Copertina

Backward problems for stochastic differential equations on the Sierpinski gasket

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Liu, Xuan, Qian, Zhongmin
Natura:	Preprint
Pubblicazione:	2016
Soggetti:	Probability 28A80, 60H10, 60H30
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Multi-dimensional anticipated backward stochastic differential equations with quadratic growth
di: Hu, Ying, et al.
Pubblicazione: (2025)

Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
di: Hao, Tao, et al.
Pubblicazione: (2022)

Mean field stochastic differential equations with a diffusion coefficient with irregular distributional dependence
di: Nykänen, Jani
Pubblicazione: (2025)

Admitted symmetries of Backward Stochastic Differential Equations
di: Ouknine, Anas, et al.
Pubblicazione: (2025)

Parabolic type equations associated with the Dirichlet form on the Sierpinski gasket
di: Liu, Xuan, et al.
Pubblicazione: (2017)

Multivalued backward stochastic differential equations with jumps and moving boundary
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations
di: Ouknine, Anas, et al.
Pubblicazione: (2025)

Backward doubly stochastic differential equations with or without reflection under weak conditions
di: Gao, Shuxian, et al.
Pubblicazione: (2026)

Exponential ergodicity of some Markov dynamical system with application to a Poisson driven stochastic differential equation
di: Czapla, Dawid, et al.
Pubblicazione: (2018)

Mean-field backward stochastic Volterra integral equations: well-posedness and related particle system
di: Hao, Tao, et al.
Pubblicazione: (2025)

Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator
di: Hima, Abdoulaye Soumana, et al.
Pubblicazione: (2020)

Rough Path Renormalization from Stratonovich to Itô for Fractional Brownian Motion
di: Qian, Zhongmin, et al.
Pubblicazione: (2018)

Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
di: Hu, Yaozhong, et al.
Pubblicazione: (2023)

$\mathbb{L}^p$ $(p>1)$-solutions for BSDEs with jumps and stochastic monotone generator
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

A new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments
di: Lanconelli, Alberto, et al.
Pubblicazione: (2024)

$\mathbb{L}^p$-solutions $(1 <p< 2)$ for reflected BSDEs with general jumps and stochastic monotone generators
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

$\mathbb{L}^p$-solutions for BSDEs and Reflected BSDEs with jumps in a general filtration under stochastic Lipschitz coefficient
di: Elmansouri, Badr
Pubblicazione: (2025)

Large deviations for invariant measures of multivalued stochastic differential equations with jumps
di: Qiao, Huijie
Pubblicazione: (2024)

Averaging principle for two time-scale stochastic differential equations with fast component in noncompact space
di: Wang, Shen, et al.
Pubblicazione: (2022)

Stochastic Curve Shortening Flow with Scale-Dependent Noise
di: Yan, Qi
Pubblicazione: (2025)

Hydrodynamic limit for Glauber-Kawasaki dynamics on the Sierpiński gasket
di: van Meurs, Patrick, et al.
Pubblicazione: (2026)

Scaling limit for Brownian motions on the $l$-level Sierpinski gaskets: The fractal to Euclidean crossover
di: Croydon, David A., et al.
Pubblicazione: (2025)

Backward stochastic differential equations with nonlinear Young drivers II
di: Song, Jian, et al.
Pubblicazione: (2025)

Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility
di: Hu, Ying, et al.
Pubblicazione: (2017)

Time-Delayed Generalized BSDEs
di: Di Persio, Luca, et al.
Pubblicazione: (2020)

Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts and Applications
di: Pellat, Rhoss Likibi, et al.
Pubblicazione: (2023)

Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games
di: Nam, Kihun, et al.
Pubblicazione: (2024)

Malliavin Calculus for rough stochastic differential equations
di: Bugini, Fabio, et al.
Pubblicazione: (2024)

Nonlinear weak error expansion of McKean-Vlasov stochastic differential equations
di: Jourdain, Benjamin, et al.
Pubblicazione: (2025)

Maximal Solutions and Stochastic Free Boundary Formulations for Stochastic Willmore and Surface Diffusion Flows on $\R^2$
di: Yan, Qi
Pubblicazione: (2025)

Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
di: Lucertini, Giacomo, et al.
Pubblicazione: (2024)

On well-posedness of stable-driven McKean-Vlasov stochastic differential equations with Besov interaction kernel of non-positive regularity
di: Bahrii, Anna
Pubblicazione: (2025)

Entropy Estimate for Degenerate SDEs with Applications to Nonlinear Kinetic Fokker-Planck Equations
di: Qian, Zhongmin, et al.
Pubblicazione: (2023)

Malliavin calculus and densities for chaos-driven stochastic differential equations
di: Loosveldt, Laurent, et al.
Pubblicazione: (2026)

The supercooled Stefan problem with transport noise: weak solutions and blow-up
di: Ledger, Sean, et al.
Pubblicazione: (2024)

Quantitative weak propagation of chaos for McKean--Vlasov branching diffusion processes
di: Cao, Wenjing, et al.
Pubblicazione: (2026)

Fully coupled forward-backward stochastic dynamics and functional differential systems
di: Casserini, Matteo, et al.
Pubblicazione: (2011)

A McKean--Vlasov equation with positive feedback and blow-ups
di: Hambly, Ben, et al.
Pubblicazione: (2018)

Large deviation principle for stochastic differential equations driven by stochastic integrals
di: Takano, Ryoji
Pubblicazione: (2024)

Large deviations for generalized backward stochastic differential equations
di: Liu, Yawen, et al.
Pubblicazione: (2024)