Skorokhod imbedding via stochastic integrals
Small and big probability worlds
Small random perturbations of infinite dimensional dynamical systems and nucleation theory
Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces.
Smooth measures, the Malliavin calculus and approximations in infinitedimensional spaces
Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump.
Smoothness of the law of the supremum of the fractional Brownian motion.
Sobolev solution for semilinear PDE with obstacle under monotonicity condition.
Soliton dynamics for the Korteweg-de Vries equation with multiplicative homogeneous noise.
Solution explicite de l’équation
Solutions faibles et semi-martingales
Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets.
Solutions statistiques homogènes des systèmes différentiels paraboliques et du système de Navier-Stokes
Solvability of Kolmogorov-Fokker-Planck equations for vectorjump processes and occupation time on hypersurfaces.
Some additional remarks on Fock space stochastic calculus
Some Dirichlet spaces obtained by subordinate reflected diffusions.
In this paper we want to show how well-known results from the theory of (regular) elliptic boundary value problems, function spaces and interpolation, subordination in the sense of Bochner and Dirichlet forms can be combined and how one can thus get some new aspects in each of these fields.
Some Distribution-Free Small Samples Methods for Interval Estimation and Hypothesis Testing in Linear Shock Models
Some estimates on exponentials of solutions to stochastic differential equations.
Some examples of holomorphic processes
Some extensions of Ito's formula