AbstractDeterministic oscillations with bilinear hysteresis are governed by a multivalued differential equation of the type ξ′ + kξ ϵ b(ξ) + g, where k is maximal monotonic and b is Lipschitzian. An existence and uniqueness result is proven for corresponding stochastic equation. The diffusion equation satisfied by the laws of ξ(t) is established. In the particular case k = 0, this equation is equivalent to the Fokker-Planck equation
We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded H\uf6ld...
This paper offers an existence result for finite dimensional stochastic differential inclusions with...
The stochastic equation dXt = dLt + a(t,Xt)dt, t ≥ 0, is considered where L is a d-dimensional Levy ...
AbstractDeterministic oscillations with bilinear hysteresis are governed by a multivalued differenti...
Nonlinear diffusion problems featuring stochastic effects may be described by stochastic partial dif...
Röckner M, Zhu R, Zhu X. A note on stochastic semilinear equations and their associated Fokker-Planc...
For applications in flnance, we study the stochastic difierential equa-tion dXs = (2flXs + –s)ds + g...
AbstractWe first consider the stochastic differential equations (SDE) without global Lipschitz condi...
Barbu V, Röckner M. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-...
We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correla...
We prove the existence and uniqueness of solutions to a class of stochastic semilinear evolution equ...
AbstractWe prove the bicontinuity and homeomorphic property of solutions of stochastic differential ...
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with no...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equation...
We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded H\uf6ld...
This paper offers an existence result for finite dimensional stochastic differential inclusions with...
The stochastic equation dXt = dLt + a(t,Xt)dt, t ≥ 0, is considered where L is a d-dimensional Levy ...
AbstractDeterministic oscillations with bilinear hysteresis are governed by a multivalued differenti...
Nonlinear diffusion problems featuring stochastic effects may be described by stochastic partial dif...
Röckner M, Zhu R, Zhu X. A note on stochastic semilinear equations and their associated Fokker-Planc...
For applications in flnance, we study the stochastic difierential equa-tion dXs = (2flXs + –s)ds + g...
AbstractWe first consider the stochastic differential equations (SDE) without global Lipschitz condi...
Barbu V, Röckner M. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-...
We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correla...
We prove the existence and uniqueness of solutions to a class of stochastic semilinear evolution equ...
AbstractWe prove the bicontinuity and homeomorphic property of solutions of stochastic differential ...
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with no...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equation...
We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded H\uf6ld...
This paper offers an existence result for finite dimensional stochastic differential inclusions with...
The stochastic equation dXt = dLt + a(t,Xt)dt, t ≥ 0, is considered where L is a d-dimensional Levy ...
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