On variant reflected backward SDEs, with applications.
Ma, Jin, Wang, Yusun (2009)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Stochastic differential equations driven by symmetric stable processes”
On variant reflected backward SDEs, with applications.
Transience and non-explosion of certain stochastic Newtonian systems.
Kolokol'tsov, V.N., Schilling, R.L., Tyukov, A.E. (2002)
Electronic Journal of Probability [electronic only]
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Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations
Michel Métivier (1982)
Séminaire de probabilités de Strasbourg
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On pathwise uniqueness and expansion of filtrations
Martin T. Barlow, Edwin A. Perkins (1990)
Séminaire de probabilités de Strasbourg
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A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility.
Alòs, Elisa, León, Jorge A., Pontier, Monique, Vives, Josep (2008)
Journal of Applied Mathematics and Stochastic Analysis
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On some sample path properties of Skorohod integral processes
Martin T. Barlow, Peter Imkeller (1992)
Séminaire de probabilités de Strasbourg
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Statistical causality and adapted distribution
Ljiljana Petrović, Sladjana Dimitrijević (2011)
Czechoslovak Mathematical Journal
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In the paper D. Hoover, J. Keisler: Adapted probability distributions, Trans. Amer. Math. Soc. 286 (1984), 159–201 the notion of adapted distribution of two stochastic processes was introduced, which in a way represents the notion of equivalence of those processes. This very important property is hard to prove directly, so we continue the work of Keisler and Hoover in finding sufficient conditions for two stochastic processes to have the same adapted distribution. For this purpose we...
Generalized BSDE driven by a Lévy process.
El Otmani, Mohamed (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.
Mishura, Yu., Oltsik, Ya. (1999)
Journal of Applied Mathematics and Stochastic Analysis
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