A stochastic two-point boundary value problem.
Absorption in stochastic epidemics
A two dimensional stochastic differential equation is suggested as a stochastic model for the Kermack–McKendrick epidemics. Its strong (weak) existence and uniqueness and absorption properties are investigated. The examples presented in Section 5 are meant to illustrate possible different asymptotics of a solution to the equation.
Aging for interacting diffusion processes
Algèbres de Lie nilpotentes, formule de Baker-Campbell-Hausdorff et intégrales itérées de K.T. Chen
Almost sure exponential stability of delayed cellular neural networks.
Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations.
Almost sure properties of controlled diffusions and worst case properties of deterministic systems
We compare a general controlled diffusion process with a deterministic system where a second controller drives the disturbance against the first controller. We show that the two models are equivalent with respect to two properties: the viability (or controlled invariance, or weak invariance) of closed smooth sets, and the existence of a smooth control Lyapunov function ensuring the stabilizability of the system at an equilibrium.
Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations.
Almost sure subexponential decay rates of scalar Itô-Volterra equations.
Almost surely limit theorems for stochastic differential equations
Amplitude equation for SPDEs with quadratic nonlinearities.
An analytical characterization for an optimal change of Gaussian measures.
An application of -condition in the theory of stochastic differential equations
An equation involving local time
An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps.
An integral representation for the Hellinger distance.
Analytical and numerical study of Kramers' exit problem. I.
Analytical and numerical study of Kramers' exit problem. II.
Application du calcul de Malliavin aux équations différentielles stochastiques sur le plan
Application du théorème de Scorza Dragoni aux équations différentielles stochastiques