On the derivability, with respect to initial data, of the solution of a stochastic differential equation with lipschitz coeffcients

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),

Changsha, Hunan 410081, People’s Republic of China jiaolongche [email protected] Hunan Normal University, Department of Mathematics,.. Changsha, Hunan 410081, People’s Republic

Key Words and Phrases: transport equation, fractional Brownian motion, Malliavin calculus, method of characteristics, existence and estimates of the density.. ∗ Supported by

The purpose of our present paper is to study fine properties of the solution to the stochastic heat equation driven by a Gaussian noise which is fractional in time and colored

Abstract. There are several ways of defining what it means for a path to solve a rough differential equation. The most commonly used notion is due to Davie; it involves a

Intermittency and nonlinear parabolic stochastic partial differential equations. A local time correspondence for stochastic partial

The solution to (19) cannot be calculated analytically, so an accurate approximation to the true solution was obtained by using both a very small step size and

In this mean-eld case, Graham and Meleard (1997) prove some stochastic approximations of the solution of the mollied Boltz- mann equation by interacting particle systems and obtain