AbstractIn this paper, we establish the existence and uniqueness of solutions of systems of stochastic partial differential equations (SPDEs) with reflection in a convex domain. The lack of comparison theorems for systems of SPDEs makes things delicate
Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflec...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
A class of stochastic differential equations in a multidimensional Euclidean space such that the pro...
AbstractIn this paper, we establish the existence and uniqueness of solutions of systems of stochast...
AbstractIn this note we prove the existence and uniqueness of the solution to an elliptic SPDE with ...
AbstractIn the first part of this paper, we prove the uniqueness of the solutions of SPDEs with refl...
Some results related to stochastic differential equations with reflecting boundary conditions (SDER)...
In the first part of this paper, we prove the uniqueness of the solutions of SPDEs with reflection, ...
We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert spa...
In the first part, we consider general singular control problems for random fields given by a stocha...
We study a large deviation principle for a reflected stochastic partial differential equation on inf...
AbstractWe consider a stochastic partial differential equation with logarithmic (or negative power) ...
AbstractThis paper is a continuation of our previous work (Part I, Stochastic Process. Appl. 93 (200...
AbstractLet B be a 2-parameter Brownian motion on R+2. Consider the non-Markovian stochastic differe...
Communicated byA. Bensoussan Abstract. Existence and uniqueness of strong solutions of stochastic pa...
Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflec...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
A class of stochastic differential equations in a multidimensional Euclidean space such that the pro...
AbstractIn this paper, we establish the existence and uniqueness of solutions of systems of stochast...
AbstractIn this note we prove the existence and uniqueness of the solution to an elliptic SPDE with ...
AbstractIn the first part of this paper, we prove the uniqueness of the solutions of SPDEs with refl...
Some results related to stochastic differential equations with reflecting boundary conditions (SDER)...
In the first part of this paper, we prove the uniqueness of the solutions of SPDEs with reflection, ...
We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert spa...
In the first part, we consider general singular control problems for random fields given by a stocha...
We study a large deviation principle for a reflected stochastic partial differential equation on inf...
AbstractWe consider a stochastic partial differential equation with logarithmic (or negative power) ...
AbstractThis paper is a continuation of our previous work (Part I, Stochastic Process. Appl. 93 (200...
AbstractLet B be a 2-parameter Brownian motion on R+2. Consider the non-Markovian stochastic differe...
Communicated byA. Bensoussan Abstract. Existence and uniqueness of strong solutions of stochastic pa...
Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflec...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
A class of stochastic differential equations in a multidimensional Euclidean space such that the pro...
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