Support of a Marcus equation in dimension 1.
Simon, Thomas (2000)
Electronic Communications in Probability [electronic only]
Similarity:
Displaying similar documents to “A 2-dimensional SDE whose solutions are not unique.”
Support of a Marcus equation in dimension 1.
Moderate deviations type evaluation for integral functionals of diffusion processes.
Liptser, R., Spokoiny, V. (1999)
Electronic Journal of Probability [electronic only]
Similarity:
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space.
Csáki, Endre, Khoshnevisan, Davar, Shi, Zhan (1999)
Electronic Communications in Probability [electronic only]
Similarity:
Transition density asymptotics for some diffusion processes with multi-fractal structures.
Barlow, Martin T., Kumagai, Takashi (2001)
Electronic Journal of Probability [electronic only]
Similarity:
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]
Similarity:
Collision local times, historical stochastic calculus, and competing superprocesses.
Evans, Steven N., Perkins, Edwin A. (1998)
Electronic Journal of Probability [electronic only]
Similarity:
Density in small time for Levy processes
Jean Picard (1997)
ESAIM: Probability and Statistics
Similarity:
Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations.
Liao, Xiao Xin, Mao, Xuerong (1996)
Electronic Journal of Probability [electronic only]
Similarity:
Further exponential generalization of Pitman's theorem.
Baudoin, Fabrice (2002)
Electronic Communications in Probability [electronic only]
Similarity:
Local extinction for superprocesses in random environments.
Mytnik, Leonid, Xiong, Jie (2007)
Electronic Journal of Probability [electronic only]
Similarity:
Intrinsic location parameter of a diffusion process.
Darling, R.W.R. (2002)
Electronic Journal of Probability [electronic only]
Similarity:
Level sets of multiparameter Brownian motions.
Mountford, Thomas S., Nualart, Eulalia (2004)
Electronic Journal of Probability [electronic only]
Similarity:
Long-term behavior for superprocesses over a stochastic flow.
Xiong, Jie (2004)
Electronic Communications in Probability [electronic only]
Similarity: