Critical diffusions

Edward Nelson

Displaying similar documents to “Critical diffusions”

Backward stochastic differential equations with oblique reflection and local Lipschitz drift.

Aman, Auguste, N'Zi, Modeste (2003)

Journal of Applied Mathematics and Stochastic Analysis

Similarity:

Some estimates on exponentials of solutions to stochastic differential equations.

Yong, Jiongmin (2004)

Journal of Applied Mathematics and Stochastic Analysis

Similarity:

Criteria for disfocality and disconjugacy for third order differential equations.

Panigrahi, S. (2009)

Electronic Journal of Qualitative Theory of Differential Equations [electronic only]

Similarity:

Portfolio selection with jumps under regime switching.

Zhao, Lin (2010)

International Journal of Stochastic Analysis

Similarity:

Exponential stability of two coupled second-order evolution equations.

Wan, Qian, Xiao, Ti-Jun (2011)

Advances in Difference Equations [electronic only]

Similarity:

An extension of the Clark-Ocone formula.

Ngobi, Said, Stan, Aurel (2004)

International Journal of Mathematics and Mathematical Sciences

Similarity:

Stochastic orderings induced by star-shaped functions.

Krieger, Henry A. (1991)

International Journal of Mathematics and Mathematical Sciences

Similarity:

Classical solutions of linear regulator for degenerate diffusions.

Baten, Md.Azizul (2006)

Journal of Applied Mathematics and Stochastic Analysis

Similarity:

Singular Dirichlet boundary value problems. II: Resonance case

Donal O'Regan (1998)

Czechoslovak Mathematical Journal

Similarity:

Existence results are established for the resonant problem $y^{''} + λ_{m} a y = f (t, y)$ a.e. on $[0, 1]$ with $y$ satisfying Dirichlet boundary conditions. The problem is singular since $f$ is a Carathéodory function, $a \in L_{l o c}^{1} (0, 1)$ with $a > 0$ a.e. on $[0, 1]$ and $\int_{0}^{1} x (1 - x) a (x) d x < \infty$ .

Rothe method for a mixed problem with an integral condition for the two-dimensional diffusion equation.

Merazga, Nabil, Bouziani, Abdelfatah (2003)

Abstract and Applied Analysis

Similarity: