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

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 ( 0 , 1 ) { 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.

Modulation space estimates for Schrödinger type equations with time-dependent potentials

Wei Wei (2014)

Czechoslovak Mathematical Journal

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We give a new representation of solutions to a class of time-dependent Schrödinger type equations via the short-time Fourier transform and the method of characteristics. Moreover, we also establish some novel estimates for oscillatory integrals which are associated with the fractional power of negative Laplacian ( - Δ ) κ / 2 with 1 κ 2 . Consequently the classical Hamiltonian corresponding to the previous Schrödinger type equations is studied. As applications, a series of new boundedness results for...