Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.
Berkaoui, A. (2004)
Portugaliae Mathematica. Nova Série
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Displaying similar documents to “Convergence in Dirichlet law of certain stochastic integrals.”
Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.
A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables.
Zemlys, Vaidotas (2008)
Electronic Journal of Probability [electronic only]
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Functional integro-differential stochastic evolution equations in Hilbert space.
Keck, David N., McKibben, Mark A. (2003)
Journal of Applied Mathematics and Stochastic Analysis
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On a stochastic Burgers equation with Dirichlet boundary conditions.
Kolkovska, Ekaterina T. (2003)
International Journal of Mathematics and Mathematical Sciences
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Positivity of the density for the stochastic wave equation in two spatial dimensions
Mireille Chaleyat-Maurel, Marta Sanz-Solé (2003)
ESAIM: Probability and Statistics
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We consider the random vector , where are distinct points of and denotes the stochastic process solution to a stochastic wave equation driven by a noise white in time and correlated in space. In a recent paper by Millet and Sanz–Solé [10], sufficient conditions are given ensuring existence and smoothness of density for . We study here the positivity of such density. Using techniques developped in [1] (see also [9]) based on Analysis on an abstract Wiener space, we characterize...
Stability properties of constrained jump-diffusion processes.
Atar, Rami, Budhiraja, Amarjit (2002)
Electronic Journal of Probability [electronic only]
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Two parameter extension of an observation of Poincaré
Gregory J. Morrow, Martin L. Silverstein (1986)
Séminaire de probabilités de Strasbourg
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Stable convergence of generalized stochastic integrals and the principle of conditioning.
Giovanni, Peccati, Taqqu, Murad S. (2007)
Electronic Journal of Probability [electronic only]
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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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Invariance principles in Hölder spaces.
Hamadouche, D. (2000)
Portugaliae Mathematica
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Weak averaging of stochastic evolution equations
Ivo Vrkoč (1995)
Mathematica Bohemica
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A theorem on continuous dependence of solutions to stochastic evolution equations on coefficients is established, covering the classical averaging procedure for stochastic parabolic equations with rapidly oscillating both the drift and the diffusion term.