Time reversal of Volterra processes driven stochastic differential equation

After introducing the stochastic integration theory for fractional noise and the class of SPDEs in the next section, we study the well solvability of non- local SPDE,

First we establish a general result on the regularity with respect to the driven function for the solution of deterministic equations, using the techniques of fractional

In the case of an ordinary Brownian motion, the divergence operator coincides with an extension of Itˆ o’s stochastic integralto anticipating pro- cesses introduced by Skorohod

Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion... Adaptive estimation of the stationary density of

The proofs of Theorems 2.1 and 2.2 are based on the representations of the density and its derivative obtained by using Malliavin calculus and on the study of the asymptotic behavior

The proofs of Theorems 2.2 and 2.5 are based on the representations of the density and its derivative obtained by using Malliavin calculus and on the study of the asymptotic behavior

In this paper we study upper bounds for the density of solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3.. We

We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order α with drift and diffusion coefficients b, σ.. When α ∈ (0, 1), we study