Add to ORKGvon der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and nonconstant diffusion. Bielefeld: Universität Bielefeld; 2017
We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order...
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally boun...
In this paper linear stochastic transport and continuity equations with drift in critical Lp spaces ...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential...
summary:We study the regularizing effect of the noise on differential equations with irregular coeff...
Wresch L. Path by path uniqueness for stochastic differential equations in infinite dimensions. Biel...
AbstractWe consider the ordinary stochastic differential equation dX=−cXdt+2(1−|X|2)dB on the closed...
In this paper, we review and improve pathwise uniqueness results for some types of one-dimensional s...
We consider one-dimensional stochastic differential equations driven by Cauchy processes with drift....
We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert spa...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
Da Prato G, Flandoli F, Priola E, Röckner M. Strong Uniqueness for Stochastic Evolution Equations wi...
我們在這篇論文主要探討的是Levy 擾動型隨機微分方程解的存在與唯一性的關係。我們更專注 在非Lipshcitz 條件下其解路徑唯一性的條件。其後介紹及比較近來有關路徑惟一在隨機微分方程相於對稱穩定過...
AbstractThe pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is ma...
We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order...
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally boun...
In this paper linear stochastic transport and continuity equations with drift in critical Lp spaces ...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential...
summary:We study the regularizing effect of the noise on differential equations with irregular coeff...
Wresch L. Path by path uniqueness for stochastic differential equations in infinite dimensions. Biel...
AbstractWe consider the ordinary stochastic differential equation dX=−cXdt+2(1−|X|2)dB on the closed...
In this paper, we review and improve pathwise uniqueness results for some types of one-dimensional s...
We consider one-dimensional stochastic differential equations driven by Cauchy processes with drift....
We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert spa...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
Da Prato G, Flandoli F, Priola E, Röckner M. Strong Uniqueness for Stochastic Evolution Equations wi...
我們在這篇論文主要探討的是Levy 擾動型隨機微分方程解的存在與唯一性的關係。我們更專注 在非Lipshcitz 條件下其解路徑唯一性的條件。其後介紹及比較近來有關路徑惟一在隨機微分方程相於對稱穩定過...
AbstractThe pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is ma...
We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order...
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally boun...
In this paper linear stochastic transport and continuity equations with drift in critical Lp spaces ...