AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stochastic functional differential equation driven by a fractional Brownian motion with Hurst parameter H>1/2. We also study the dependence of the solution on the initial condition
AbstractLet {BtH,t∈[0,T]} be a fractional Brownian motion with Hurst parameter H. We prove the exist...
In this note we prove an existence and uniqueness result for the solution of multidimensional stocha...
In this paper, we will focus - in dimension one - on the SDEs of the type dX_t=s(X_t)dB_t+b(X_t)dt w...
AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stoch...
We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional B...
AbstractIn this paper we prove a viability result for multidimensional, time dependent, stochastic d...
Using the multiple stochastic integrals we prove an existence and uniqueness result for a linear sto...
In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild s...
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
We prove a global existence and uniqueness result for the solution of a mixed stochastic functional ...
In this paper, we investigate weak existence and uniqueness of solutions and weak convergence of ...
In this paper we consider a class of nonlinear stochastic partial differential equations (SPDEs) dr...
46 pagesIn this paper we consider a n-dimensional stochastic differential equation driven by a fract...
International audienceWe prove the Malliavin regularity of the solution of a stochastic differential...
We prove an existence and uniqueness result of mild solution for a system of stochastic semilinear d...
AbstractLet {BtH,t∈[0,T]} be a fractional Brownian motion with Hurst parameter H. We prove the exist...
In this note we prove an existence and uniqueness result for the solution of multidimensional stocha...
In this paper, we will focus - in dimension one - on the SDEs of the type dX_t=s(X_t)dB_t+b(X_t)dt w...
AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stoch...
We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional B...
AbstractIn this paper we prove a viability result for multidimensional, time dependent, stochastic d...
Using the multiple stochastic integrals we prove an existence and uniqueness result for a linear sto...
In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild s...
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
We prove a global existence and uniqueness result for the solution of a mixed stochastic functional ...
In this paper, we investigate weak existence and uniqueness of solutions and weak convergence of ...
In this paper we consider a class of nonlinear stochastic partial differential equations (SPDEs) dr...
46 pagesIn this paper we consider a n-dimensional stochastic differential equation driven by a fract...
International audienceWe prove the Malliavin regularity of the solution of a stochastic differential...
We prove an existence and uniqueness result of mild solution for a system of stochastic semilinear d...
AbstractLet {BtH,t∈[0,T]} be a fractional Brownian motion with Hurst parameter H. We prove the exist...
In this note we prove an existence and uniqueness result for the solution of multidimensional stocha...
In this paper, we will focus - in dimension one - on the SDEs of the type dX_t=s(X_t)dB_t+b(X_t)dt w...
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