AbstractWe show that a diffusion process X corresponding to a uniformly elliptic second-order divergence form operator is a Dirichlet process for each starting point. We establish also the Stratonovich integral with respect to X and prove the Itô formula
ABSTRACT. – Convergence of Dirichlet forms of diffusion processes is investigated without assuming t...
Our main results are extensions of the classical stochastic calculus. For a Markov process (X_t) , t...
Albeverio S, Hu YZ, Röckner M, Zhou XY. Stochastic quantization of the two-dimensional polymer measu...
We have seen in a previous article how the theory of “rough paths” allows us to construct solutions ...
In this note we define and study the stochastic process $X$ in link with a parabolic transmission op...
We extend some results on time-homogeneous processes generated by divergence form operators to time-...
Abstract: We show in this article how the theory of “rough paths ” allows us to construct solutions ...
98 p. ; ill. ; 30 cmThe differential calculation gives a setting in the notion of ordinary differen...
We construct the interacting diffusion processes associated to determinantal pro-cesses on the whole...
AbstractThis paper consists of three parts. In Part I, we obtain results on the integrability of fun...
Focusing on one of the major branches of probability theory, this book treats the large class of pro...
International audienceWe give an account of results already obtained in the direction of regularity ...
Abstract: In this paper we prove a stochastic representation for solutions of the evolution equation...
http://www.iospress.nl/We prove here using stochastic analysis the homogenization property of second...
Let p be the density of a diffusion process x(t). A variational representation for p1/2and (p/p)1/2,...
ABSTRACT. – Convergence of Dirichlet forms of diffusion processes is investigated without assuming t...
Our main results are extensions of the classical stochastic calculus. For a Markov process (X_t) , t...
Albeverio S, Hu YZ, Röckner M, Zhou XY. Stochastic quantization of the two-dimensional polymer measu...
We have seen in a previous article how the theory of “rough paths” allows us to construct solutions ...
In this note we define and study the stochastic process $X$ in link with a parabolic transmission op...
We extend some results on time-homogeneous processes generated by divergence form operators to time-...
Abstract: We show in this article how the theory of “rough paths ” allows us to construct solutions ...
98 p. ; ill. ; 30 cmThe differential calculation gives a setting in the notion of ordinary differen...
We construct the interacting diffusion processes associated to determinantal pro-cesses on the whole...
AbstractThis paper consists of three parts. In Part I, we obtain results on the integrability of fun...
Focusing on one of the major branches of probability theory, this book treats the large class of pro...
International audienceWe give an account of results already obtained in the direction of regularity ...
Abstract: In this paper we prove a stochastic representation for solutions of the evolution equation...
http://www.iospress.nl/We prove here using stochastic analysis the homogenization property of second...
Let p be the density of a diffusion process x(t). A variational representation for p1/2and (p/p)1/2,...
ABSTRACT. – Convergence of Dirichlet forms of diffusion processes is investigated without assuming t...
Our main results are extensions of the classical stochastic calculus. For a Markov process (X_t) , t...
Albeverio S, Hu YZ, Röckner M, Zhou XY. Stochastic quantization of the two-dimensional polymer measu...
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