Quasiderivatives and interior smoothness of harmonic functions associated with degenerate diffusion processes.
Krylov, N.V. (2004)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “On the approximate solutions of the Stratonovitch equation.”
Quasiderivatives and interior smoothness of harmonic functions associated with degenerate diffusion processes.
Second-order neutral stochastic evolution equations with heredity.
McKibben, Mark A. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Time reversal for drifted fractional Brownian motion with Hurst index .
Darses, Sebastien, Saussereau, Bruno (2007)
Electronic Journal of Probability [electronic only]
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On a class of forward-backward stochastic differential systems in infinite dimensions.
Guatteri, Giuseppina (2007)
Journal of Applied Mathematics and Stochastic Analysis
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-estimates for SPDE with discontinuous coefficients in domains.
Kim, Kyeong-Hun (2005)
Electronic Journal of Probability [electronic only]
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A converse comparison theorem for BSDEs and related properties of -expectation.
Briand, Philippe, Coquet, François, Hu, Ying, Mémin, Jean, Peng, Shige (2000)
Electronic Communications in Probability [electronic only]
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Integration by parts for jump processes
James R. Norris (1988)
Séminaire de probabilités de Strasbourg
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SPDEs in spaces.
Krylov, N.V. (2000)
Electronic Journal of Probability [electronic only]
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Evaluation formulas for a conditional Feynman integral over Wiener paths in abstract Wiener space
Kun Soo Chang, Dong Hyun Cho, Il Yoo (2004)
Czechoslovak Mathematical Journal
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In this paper, we introduce a simple formula for conditional Wiener integrals over , the space of abstract Wiener space valued continuous functions. Using this formula, we establish various formulas for a conditional Wiener integral and a conditional Feynman integral of functionals on in certain classes which correspond to the classes of functionals on the classical Wiener space introduced by Cameron and Storvick. We also evaluate the conditional Wiener integral and conditional Feynman...
A clark-ocone formula in UMD Banach spaces.
Maas, Jan, Van Neerven, Jan (2008)
Electronic Communications in Probability [electronic only]
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