigate the properties of solution to the stochastic differential equation dr...
AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stoch...
We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional B...
We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional ...
AbstractLet {BtH,t∈[0,T]} be a fractional Brownian motion with Hurst parameter H. We prove the exist...
This article investigates several properties related to densities of solutions (Xt)t∈[0,1] to differ...
In this paper we develop sensitivity analyses w.r.t. the long-range/memory noise parameter for solut...
In this note, we prove an existence and uniqueness result of solution for stochastic differential d...
This paper addresses the exponential stability of the trivial solution of some types of evolution eq...
summary:Existence of a weak solution to the $n$-dimensional system of stochastic differential equati...
Résumé: Nous étudions les propriétés en temps petit de l’opérateur Pt(f)(x) = E(f(Xxt)) ou ̀ ...
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolutio...