Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.

Piera, Francisco J.; Mazumdar, Ravi R.

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Weak solutions to stochastic differential equations driven by fractional Brownian motion

J. Šnupárková (2009)

Czechoslovak Mathematical Journal

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Existence of a weak solution to the $n$ -dimensional system of stochastic differential equations driven by a fractional Brownian motion with the Hurst parameter $H \in (0, 1) ∖ {\frac{1}{2}}$ is shown for a time-dependent but state-independent diffusion and a drift that may by split into a regular part and a singular one which, however, satisfies the hypotheses of the Girsanov Theorem. In particular, a stochastic nonlinear oscillator driven by a fractional noise is considered.

Existence of positive solutions for some polyharmonic nonlinear equations in $ℝ^{n}$ .

Mâagli, Habib, Zribi, Malek (2006)

Abstract and Applied Analysis

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Large favourite sites of simple random walk and the Wiener process.

Csáki, Endre, Shi, Zhan (1998)

Electronic Journal of Probability [electronic only]

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Terminal value problem for singular ordinary differential equations: theoretical analysis and numerical simulations of ground states.

Palamides, Alex P., Yannopoulos, Theodoros G. (2006)

Boundary Value Problems [electronic only]

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Existence, non-existence and regularity of radial ground states for p-laplacian equations with singular weights

Patrizia Pucci, Raffaella Servadei (2008)

Annales de l'I.H.P. Analyse non linéaire

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A class of kinetic models for chemotaxis with threshold to prevent overcrowding.

Chalub, Fabio A.C.C., Rodrigues, José Francisco (2006)

Portugaliae Mathematica. Nova Série

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Asymptotic solutions for large time of Hamilton–Jacobi equations in euclidean n space

Hitoshi Ishii (2008)

Annales de l'I.H.P. Analyse non linéaire

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Displaying similar documents to “Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.”

Weak solutions to stochastic differential equations driven by fractional Brownian motion

Existence of positive solutions for some polyharmonic nonlinear equations in ℝ n .

Large favourite sites of simple random walk and the Wiener process.

Terminal value problem for singular ordinary differential equations: theoretical analysis and numerical simulations of ground states.

Existence, non-existence and regularity of radial ground states for p-laplacian equations with singular weights

A class of kinetic models for chemotaxis with threshold to prevent overcrowding.

Asymptotic solutions for large time of Hamilton–Jacobi equations in euclidean n space

Existence of positive solutions for some polyharmonic nonlinear equations in $ℝ^{n}$ .