Add to ORKGA differential calculus for random fields is developed and combined with the S-transform to obtain an explicit strong solution of the Cauchy problem [...] (Weiter s. Original-Text
The existence of a mean-square continuous strong solution is established for vector-valued Itö stoch...
We present a well-posedness result for strong solutions of one-dimensional stochastic differential e...
AbstractIn this paper, we directly prove the existence and uniqueness of a strong solution of the st...
A differential calculus for random fields is developed and combined with the S-transform to obtain a...
International audienceWe study the Cauchy problem for a semilinear stochastic partial differential e...
In this thesis we investigate stochastic evolution equations for random fields X: Omega x [0; T] x U...
This thesis is a compilation of two papers. In the first paper we investigate a class of two dimens...
We give an explicit representation of strong solutions of Itô-SDE's in Hilbert spaces in terms of a ...
We study strong existence and pathwise uniqueness for stochastic differential equations in Rd with r...
The technique of stochastic solutions, previously used for deterministic equations, is here proposed...
We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not nece...
We extend the classic parametrix method in the context of evolution SPDEs. Our method is based on ...
This paper studies first a result of existence and uniqueness of the solution to a backward stochast...
AbstractIn this paper we develop a new method for the construction of strong solutions of stochastic...
In this thesis, we look for a fundamental solution for a broad, possibly degenerate class of stochas...
The existence of a mean-square continuous strong solution is established for vector-valued Itö stoch...
We present a well-posedness result for strong solutions of one-dimensional stochastic differential e...
AbstractIn this paper, we directly prove the existence and uniqueness of a strong solution of the st...
A differential calculus for random fields is developed and combined with the S-transform to obtain a...
International audienceWe study the Cauchy problem for a semilinear stochastic partial differential e...
In this thesis we investigate stochastic evolution equations for random fields X: Omega x [0; T] x U...
This thesis is a compilation of two papers. In the first paper we investigate a class of two dimens...
We give an explicit representation of strong solutions of Itô-SDE's in Hilbert spaces in terms of a ...
We study strong existence and pathwise uniqueness for stochastic differential equations in Rd with r...
The technique of stochastic solutions, previously used for deterministic equations, is here proposed...
We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not nece...
We extend the classic parametrix method in the context of evolution SPDEs. Our method is based on ...
This paper studies first a result of existence and uniqueness of the solution to a backward stochast...
AbstractIn this paper we develop a new method for the construction of strong solutions of stochastic...
In this thesis, we look for a fundamental solution for a broad, possibly degenerate class of stochas...
The existence of a mean-square continuous strong solution is established for vector-valued Itö stoch...
We present a well-posedness result for strong solutions of one-dimensional stochastic differential e...
AbstractIn this paper, we directly prove the existence and uniqueness of a strong solution of the st...