Add to ORKGWe consider a measure-valued process that models a self repelling or self-attracting population. The process is found as the unique solution to an equation driven by historical Brownian motion. The main result is pathwise uniqueness for a historical stochastic differential equation with a singular drift coefficient
We consider one-dimensional stochastic differential equations driven by Cauchy processes with drift....
A uniqueness problem raised in 2001 for critical cyclically catalytic super-Brownian motions is solv...
AbstractWe prove Lp-uniqueness of Dirichlet operators for Gibbs measures on the path space C(R,Rd) a...
We study a class of self-similar jump type SDEs driven by Hölder-continuous drift and noise coeffici...
We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symme...
AbstractWe investigate the existence of invariant measures for self-stabilizing diffusions. These st...
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic...
We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order...
The theory of stochastic differential equations (SDE) describes the world using differential equatio...
We show the existence of strong solutions and pathwise uniqueness for two types of one-dimensional s...
We consider the Stochastic Differential Equation $X_t = X_0 + \int_0^t b(s,X_s) ds + B_t$, in $\math...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
Albeverio S, Kawabi H, Roeckner M. Strong uniqueness for both Dirichlet operators and stochastic dyn...
We consider one-dimensional stochastic differential equations driven by Cauchy processes with drift....
A uniqueness problem raised in 2001 for critical cyclically catalytic super-Brownian motions is solv...
AbstractWe prove Lp-uniqueness of Dirichlet operators for Gibbs measures on the path space C(R,Rd) a...
We study a class of self-similar jump type SDEs driven by Hölder-continuous drift and noise coeffici...
We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symme...
AbstractWe investigate the existence of invariant measures for self-stabilizing diffusions. These st...
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic...
We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order...
The theory of stochastic differential equations (SDE) describes the world using differential equatio...
We show the existence of strong solutions and pathwise uniqueness for two types of one-dimensional s...
We consider the Stochastic Differential Equation $X_t = X_0 + \int_0^t b(s,X_s) ds + B_t$, in $\math...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
Albeverio S, Kawabi H, Roeckner M. Strong uniqueness for both Dirichlet operators and stochastic dyn...
We consider one-dimensional stochastic differential equations driven by Cauchy processes with drift....
A uniqueness problem raised in 2001 for critical cyclically catalytic super-Brownian motions is solv...
AbstractWe prove Lp-uniqueness of Dirichlet operators for Gibbs measures on the path space C(R,Rd) a...