Add to ORKGIn this paper we present a method to derive explicit representations of strong solutions of forward stochastic differential equations driven by a Brownian motion. These representations open new perspectives in the study of important topics like large time behaviour or the flow property of solutions of such equations. Key words and phrases: anticipative stochastic differential equations, white noise analysi
This book covers numerical methods for stochastic partial differential equations with white noise us...
When a system is acted upon by exterior disturbances, its time-development can often be described by...
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space...
In this paper we present a method to derive explicit representations of strong solutions of forward ...
In this paper we derive an explicit representation for strong solutions of a class of forward stocha...
Abstract. In this paper, we present the white noise methods for solving linear stochastic differenti...
In this thesis we use techniques from white noise analysis to study solutions of semilinear stochast...
Abstract: In this paper we prove a stochastic representation for solutions of the evolution equatio
This paper is inspired by artides of Chow [Ch] and Nualart-Zakai [NZ], in which certain (linear) sto...
In this paper we present a general method to study stochastic equations for a broader class of drivi...
In this paper we develop a white noise framework for the study of stochastic partial differential eq...
This paper aims to provide a systematic approach to the treatment of differential equations of the t...
Stochastic partial differential equations arise when modelling uncertain phenomena. Here the emphasi...
AbstractWhen a system is acted upon by exterior disturbances, its time-development can often be desc...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
This book covers numerical methods for stochastic partial differential equations with white noise us...
When a system is acted upon by exterior disturbances, its time-development can often be described by...
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space...
In this paper we present a method to derive explicit representations of strong solutions of forward ...
In this paper we derive an explicit representation for strong solutions of a class of forward stocha...
Abstract. In this paper, we present the white noise methods for solving linear stochastic differenti...
In this thesis we use techniques from white noise analysis to study solutions of semilinear stochast...
Abstract: In this paper we prove a stochastic representation for solutions of the evolution equatio
This paper is inspired by artides of Chow [Ch] and Nualart-Zakai [NZ], in which certain (linear) sto...
In this paper we present a general method to study stochastic equations for a broader class of drivi...
In this paper we develop a white noise framework for the study of stochastic partial differential eq...
This paper aims to provide a systematic approach to the treatment of differential equations of the t...
Stochastic partial differential equations arise when modelling uncertain phenomena. Here the emphasi...
AbstractWhen a system is acted upon by exterior disturbances, its time-development can often be desc...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
This book covers numerical methods for stochastic partial differential equations with white noise us...
When a system is acted upon by exterior disturbances, its time-development can often be described by...
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space...