FKG inequality for Brownian motion and stochastic differential equations.

A two dimensional stochastic differential equation is suggested as a stochastic model for the Kermack–McKendrick epidemics. Its strong (weak) existence and uniqueness and absorption properties are investigated. The examples presented in Section 5 are meant to illustrate possible different asymptotics of a solution to the equation.

A converse comparison theorem for BSDEs and related properties of $g$ -expectation.

Briand, Philippe, Coquet, François, Hu, Ying, Mémin, Jean, Peng, Shige (2000)

Electronic Communications in Probability [electronic only]

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On variant reflected backward SDEs, with applications.

Ma, Jin, Wang, Yusun (2009)

Journal of Applied Mathematics and Stochastic Analysis

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On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions

Toshio Yamada (1976)

Séminaire de probabilités de Strasbourg

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An Itô type isometry for loops in $𝐑^{d}$ via the brownian bridge

Pierre Gosselin, Tilmann Wurzbacher (1997)

Séminaire de probabilités de Strasbourg

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