Backward stochastic differential equations with oblique reflection and local Lipschitz drift.
Strassen theorem in holder norm for some brownian functionals
A note on the functional law of the iterated logarithm for Lévy's area process
By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.
Minimum distance estimator for a hyperbolic stochastic partial differentialequation
We study a minimum distance estimator in -norm for a class ofnonlinear hyperbolic stochastic partial differential equations, driven by atwo-parameter white noise. The consistency and asymptotic normality of thisestimator are established under some regularity conditions on thecoefficients. Our results are applied to the two-parameterOrnstein-Uhlenbeck process.
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