In this note we define and study the stochastic process $X$ in link with a parabolic transmission operator $(A,D(A))$ in divergence form. The transmission operator involves a diffraction condition along a transmission boundary. To that aim we gather and clarify some results coming from the theory of Dirichlet forms as exposed in [6] and [14] for general divergence form operators. We show that $X$ is a semimartingale and that it is solution of a stochastic differential equation involving partial reflections in the co-normal directions along the transmission boundary
The study of this thesis is motivated by the stochastic Lagrangian representations of solutions to t...
Zhu R. BSDE and generalized Dirichlet forms: The infinite dimensional case. Forum Mathematicum. 2015...
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...
In this paper we consider multi-dimensional partial differential equations of parabolic type involvi...
In this paper we consider one-dimensional partial differential equations of parabolic type involving...
AbstractWe show that a diffusion process X corresponding to a uniformly elliptic second-order diverg...
We consider the following quasi-linear parabolic system of backward partial dierential equations (@t...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
Abstract: We show in this article how the theory of “rough paths ” allows us to construct solutions ...
We extend some results on time-homogeneous processes generated by divergence form operators to time-...
Zhu R. BSDE and generalized Dirichlet forms: The finite- dimensional case. Infinite Dimensional Anal...
AbstractBackward stochastic differential equations (BSDE) also gives the weak solution of a semi-lin...
We consider a second order semi-elliptic differential operator L with measurable coefficients, in di...
We study multi-dimensional reflected processes, in particular reflected diffusions constrained to li...
The study of this thesis is motivated by the stochastic Lagrangian representations of solutions to t...
Zhu R. BSDE and generalized Dirichlet forms: The infinite dimensional case. Forum Mathematicum. 2015...
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...
In this paper we consider multi-dimensional partial differential equations of parabolic type involvi...
In this paper we consider one-dimensional partial differential equations of parabolic type involving...
AbstractWe show that a diffusion process X corresponding to a uniformly elliptic second-order diverg...
We consider the following quasi-linear parabolic system of backward partial dierential equations (@t...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
Abstract: We show in this article how the theory of “rough paths ” allows us to construct solutions ...
We extend some results on time-homogeneous processes generated by divergence form operators to time-...
Zhu R. BSDE and generalized Dirichlet forms: The finite- dimensional case. Infinite Dimensional Anal...
AbstractBackward stochastic differential equations (BSDE) also gives the weak solution of a semi-lin...
We consider a second order semi-elliptic differential operator L with measurable coefficients, in di...
We study multi-dimensional reflected processes, in particular reflected diffusions constrained to li...
The study of this thesis is motivated by the stochastic Lagrangian representations of solutions to t...
Zhu R. BSDE and generalized Dirichlet forms: The infinite dimensional case. Forum Mathematicum. 2015...
We have seen in a previous article how the theory of “rough paths” allows us to construct solutions ...