Stratonovich stochastic differential equations driven by general semimartingales
Thomas G. Kurtz, Étienne Pardoux, Philip Protter (1995)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations”
Stratonovich stochastic differential equations driven by general semimartingales
Strong solutions for stochastic differential equations with jumps
Zenghu Li, Leonid Mytnik (2011)
Annales de l'I.H.P. Probabilités et statistiques
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General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada–Watanabe type. The results are applied to stochastic equations driven by spectrally positive Lévy processes.
Stochastic differential equations with jumps.
Bass, Richard F. (2004)
Probability Surveys [electronic only]
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The probabilistic approach to the analysis of the limiting behavior of an integro-differential equation depending on a small parameter, and its application to stochastic processes.
Borisenko, O.V., Borisenko, A.D., Malyshev, I.G. (1994)
Journal of Applied Mathematics and Stochastic Analysis
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Stochastic representation of reflecting diffusions corresponding to divergence form operators
Andrzej Rozkosz, Leszek Słomiński (2000)
Studia Mathematica
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We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded -domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.
Stability of semilinear equations with boundary and pointwise noise
Bohdan Maslowski (1995)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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The central limit theorem for stochastic integrals.
Antonio Sintes Blanc (1985)
Collectanea Mathematica
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