We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic collisions
We consider two skew Brownian motions, driven by the same Brownian motion, with different startingpo...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic diff...
We consider the stochastic equation X(t) = W(t) + βlX0(t), where W is a standard Wiener process and ...
A class of stochastic differential equations in a multidimensional Euclidean space such that the pro...
This work contributes a systematic survey and complementary insights of reflecting Brownian motion a...
International audienceWe study the asymptotic behavior of the maximum likelihood estimator correspon...
A family of one-dimensional diffusion processes is constructed such that each one of this family is ...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
In order to solve with a Monte Carlo method a parabolic (or elliptic) PDE with a transmission condit...
We study (i) the SDE system dXt = I(Xt 6=0) dBt I(Xt=0) dt = 1µ d` 0 t (X) for Brownian motion X in ...
summary:We consider the stochastic equation \[ X_t=x_0+\int _0^t b(u,X_{u})\mathrm{d}B_u,\quad t\ge ...
We consider the Stochastic Differential Equation $X_t = X_0 + \int_0^t b(s,X_s) ds + B_t$, in $\math...
We consider two skew Brownian motions, driven by the same Brownian motion, with different startingpo...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic diff...
We consider the stochastic equation X(t) = W(t) + βlX0(t), where W is a standard Wiener process and ...
A class of stochastic differential equations in a multidimensional Euclidean space such that the pro...
This work contributes a systematic survey and complementary insights of reflecting Brownian motion a...
International audienceWe study the asymptotic behavior of the maximum likelihood estimator correspon...
A family of one-dimensional diffusion processes is constructed such that each one of this family is ...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
In order to solve with a Monte Carlo method a parabolic (or elliptic) PDE with a transmission condit...
We study (i) the SDE system dXt = I(Xt 6=0) dBt I(Xt=0) dt = 1µ d` 0 t (X) for Brownian motion X in ...
summary:We consider the stochastic equation \[ X_t=x_0+\int _0^t b(u,X_{u})\mathrm{d}B_u,\quad t\ge ...
We consider the Stochastic Differential Equation $X_t = X_0 + \int_0^t b(s,X_s) ds + B_t$, in $\math...
We consider two skew Brownian motions, driven by the same Brownian motion, with different startingpo...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
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