Exponential stability of linear stochastic differential equations with bounded delay and the W-transform.
Kadiev, R.I., Ponosov, A. (2008)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
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Displaying similar documents to “Onsager-Machlup functional for stochastic evolution equations”
Exponential stability of linear stochastic differential equations with bounded delay and the W-transform.
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On the heat trace of the magnetic Schrödinger operators on the hyperbolic plane.
Inahama, Yuzuru, Shirai, Shin-ichi (2006)
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Onsager-Machlup functionals for solutions of stochastic boundary-value problems
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Séminaire de probabilités de Strasbourg
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Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator.
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Correlations and bounds for stochastic volatility models
P.-L. Lions, M. Musiela (2007)
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Fredholm determinant of an integral operator driven by a diffusion process.
Lim, Adrian P.C. (2008)
Journal of Applied Mathematics and Stochastic Analysis
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Stochastic averaging lemmas for kinetic equations
Pierre-Louis Lions, Benoît Perthame, Panagiotis E. Souganidis (2011-2012)
Séminaire Laurent Schwartz — EDP et applications
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We develop a class of averaging lemmas for stochastic kinetic equations. The velocity is multiplied by a white noise which produces a remarkable change in time scale. Compared to the deterministic case and as far as we work in , the nature of regularity on averages is not changed in this stochastic kinetic equation and stays in the range of fractional Sobolev spaces at the price of an additional expectation. However all the exponents are changed; either time decay rates...