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In the almost last three decades, there have been enormous advances in the study of random field solutions to stochastic partial differential equations (SPDEs) driven by
We end this introduction by resuming the fact that results in this paper light up some explicit examples of conditioned stochastic differential equation locally equivalent to a
We introduce the concept of a mild solution for the right Hudson-Parthasarathy quantum stochastic differential equation, prove existence and uniqueness results, and show the
Stochastic partial differential equations of divergence form with discontinuous and unbounded coefficients are consid- ered in C 1 domains.. Existence and uniqueness results are
This theory applies to a large class of important equations, including equations of nonlinear filtering, stochastic heat equation with nonlinear noise term, etc... In (1.1)
We give a new representation of fractional Brownian motion with Hurst parameter H ≤ 1 2 using stochastic partial differential equations.. This representation allows us to use the
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules..
Key words: Martingale, differential subordination, orthogonal martingales, moment inequality, stochastic integral, Brownian motion, best constants.. AMS 2000 Subject
