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Sticky couplings of multidimensional diffusions with different drifts
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Sticky couplings of multidimensional diffusions with different drifts (2019)Sticky couplings of multidimensional diff…Stochastic differential equations for sticky Brownian motion (2014)Stochastic differential equat…A stochastic differential equation with a sticky point (2014)A stochastic differential equ…On Weak Solutions of Stochastic Differential Equations (2011)On Weak Solutions of Stochast…Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…Limit Theorems for Stochastic Processes (2003)Limit Theorems for Stochastic…On the variation distance for probability measures defined on a filtered space (1986)On the variation distance for…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…A comparison theorem for solutions of stochastic differential equations and its applications (1977)A comparison theorem for solu…On a comparison theorem for solutions of stochastic differential equations and its applications (1973)On a comparison theorem for s…On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions (1971)On stochastic differential eq…On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions II (1971)On stochastic differential eq…Exponential ergodicity for non-dissipative McKean-Vlasov SDEs (2023)Exponential ergodicity for no…Multiple Wiener Integral (1951)On Square Integrable Martingales (1967)Strong Solutions of Stochastic Differential Equations with Boundary Conditions (1981)Singular ergodic control for multidimensional Gaussian processes (1992)The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations (1992)On the uniqueness of solutions of stochastic differential equations (1971)Stochastic Differential Equations (1999)Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations (2005)ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1 (2012)Brownian Motion and Stochastic Calculus (2007)Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients (2012)New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients (2014)Calcul Stochastique et Problèmes de Martingales (1979)On equivalent martingale measures with bounded densities (2001)Continuous Martingales and Brownian Motion (1999)Optimal Dynamic Contracts with Moral Hazard and Costly Monitoring (2011)Quickest detection problems for Bessel processes (2017)On the strong comparison theorems for solutions of stochastic differential equations (1981)Applications du temps local aux equations differentielles stochastiques unidimensionnelles (1983)STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS (2000)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The distribution of realized stock return volatility (2001)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)Controlled Markov Processes and Viscosity Solutions (2005)Optimal Policies for n -Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem (2000)The Fine Structure of Asset Returns: An Empirical Investigation (2002)Microstructure noise in the continuous case: The pre-averaging approach (2008)Tails, Fears, and Risk Premia (2011)
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  • 2014A stochastic differential equation with a sticky point29 cited

Cited by

  • 2023Exponential ergodicity for non-dissipative McKean-Vlasov SDEs24 cited

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