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Key words: Curvilinear integrals, H¨older continuity, rough paths, stochastic integrals, stochastic differential equations, fractional Brownian motion.. AMS 2000 Subject
Key words: stochastic differential equations, Brownian motion, Law of the Iterated Logarithm, Motoo’s theorem, stochastic comparison principle, stationary processes,
Let X ǫ be the solution process of the stochastic Chafee-Infante equation driven by ǫ L, an additive regularly varying Lévy noise of index α ∈ (0, 2) at intensity ǫ > 0.. Applied
Such neutral stochastic differential difference equations were introduced by Kolmanov- skii & Nosov [7], and the stability and asymptotic stability of the equations have also
In this paper we establish a stochastic formula to calculate the symbol of a class of Markov processes which we then apply to the solutions of certain stochastic differential
Absolutely continuous stochastic process, mass transportation problem, Salisbury’s problem, Markov control, zero-noise
Lyapounov exponent for the parabolic Anderson model with lévy noise, Probab.. Lyapunov exponents for the parabolic Anderson model,
Bensoussan, Some existence results for stochastic partial differential equa- tions , in Stochastic Partial Differential Equations and Applications, G. Tubaro, eds.,
