Explicit forms of Wick tensor powers in general white noise spaces.
Explosion en temps fini pour l’équation de Schrödinger non linéaire stochastique surcritique
Explosion time in stochastic differential equations with small diffusion.
Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic perturbations.
Exponential convergence for a periodically driven semilinear heat equation
Exponential decay of averaged Green functions for random Schrödinger operators. A direct approach
Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces
We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by Lévy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of convergence in the norm of total variation. Our general result is applied to a number of specific equations driven by cylindrical symmetric α-stable noise and/or cylindrical Wiener noise. We also consider the case of a "singular" Wiener process with unbounded covariance...
Exponential functionals of Brownian motion. II: Some related diffusion processes.
Exponential martingales and CIR model
With the use of exponential martingales and the Girsanov theorem we show how to calculate bond prices in a large variety of square root processes. We clarify and correct several errors that abound in financial literature concerning these processes. The most important topics are linear risk premia, the Longstaff double square model, and calculations concerning correlated CIR processes.
Exponential stability of modified stochastic approximation procedure.
Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's.
Extending probability spaces and adapted distribution
Extension of the method of quasilinearization for stochastic initial value problems.
Extinction for two parabolic stochastic PDE's on the lattice