Pages that link to "Item:Q3911805"
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The following pages link to ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS (Q3911805):
Displaying 50 items.
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic (Q329115) (← links)
- Stochastic regularization effects of semi-martingales on random functions (Q335875) (← links)
- A class of degenerate stochastic differential equations with non-Lipschitz coefficients (Q369309) (← links)
- Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component (Q378034) (← links)
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs (Q382307) (← links)
- A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255) (← links)
- A comparison theorem for stochastic differential equations under the Novikov condition (Q471045) (← links)
- The transition point in the zero noise limit for a 1D Peano example (Q476469) (← links)
- Stochastically perturbed sliding motion in piecewise-smooth systems (Q478773) (← links)
- Ergodic control of multidimensional diffusions. II: Adaptive control (Q583162) (← links)
- Diversity and arbitrage in a regulatory breakup model (Q635965) (← links)
- On some applications of Sobolev flows of SDEs with unbounded drift coefficients (Q722671) (← links)
- Stochastic Navier-Stokes equations and related models (Q776187) (← links)
- A note on controlled diffusions with long finite horizon (Q805584) (← links)
- On weak solutions of highly degenerate SDEs (Q827931) (← links)
- Noiseless regularisation by noise (Q832452) (← links)
- Well-posedness of the transport equation by stochastic perturbation (Q848717) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- Self-tuning control of diffusions without the identifiability condition (Q912052) (← links)
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
- Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift (Q977449) (← links)
- Existence of optimal controls for partially observed linear diffusions (Q1054699) (← links)
- Diffusion with interactions and collisions between coloured particles and the propagation of chaos (Q1072267) (← links)
- A propagation of chaos result for a system of particles with moderate interaction (Q1096259) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Controlled diffusions with boundary-crossing costs (Q1102632) (← links)
- On linear stochastic differential games with average cost criteria (Q1117153) (← links)
- Mimicking finite dimensional marginals of a controlled diffusion by simpler controls (Q1118906) (← links)
- Estimation and control for linear, partially observable systems with non- Gaussian initial distribution (Q1172611) (← links)
- Controlled diffusions with constraints (Q1173639) (← links)
- Tsirel'son's equation in discrete time (Q1187105) (← links)
- A variational representation for certain functionals of Brownian motion (Q1307458) (← links)
- Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection (Q1312301) (← links)
- On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary (Q1318336) (← links)
- Stochastic differential games: Occupation measure based approach (Q1321187) (← links)
- On quasi-linear stochastic partial differential equations (Q1326324) (← links)
- Strong solutions to stochastic differential equations with rough coefficients (Q1647735) (← links)
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
- Stochastic differential equations driven by fractional Brownian motion (Q1726714) (← links)
- Weak solutions for stochastic differential equations with additive fractional noise (Q1767738) (← links)
- Strong solutions of stochastic equations with singular time dependent drift (Q1769077) (← links)
- A topology for Markov controls (Q1824277) (← links)
- Generalized integration and stochastic ODEs (Q1872259) (← links)
- Existence of strong solutions for Itô's stochastic equations via approximations (Q1917635) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients (Q2026651) (← links)
- High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations (Q2032428) (← links)
- Reflected Brownian motion with singular drift (Q2040041) (← links)
