:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autore principale:	Anton, Cristina
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability 60H07 (Primary) 60H10 (Secondary)
Accesso online:	https://arxiv.org/abs/2407.14756
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients
di: Anton, Cristina
Pubblicazione: (2024)

On the positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion
di: Burés, Òscar, et al.
Pubblicazione: (2024)

Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields
di: Bogso, Antoine-Marie, et al.
Pubblicazione: (2022)

A norm equivalence result for stochastic differential equations with locally Lipschitz coefficients
di: Yamazaki, Kyo
Pubblicazione: (2026)

New bounds for normal approximation on product spaces with applications to monochromatic edges, random sums and an infinite de Jong CLT
di: Döbler, Christian
Pubblicazione: (2024)

Stochastic Calculus as Operator Factorization An Operator-Covariant Derivative and Unified Representation
di: Fontes, Ramiro
Pubblicazione: (2026)

A central limit theorem for the stochastic cable equation
di: Nishino, Soma
Pubblicazione: (2025)

Malliavin Calculus for the stochastic heat equation and results on the density
di: Farazakis, D., et al.
Pubblicazione: (2024)

On the $1/H$-variation of the divergence integral with respect to a Hermite process
di: Čoupek, Petr, et al.
Pubblicazione: (2025)

On the density of the supremum of nonlinear SPDEs
di: Karali, Georgia, et al.
Pubblicazione: (2026)

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)

A stochastic heat equation with non-locally Lipschitz coefficients
di: Chen, Le, et al.
Pubblicazione: (2025)

On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes
di: Belfadli, R., et al.
Pubblicazione: (2025)

Controlled fields, rough stochastic calculus, and Itô-Wentzell-Alekseev-Gröbner identities
di: Dause, Jannis R., et al.
Pubblicazione: (2026)

Stochastic Calculus via Stopping Derivatives
di: Simpson, Alex
Pubblicazione: (2025)

Quadratic Mean-Field BSDEs and Exponential Utility Maximization
di: Ding, Yining, et al.
Pubblicazione: (2025)

Decay of correlations in stochastic quantization: the exponential Euclidean field in two dimensions
di: Gubinelli, Massimiliano, et al.
Pubblicazione: (2023)

Stochastic Burgers equation driven by multiplicative Rosenblatt noise: local existence, uniqueness and regularity
di: Lechiheb, Atef
Pubblicazione: (2026)

On the grid-sampling limit SDE
di: Bender, Christian, et al.
Pubblicazione: (2024)

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

A new approach to stochastic McKean-Vlasov limits with low-regularity coefficients
di: Crowell, Robert Alexander
Pubblicazione: (2025)

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
di: Przybyłowicz, Paweł, et al.
Pubblicazione: (2022)

Existence of density functions for SDEs driven by pure-jump processes
di: Nakagawa, Takuya, et al.
Pubblicazione: (2023)

Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
di: Gaudlitz, Sascha
Pubblicazione: (2023)

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

On Malliavin differentiability and absolute continuity of one-dimensional doubly perturbed diffusion processes
di: Belfadli, Rachid, et al.
Pubblicazione: (2025)

Adapted Wasserstein distance between the laws of SDEs
di: Backhoff-Veraguas, Julio, et al.
Pubblicazione: (2022)

Higher order integration by parts formulae for Wiener measures on a path space between two curves
di: Ishitani, Kensuke, et al.
Pubblicazione: (2024)

Large deviations of fully local monotone stochastic partial differential equations driven by gradient-dependent noise
di: Pan, Tianyi, et al.
Pubblicazione: (2022)

The constant coefficient in precise Laplace asymptotics for gPAM
di: Klose, Tom
Pubblicazione: (2022)

Stochastic Calculus for Rough Fractional Brownian Motion via Operator Factorization
di: Fontes, Ramiro
Pubblicazione: (2026)

Well-posedness of stochastic partial differential equations with fully local monotone coefficients
di: Röckner, Michael, et al.
Pubblicazione: (2022)

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

Renormalization flow for the 2D nonlinear stochastic heat equation: pointwise statistics and universality
di: Dunlap, Alexander, et al.
Pubblicazione: (2023)

Multivariate Second-Order $p$-Poincaré Inequalities
di: Trauthwein, Tara
Pubblicazione: (2024)

Sample path properties of parabolic SPDEs with non constant coefficients
di: Dalang, Robert C., et al.
Pubblicazione: (2024)

Large deviations for a spatial average of stochastic heat and wave equations
di: Ebina, Masahisa
Pubblicazione: (2024)

Once again about weak uniqueness for SDE with singular coefficients
di: Krylov, N. V.
Pubblicazione: (2024)

SDEs with no strong solution arising from a problem of stochastic control
di: Cox, Alexander M. G., et al.
Pubblicazione: (2022)

$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
di: Nakagawa, Takuya
Pubblicazione: (2025)