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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
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 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..
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
Abstract: In this paper we give a solution for the one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an
Bensoussan, Some existence results for stochastic partial differential equa- tions , in Stochastic Partial Differential Equations and Applications, G. Tubaro, eds.,
Keywords: Brownian motion, random time change, exit boundary, local time, additive func- tional, stochastic differential equation, Khas’minskii’s lemma, spectrally negative
