arXiv 2017-05-10 EN Reaction-Diffusion models: From Particle Systems to SDE's da Costa, Bernardo Freitas Paulo · Costa, Conrado · Jara, Milton
arXiv 2017-03-09 EN Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains Lin, Yiqing · Hima, Abdoulaye Soumana
arXiv 2016-12-12 EN Characterizing the path-independent property of the Girsanov density for degenerated stochastic differential equations Wu, Bo · Wu, Jiang-Lun
arXiv 2016-12-06 EN Random dynamical systems, rough paths and rough flows Bailleul, Ismael · Riedel, Sebastian · Scheutzow, Michael
arXiv 2015-08-26 EN Multidimensional BSDEs with uniformly continuous coefficients: the general result Li, Min · Shi, Yufeng
arXiv 2014-10-09 EN The explicit solution and precise distribution of CKLS model under Girsanov transform Lan, Guangqiang · Hu, Yunjiao · Zhang, Chong
arXiv 2014-08-13 EN Generalisation of Hajek s stochastic comparison results to stochastic sums Kampen, Joerg
arXiv 2014-07-22 EN Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients Xie, Longjie · Zhang, Xicheng
arXiv 2014-07-07 EN Stochastic continuity, irreducibility and non confluence for SDEs with jumps Lan, Guangqiang · Wu, Jiang-Lun
arXiv 2014-06-28 EN Stochastic differential equations with Sobolev diffusion and singular drift Zhang, Xicheng
arXiv 2014-04-04 EN Existence and uniqueness of global strong solutions for SDEs with jumps under a new sufficient condition Lan, Guangqiang · Wu, Jiang-Lun
arXiv 2014-04-03 EN New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients Lan, Guangqiang · Wu, Jiang-Lun
arXiv 2014-03-05 EN The unique solution of stochastic differential equations with independent coefficients Ryter, Dietrich
arXiv 2014-02-26 EN Quadratic BSDEs with L²--terminal data Existence results, Krylov's estimate and Itô--Krylov's formula Bahlali, Khaled · Eddahbi, M'hamed · Ouknine, Youssef
arXiv 2014-01-09 EN Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift Luo, Dejun
arXiv 2013-12-28 EN Strong Feller properties for degenerate SDEs with jumps Dong, Zhao · Peng, Xuhui · Song, Yulin · Zhang, Xicheng
