Collision local times, historical stochastic calculus, and competing superprocesses.
Evans, Steven N., Perkins, Edwin A. (1998)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Averaging method for differential equations perturbed by dynamical systems”
Collision local times, historical stochastic calculus, and competing superprocesses.
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...
A microscopic model for the Burgers equation and longest increasing subsequences.
Seppäläinen, Timo (1996)
Electronic Journal of Probability [electronic only]
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Renormalizations of branching random walks in equilibrium.
Zähle, Iljana (2002)
Electronic Journal of Probability [electronic only]
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The norm estimate of the difference between the Kac operator and Schrödinger semigroup. II: The general case including the relativistic case.
Ichinose, Takashi, Takanobu, Satoshi (2000)
Electronic Journal of Probability [electronic only]
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Superprocesses with dependent spatial motion and general branching densities.
Dawson, Donald A., Li, Zenghu, Wang, Hao (2001)
Electronic Journal of Probability [electronic only]
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A stochastic two-point boundary value problem.
Luo, S.J., Walsh, B. (2002)
Electronic Journal of Probability [electronic only]
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Support of a Marcus equation in dimension 1.
Simon, Thomas (2000)
Electronic Communications in Probability [electronic only]
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A converse comparison theorem for BSDEs and related properties of -expectation.
Briand, Philippe, Coquet, François, Hu, Ying, Mémin, Jean, Peng, Shige (2000)
Electronic Communications in Probability [electronic only]
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Moderate deviations type evaluation for integral functionals of diffusion processes.
Liptser, R., Spokoiny, V. (1999)
Electronic Journal of Probability [electronic only]
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On stochastic Euler equation in .
Mikulevicius, R., Valiukevicius, G. (2000)
Electronic Journal of Probability [electronic only]
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Hierarchically interacting Fleming-Viot processes with selection and mutation: Multiple space time scale analysis and quasi-equilibria.
Dawson, Donald A., Greven, Andreas (1999)
Electronic Journal of Probability [electronic only]
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Degenerate stochastic differential equations arising from catalytic branching networks.
Bass, Richard F., Perkins, Edwin A. (2008)
Electronic Journal of Probability [electronic only]
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