Competing species superprocesses with infinite variance.
Fleischmann, Klaus, Mytnik, Leonid (2003)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Stability properties of constrained jump-diffusion processes.”
Competing species superprocesses with infinite variance.
Collision local times, historical stochastic calculus, and competing superprocesses.
Evans, Steven N., Perkins, Edwin A. (1998)
Electronic Journal of Probability [electronic only]
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Minimization of the Kullback information for some Markov processes
Patrick Cattiaux, Christian Léonard (1996)
Séminaire de probabilités de Strasbourg
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Homogenization of semilinear PDEs with discontinuous averaged coefficients.
Bahlali, Khaled, Elouaflin, A., Pardoux, Etienne (2009)
Electronic Journal of Probability [electronic only]
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Stability of solutions of BSDEs with random terminal time
Sandrine Toldo (2006)
ESAIM: Probability and Statistics
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In this paper, we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time. More precisely, we are going to show that if () is a sequence of scaled random walks or a sequence of martingales that converges to a Brownian motion and if is a sequence of stopping times that converges to a stopping time , then the solution of the BSDE driven by with random terminal time converges to the solution...
On mean numbers of passage times in small balls of discretized Itô processes.
Bernardin, Frédéric, Bossy, Mireille, Martinez, Miguel, Talay, Denis (2009)
Electronic Communications in Probability [electronic only]
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Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.
Berkaoui, A. (2004)
Portugaliae Mathematica. Nova Série
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Time dependent subordination and Markov processes with jumps
Masao Nagasawa, Hiroshi Tanaka (2000)
Séminaire de probabilités de Strasbourg
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On some limit theorems for solutions of stochastic differential equations
Shigetoku Kawabata, Toshio Yamada (1982)
Séminaire de probabilités de Strasbourg
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