Abstract. We obtain Calderón-Zygmund estimates for some degenerate equa-tions of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore uniqueness in law for the corresponding stochastic differential equations. Some density estimates are established as well
AbstractIn this note we give an estimate of the density of a certain class of Brownian martingales i...
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic d...
International audienceWe provide here some sharp Schauder estimates for degenerate PDEs of Kolmogoro...
44 pagesInternational audienceWe obtain Calderón-Zygmund estimates for some degenerate equations of ...
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy ...
AbstractIn this paper we establish the well-posedness in C([0,∞);[0,1]d), for each starting point x∈...
45 pagesInternational audienceWe consider a stable driven degenerate stochastic differential equatio...
We prove uniqueness in law for possibly degenerate SDEs having a linear part in the drift term. Diff...
We investigate well-posedness for martingale solutions of stochastic differential equations, under l...
Abstract. In the present article, solvability in Sobolev spaces is investigated for a class of degen...
International audienceIn this paper, we prove pathwise uniqueness for stochastic degenerate systems ...
In the first part of our thesis, we prove existence, uniqueness and regularity of solutions for a ce...
Abstract. In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a Höld...
We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov sto...
Abstract. The paper refers to the subject of the estimation of the difference between the solutions ...
AbstractIn this note we give an estimate of the density of a certain class of Brownian martingales i...
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic d...
International audienceWe provide here some sharp Schauder estimates for degenerate PDEs of Kolmogoro...
44 pagesInternational audienceWe obtain Calderón-Zygmund estimates for some degenerate equations of ...
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy ...
AbstractIn this paper we establish the well-posedness in C([0,∞);[0,1]d), for each starting point x∈...
45 pagesInternational audienceWe consider a stable driven degenerate stochastic differential equatio...
We prove uniqueness in law for possibly degenerate SDEs having a linear part in the drift term. Diff...
We investigate well-posedness for martingale solutions of stochastic differential equations, under l...
Abstract. In the present article, solvability in Sobolev spaces is investigated for a class of degen...
International audienceIn this paper, we prove pathwise uniqueness for stochastic degenerate systems ...
In the first part of our thesis, we prove existence, uniqueness and regularity of solutions for a ce...
Abstract. In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a Höld...
We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov sto...
Abstract. The paper refers to the subject of the estimation of the difference between the solutions ...
AbstractIn this note we give an estimate of the density of a certain class of Brownian martingales i...
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic d...
International audienceWe provide here some sharp Schauder estimates for degenerate PDEs of Kolmogoro...
Add to ORKG