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Keywords: Key words: Lipschitz domains, Neumann problem, reflecting Brownian motion, mixed boundary problem, Skorokhod equation, weak uniqueness, uniqueness in law,
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,
It is first shown that under certain continuity hypotheses existence and uniqueness of a solution to a maxingale problem of diffusion type are equivalent to Luzin weak existence
Li, Strong p -completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds. Strichartz, Harmonic analysis on constant curvature
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
Remark 2.9. Condition 2.7 is a version of the assumptions in [14], Chapter III, where strong existence and uniqueness results for unconstrained jump-diffusion processes are
Abstract Following the Arnold-Marsden-Ebin approach, we prove local (global in 2-D) existence and uniqueness of classical (H¨ older class) solutions of stochastic Euler equation
We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to
