AbstractThe existence and uniqueness of solutions of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. The equation considered arises in a nonlinear filtering problem with a jump signal process and continuous observation
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an eleme...
AbstractWe study, by probabilistic methods, some classes of Schrödinger equations related to time-de...
We consider the problem of approximation of value functions for controlled possibly degenerated diff...
AbstractConsider the following general type of perturbed stochastic partial differential equations: ...
AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic di...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
We derive a Crooks-Jarzynski-type identity for computing free energy differences between metastable ...
An operatorial based approach is used here to prove the existence and uniqueness of a strong solutio...
A stochastic optimal control problem with variable delays in control is considered. The maximum prin...
The purpose of this paper is to study boundary value problems for elliptic pseudo-differential opera...
AbstractSome sufficient conditions and some sufficient and necessary conditions are established for ...
A system of semilinear parabolic stochastic partial differential equations with additive space-time...
AbstractIn the present paper the oscillatory properties of the solutions of parabolic equations with...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an eleme...
AbstractWe study, by probabilistic methods, some classes of Schrödinger equations related to time-de...
We consider the problem of approximation of value functions for controlled possibly degenerated diff...
AbstractConsider the following general type of perturbed stochastic partial differential equations: ...
AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic di...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
We derive a Crooks-Jarzynski-type identity for computing free energy differences between metastable ...
An operatorial based approach is used here to prove the existence and uniqueness of a strong solutio...
A stochastic optimal control problem with variable delays in control is considered. The maximum prin...
The purpose of this paper is to study boundary value problems for elliptic pseudo-differential opera...
AbstractSome sufficient conditions and some sufficient and necessary conditions are established for ...
A system of semilinear parabolic stochastic partial differential equations with additive space-time...
AbstractIn the present paper the oscillatory properties of the solutions of parabolic equations with...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an eleme...
AbstractWe study, by probabilistic methods, some classes of Schrödinger equations related to time-de...
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