International audienceConsider a multidimensional stochastic differential equation driven by a stable-like Lévy process. We prove that the law of the solution immediately has a density in some Besov space, under some non-degeneracy condition on the driving Lévy process and some very light Holder-continuity assumptions on the drift and diffusion coefficients
We obtain sufficient condition for SDEs to evolve in the positive orthant. We use arguments based on...
AbstractWe study the existence and smoothness of densities of laws of solutions of a canonical stoch...
AbstractWe prove existence and uniqueness of the solution of a white noise driven parabolic SPDE, in...
International audienceConsider a multidimensional stochastic differential equation driven by a stabl...
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy ...
We establish well-posedness results for multidimensional non degenerate α-stable driven SDEs with ti...
The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stoc...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
45 pagesInternational audienceWe consider a stable driven degenerate stochastic differential equatio...
We study distribution dependent stochastic differential equation driven by a continuous process, wit...
We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symme...
International audienceWe consider non degenerate Brownian SDEs with Hölder continuous in space diffu...
International audienceWe prove the well-posedness of some non-linear stochastic differential equatio...
International audienceWe consider stochastic partial differential equations on $\mathbb{R}^{d}, d\ge...
AbstractWe consider the Itô stochastic differential equation dXt=∑j=1mAj(Xt)dwtj+A0(Xt)dt on Rd. The...
We obtain sufficient condition for SDEs to evolve in the positive orthant. We use arguments based on...
AbstractWe study the existence and smoothness of densities of laws of solutions of a canonical stoch...
AbstractWe prove existence and uniqueness of the solution of a white noise driven parabolic SPDE, in...
International audienceConsider a multidimensional stochastic differential equation driven by a stabl...
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy ...
We establish well-posedness results for multidimensional non degenerate α-stable driven SDEs with ti...
The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stoc...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
45 pagesInternational audienceWe consider a stable driven degenerate stochastic differential equatio...
We study distribution dependent stochastic differential equation driven by a continuous process, wit...
We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symme...
International audienceWe consider non degenerate Brownian SDEs with Hölder continuous in space diffu...
International audienceWe prove the well-posedness of some non-linear stochastic differential equatio...
International audienceWe consider stochastic partial differential equations on $\mathbb{R}^{d}, d\ge...
AbstractWe consider the Itô stochastic differential equation dXt=∑j=1mAj(Xt)dwtj+A0(Xt)dt on Rd. The...
We obtain sufficient condition for SDEs to evolve in the positive orthant. We use arguments based on...
AbstractWe study the existence and smoothness of densities of laws of solutions of a canonical stoch...
AbstractWe prove existence and uniqueness of the solution of a white noise driven parabolic SPDE, in...
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