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pro vyhledávání: '"Anzeletti, Lukas"'
We show that any stochastic differential equation (SDE) driven by Brownian motion with drift satisfying the Krylov-R\"ockner condition has exactly one solution in an ordinary sense for almost every trajectory of the Brownian motion. Additionally, we
Externí odkaz:
http://arxiv.org/abs/2304.06802
Autor:
Anzeletti, Lukas
We are interested in existence of solutions to the $d$-dimensional equation \begin{equation*} X_t=x_0+\int_0^t b(X_s)ds + B_t, \end{equation*} where $B$ is a (fractional) Brownian motion with Hurst parameter $H\leqslant 1/2$ and $b$ is an $\mathbb{R}
Externí odkaz:
http://arxiv.org/abs/2303.17970
Autor:
Anzeletti, Lukas
We consider the Stochastic Differential Equation $X_t = X_0 + \int_0^t b(s,X_s) ds + B_t$, in $\mathbb{R}^d$. We give an example of a drift $b$ such that there does not exist a weak solution, but there exists a solution for almost every realization o
Externí odkaz:
http://arxiv.org/abs/2204.07866
We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is understood as
Externí odkaz:
http://arxiv.org/abs/2112.05685
Akademický článek
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We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is understood as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::be9c98b0ba3621c9c842ec4204dc6287
https://hal.archives-ouvertes.fr/hal-03479702
https://hal.archives-ouvertes.fr/hal-03479702
Autor:
Anzeletti, Lukas
Der erste Teil der Arbeit beschäftigt sich mit Dualität und Existenz von optimalen Couplings für das (bi)kausale Transportproblem. Dabei werden weniger restriktive Annahmen als in ähnlichen bereits existierenden Resultaten benötigt. Anschließen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b90ce3f7ad6b0318167a656ae46e381b