-
Chen Wang, Saisai Yang, Tusheng Zhang, “Reflected Brownian motion with singular drift”, Bernoulli, 27:2 (2021)
-
А. Ю. Веретенников, “О слабых решениях сильно вырожденных СДУ”, Автомат. и телемех., 2020, № 3, 28–43
; A. Yu. Veretennikov, “On weak solutions of highly degenerate SDEs”, Autom. Remote Control, 81:3 (2020), 398–410
-
В. И. Богачев, “Неравномерные усреднения Козлова–Трещева в эргодической теореме”, УМН, 75:3(453) (2020), 3–36
; V. I. Bogachev, “Non-uniform Kozlov–Treschev averagings in the ergodic theorem”, Russian Math. Surveys, 75:3 (2020), 393–425
-
William M. McEneaney, Hidehiro Kaise, Peter M. Dower, Ruobing Zhao, “Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations”, IFAC-PapersOnLine, 53:2 (2020), 2220
-
Luigi Amedeo Bianchi, Franco Flandoli, “Stochastic Navier-Stokes Equations and Related Models”, Milan J. Math., 88:1 (2020), 225
-
Daniel Lacker, “On the convergence of closed-loop Nash equilibria to the mean field game limit”, Ann. Appl. Probab., 30:4 (2020)
-
Khoa Lê, “A stochastic sewing lemma and applications”, Electron. J. Probab., 25:none (2020)
-
Konstantin N. Chugai, Ivan M. Kosachev, Konstantin A. Rybakov, Smart Innovation, Systems and Technologies, 173, Advances in Theory and Practice of Computational Mechanics, 2020, 351
-
Dai Taguchi, Akihiro Tanaka, “Probability density function of SDEs with unbounded and path-dependent drift coefficient”, Stochastic Processes and their Applications, 130:9 (2020), 5243
-
Zhi Li, Liping Xu, Litan Yan, “Weak solutions for stochastic differential equations with additive fractional noise”, Stoch. Dyn., 19:02 (2019), 1950017
-
Mireille Bossy, Jean-François Jabir, Springer Proceedings in Mathematics & Statistics, 289, Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications, 2019, 43
-
François Delarue, Daniel Lacker, Kavita Ramanan, “From the master equation to mean field game limit theory: a central limit theorem”, Electron. J. Probab., 24:none (2019)
-
Yurii Averboukh, “Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games”, SIAM J. Control Optim., 57:1 (2019), 743
-
Mathias Højgaard Jensen, Anton Mallasto, Stefan Sommer, Lecture Notes in Computer Science, 11712, Geometric Science of Information, 2019, 685
-
Olivier Menoukeu-Pamen, Youssef Ouknine, Ludovic Tangpi, “Pathwise Uniqueness of Non-uniformly Elliptic SDEs with Rough Coefficients”, J Theor Probab, 32:4 (2019), 1892
-
S. Göttlich, K. Lux, A. Neuenkirch, “The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate”, Adv Differ Equ, 2019:1 (2019)
-
Lisa Beck, Franco Flandoli, Massimiliano Gubinelli, Mario Maurelli, “Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness”, Electron. J. Probab., 24:none (2019)
-
Diego Alonso-Orán, Aythami Bethencourt de León, So Takao, “The Burgers' equation with stochastic transport: shock formation, local and global existence of smooth solutions”, Nonlinear Differ. Equ. Appl., 26:6 (2019)
-
Zhi Li, Wentao Zhan, Liping Xu, “Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion”, Physica A: Statistical Mechanics and its Applications, 530 (2019), 121565
-
Christian Olivera, Ciprian A. Tudor, “Existence and Besov regularity of the density for a class of SDEs with Volterra noise”, Comptes Rendus. Mathématique, 357:7 (2019), 636