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pro vyhledávání: '"Márquez-Carreras, David"'
In this note we prove the existence of a density for the law of the solution for 1-dimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter $H > 1/2$. Th
Externí odkaz:
http://arxiv.org/abs/2302.03345
We consider stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst parameter H > 1/2 . We first derive supremum norm estimates for the solution and its Malliavin derivative. We then show existence and smoothness of t
Externí odkaz:
http://arxiv.org/abs/1910.07288
In this paper we study some stability criteria for some semilinear integral equations with a function as initial condition and with additive noise, which is a Young integral that could be a functional of fractional Brownian motion. Namely, we conside
Externí odkaz:
http://arxiv.org/abs/1510.01618
Akademický článek
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In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a L\'evy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. T
Externí odkaz:
http://arxiv.org/abs/1207.1692
In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a H\"older continuous function of order $\beta \in (\frac13,\frac12)$. We also obtain a bound
Externí odkaz:
http://arxiv.org/abs/1205.3865
In this article, we try to give a rather complete picture of the behavior of the free energy for a model of directed polymer in a random environment, in which the polymer is a simple symmetric random walk on the lattice $\Z^d$, and the environment is
Externí odkaz:
http://arxiv.org/abs/0802.3296
This note is concerned with a diluted version of the perceptron model. We establish a replica symmetric formula at high temperature, which is achieved by studying the asymptotic behavior of a given spin magnetization. Our main task will be to identif
Externí odkaz:
http://arxiv.org/abs/math/0603162
Publikováno v:
Bernoulli, 1999 Apr 01. 5(2), 257-274.
Externí odkaz:
https://www.jstor.org/stable/3318435
Autor:
MÁRQUEZ-CARRERAS, DAVID
Publikováno v:
Advances in Applied Probability, 2009 Sep 01. 41(3), 893-910.
Externí odkaz:
https://www.jstor.org/stable/27793907