A remark on Tsirelson's stochastic differential equation.

Deterministic submanifolds and analytic solution of the quantum stochastic differential master equation describing a monitored qubit... arXiv:1603.05402v2 [quant-ph] 8

Thanks to our result of invertibility of the Jacobian matrix of the flow, we can also prove (Theorem 2 in §4 ) that the process thus defined is a solution to a linear

The paper deals with projection estimators of the density of the stationary solution X to a differential equation driven by the fractional Brownian motion under a

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

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

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

Manou-Abi, Asymptotically ω-periodic solution for an evolution differential equation via ω-periodic limit functions, International Journal of Pure and Applied Mathematics, 113(1),