Existence of square-mean almost periodic mild solutions to some nonautonomous stochastic second-order differential equations.
Existence of viable solutions for a nonconvex stochastic differential inclusion
For the stochastic viability problem of the form dx(t) ∈ F(t,x(t))dt+g(t,x(t))dW(t), x(t) ∈ K(t), where K, F are set-valued maps which may have nonconvex values, g is a single-valued function, we establish the existence of solutions under the assumption that F and g possess Lipschitz property and satisfy some tangential conditions.
Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process
We study a free energy computation procedure, introduced in [Darve and Pohorille, J. Chem. Phys.115 (2001) 9169–9183; Hénin and Chipot, J. Chem. Phys.121 (2004) 2904–2914], which relies on the long-time behavior of a nonlinear stochastic differential equation. This nonlinearity comes from a conditional expectation computed with respect to one coordinate of the solution. The long-time convergence of the solutions to this equation has been proved in [Lelièvre et al., Nonlinearity21 (2008) 1155–1181],...
Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays.
Existencia De Soluciones De Ecuaciones Diferenciales Estocasticas.
Explosion time in stochastic differential equations with small diffusion.
Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic perturbations.
Exponential stability of modified stochastic approximation procedure.
Extending probability spaces and adapted distribution
Fast oscillating random perturbations of dynamical systems with conservation laws
Filippov approach in stochastic maximum principle without differentiability assumptions.
Filtration des ponts browniens et équations différentielles stochastiques linéaires
First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process.
FKG inequality for Brownian motion and stochastic differential equations.
Flot d'une équation différentielle stochastique avec semimartingale directrice discontinue
Flots browniens isotropes sur la sphère
Formule de Taylor stochastique et développement asymptotique d'intégrales de Feynman
Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients
We consider a system of fully coupled forward-backward stochastic differential equations. First we generalize the results of Pardoux-Tang [7] concerning the regularity of the solutions with respect to initial conditions. Then, we prove that in some particular cases this system leads to a probabilistic representation of solutions of a second-order PDE whose second order coefficients depend on the gradient of the solution. We then give some examples in dimension 1 and dimension 2 for which the assumptions...
Fractional differential equations driven by Lévy noise.
Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations
MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf GorenfloThere is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called Fokker-Planck equations, also called Kolmogorov equations. The Brownian motion plays the role of the basic driving process for SDEs. This paper provides fractional generalizations of the triple relationship between the driving process, corresponding...