getdoc4836. 1044KB Jun 04 2011 12:04:20 AM
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Walsh’s theory of martingale measures in order to deal with stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation,
Existence of weak solutions of stochastic wave equations with nonlinearities of a critical growth driven by spatially homogeneous Wiener processes is established in local Sobolev
Key words: stochastic differential equations, Brownian motion, Law of the Iterated Logarithm, Motoo’s theorem, stochastic comparison principle, stationary processes,
An important new aspect of the results in [ 12 ] is that they enable one to obtain uniqueness of stationary distributions for stochastic delay differential equations when the
Our comments do not include the literature on equations with solutions that are distributions on Wiener space (see [HØUZ96], [NZ89] and [NR97] which treats the parabolic Anderson
Under the same conditions the finite dimensional distributions of the repeat times converge to the arrival times of suitably modified Poisson processes, and random trees derived
M´endez Hern´ andez, Exit times from cones in R d of symmetric stable processes. van den Berg, Subexponential behaviour of the Dirichlet heat
[1] study discretization schemes for stochastic differential equations with multivalued drift coefficients; Martinez and Talay [4] study discretization schemes for diffusion
