ON PATHWISE UNIQUENESS FOR REFLECTING BROWNIAN MOTION IN C^1+γ DOMAINSBASS, Richard F; BURDZY, Krzysztof.Annals of probability. 2008, Vol 36, Num 6, pp 2311-2331, issn 0091-1798, 21 p.Article

Transportation inequalities for stochastic differential equations of pure jumpsLIMING WU.Annales de l'I.H.P. Probabilités et statistiques. 2010, Vol 46, Num 2, pp 465-479, issn 0246-0203, 15 p.Article

Stochastically bounded solutions and stationary solutions of stochastic differential equations in Hilbert spacesJIAOWAN LUO; GUOLIE LAN.Statistics & probability letters. 2009, Vol 79, Num 21, pp 2260-2265, issn 0167-7152, 6 p.Article

Pathwise uniqueness for a degenerate stochastic differential equationBASS, Richard F; BURDZY, Krzysztof; CHEN, Zhen-Qing et al.Annals of probability. 2007, Vol 35, Num 6, pp 2385-2418, issn 0091-1798, 34 p.Article

Jumping SDEs: absolute continuity using monotonicityFOURNIER, Nicolas.Stochastic processes and their applications. 2002, Vol 98, Num 2, pp 317-330, issn 0304-4149Article

Generalized Peng's g-expectations and related propertiesFENG HU; ZENGJING CHEN.Statistics & probability letters. 2010, Vol 80, Num 3-4, pp 191-195, issn 0167-7152, 5 p.Article

Comparison theorems for forward backward SDEsZHEN WU; MINGYU XU.Statistics & probability letters. 2009, Vol 79, Num 4, pp 426-435, issn 0167-7152, 10 p.Article

Explicit solutions for multivalued stochastic differential equationsSIYAN XU.Statistics & probability letters. 2008, Vol 78, Num 15, pp 2281-2292, issn 0167-7152, 12 p.Article

Large deviations for stochastic differential equations driven by G-Brownian motionFUQING GAO; HUI JIANG.Stochastic processes and their applications. 2010, Vol 120, Num 11, pp 2212-2240, issn 0304-4149, 29 p.Article

Stochastic equations on compact groups in discrete negative timeAKAHORI, Jiro; UENISHI, Chihiro; YANO, Kouji et al.Probability theory and related fields. 2008, Vol 140, Num 3-4, pp 569-593, issn 0178-8051, 25 p.Article

A Malliavin Calculus method to study densities of additive functionals of SDE's with irregular driftsKOHATSU-HIGA, Arturo; TANAKA, Akihiro.Annales de l'I.H.P. Probabilités et statistiques. 2012, Vol 48, Num 3, pp 871-883, issn 0246-0203, 13 p.Article

A singular stochastic differential equation driven by fractional Brownian motionYAOZHONG HU; NUALART, David; XIAOMING SONG et al.Statistics & probability letters. 2008, Vol 78, Num 14, pp 2075-2085, issn 0167-7152, 11 p.Article

A Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motionDEYA, A; NEUENKIRCH, A; TINKER, S et al.Annales de l'I.H.P. Probabilités et statistiques. 2012, Vol 48, Num 2, pp 518-550, issn 0246-0203, 33 p.Article

A chain of interacting particles under strainALLMAN, Michael; BETZ, Volker; HAIRER, Martin et al.Stochastic processes and their applications. 2011, Vol 121, Num 9, pp 2014-2042, issn 0304-4149, 29 p.Article

HARNACK INEQUALITY FOR SDE WITH MULTIPLICATIVE NOISE AND EXTENSION TO NEUMANN SEMIGROUP ON NONCONVEX MANIFOLDSWANG, Feng-Yu.Annals of probability. 2011, Vol 39, Num 4, pp 1449-1467, issn 0091-1798, 19 p.Article

The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable ProcessesDA SILVA, José Luis; ERRAOUI, Mohamed.Communications in statistics. Theory and methods. 2011, Vol 40, Num 19-21, pp 3465-3478, issn 0361-0926, 14 p.Conference Paper

L₂-time regularity of BSDEs with irregular terminal functionsGOBET, Emmanuel; MAKHLOUF, Azmi.Stochastic processes and their applications. 2010, Vol 120, Num 7, pp 1105-1132, issn 0304-4149, 28 p.Article

Weak approximation of a fractional SDEBARDINA, X; NOURDIN, I; ROVIRA, C et al.Stochastic processes and their applications. 2010, Vol 120, Num 1, pp 39-65, issn 0304-4149, 27 p.Article

Partial asymptotic stability in probability of stochastic differential equationsIGNATYEV, Oleksiy.Statistics & probability letters. 2009, Vol 79, Num 5, pp 597-601, issn 0167-7152, 5 p.Article

Backward SDEs with superquadratic growthDELBAEN, Freddy; YING HU; XIAOBO BAO et al.Probability theory and related fields. 2011, Vol 150, Num 1-2, pp 145-192, issn 0178-8051, 48 p.Article

Multi-dimensional BSDE with oblique reflection and optimal switchingYING HU; SHANJIAN TANG.Probability theory and related fields. 2010, Vol 147, Num 1-2, pp 89-121, issn 0178-8051, 33 p.Article

Computation of the invariant measure for a Lévy driven SDE : Rate of convergencePANLOUP, Fabien.Stochastic processes and their applications. 2008, Vol 118, Num 8, pp 1351-1384, issn 0304-4149, 34 p.Article

On solutions of a class of infinite horizon FBSDEsJULIANG YIN.Statistics & probability letters. 2008, Vol 78, Num 15, pp 2412-2419, issn 0167-7152, 8 p.Article

A note on the invariance under change of measure for stochastic test functions and distribution spacesLANCONELLI, Alberto.Statistics & probability letters. 2008, Vol 78, Num 18, pp 3135-3138, issn 0167-7152, 4 p.Article

The Improved LaSalle-Type Theorems for Stochastic Differential Delay EquationsXIAOYUE LI; XUERONG MAO.Stochastic analysis and applications. 2012, Vol 30, Num 4, pp 568-589, issn 0736-2994, 22 p.Article