✦ LIBER ✦

Stochastic differential equations for Dirichlet processes

✍ Scribed by Richard F. Bass; Zhen-Qing Chens

Publisher: Springer
Year: 2001
Tongue: English
Weight: 185 KB
Volume: 121
Category: Article
ISSN: 1432-2064
DOI: 10.1007/s004400100151

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modified Equations for Stochastic Differ

Modified Equations for Stochastic Differential Equations

✍ Tony Shardlow 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 453 KB

Stepanov-like almost automorphy for stoc

Stepanov-like almost automorphy for stochastic processes and applications to stochastic differential equations

✍ Yong-Kui Chang; Zhi-Han Zhao; G.M. N’Guérékata; Ruyun Ma 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 239 KB

On solutions to backward stochastic part

On solutions to backward stochastic partial differential equations for Lévy processes

✍ Qing Zhou; Yong Ren; Weixing Wu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 261 KB

In this paper, we prove the existence and uniqueness of the solution for a class of backward stochastic partial differential equations (BSPDEs, for short) driven by the Teugels martingales associated with a Lévy process satisfying some moment conditions and by an independent Brownian motion. An exam

A stochastic return map for stochastic d

A stochastic return map for stochastic differential equations

✍ Jeffrey B. Weiss; Edgar Knobloch 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 906 KB

Stochastic PDIEs and backward doubly sto

Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes

✍ Yong Ren; Aihong Lin; Lanying Hu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 516 KB

Differential Equations for Dyson Process

Differential Equations for Dyson Processes

✍ Craig A. Tracy; Harold Widom 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 287 KB