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Results: 1-12 |
Results: 12
MALLIAVIN CALCULUS FOR WHITE-NOISE DRIVEN PARABOLIC SPDES
Authors: BALLY V PARDOUX E
Citation: V. Bally et E. Pardoux, MALLIAVIN CALCULUS FOR WHITE-NOISE DRIVEN PARABOLIC SPDES, Potential analysis, 9(1), 1998, pp. 27-64
BACKWARD STOCHASTIC DIFFERENTIAL-EQUATIONS WITH SUBDIFFERENTIAL OPERATOR AND RELATED VARIATIONAL-INEQUALITIES
Authors: PARDOUX E RASCANU A
Citation: E. Pardoux et A. Rascanu, BACKWARD STOCHASTIC DIFFERENTIAL-EQUATIONS WITH SUBDIFFERENTIAL OPERATOR AND RELATED VARIATIONAL-INEQUALITIES, Stochastic processes and their applications, 76(2), 1998, pp. 191-215
GENERALIZED BSDES AND NONLINEAR NEUMANN BOUNDARY-VALUE-PROBLEMS
Authors: PARDOUX E ZHANG SG
Citation: E. Pardoux et Sg. Zhang, GENERALIZED BSDES AND NONLINEAR NEUMANN BOUNDARY-VALUE-PROBLEMS, Probability theory and related fields, 110(4), 1998, pp. 535-558
PROBABILISTIC-INTERPRETATION OF A SYSTEM OF SEMILINEAR PARABOLIC PARTIAL-DIFFERENTIAL EQUATIONS
Authors: PARDOUX E PRADEILLES F RAO ZS
Citation: E. Pardoux et al., PROBABILISTIC-INTERPRETATION OF A SYSTEM OF SEMILINEAR PARABOLIC PARTIAL-DIFFERENTIAL EQUATIONS, Annales de l'I.H.P. Probabilites et statistiques, 33(4), 1997, pp. 467-490
BACKWARDS SDE WITH RANDOM TERMINAL TIME AND APPLICATIONS TO SEMILINEAR ELLIPTIC PDE
Authors: DARLING RWR PARDOUX E
Citation: Rwr. Darling et E. Pardoux, BACKWARDS SDE WITH RANDOM TERMINAL TIME AND APPLICATIONS TO SEMILINEAR ELLIPTIC PDE, Annals of probability, 25(3), 1997, pp. 1135-1159
REFLECTED SPDES (STOCHASTIC PARTIAL-DIFFE RENTIAL EQUATIONS) AND MALLIAVIN CALCULUS
Authors: DONATIMARTIN C PARDOUX E
Citation: C. Donatimartin et E. Pardoux, REFLECTED SPDES (STOCHASTIC PARTIAL-DIFFE RENTIAL EQUATIONS) AND MALLIAVIN CALCULUS, Bulletin des sciences mathematiques, 121(5), 1997, pp. 405-422
ASYMPTOTIC STABILITY OF THE OPTIMAL FILTER WITH RESPECT TO ITS INITIAL CONDITION
Authors: OCONE D PARDOUX E
Citation: D. Ocone et E. Pardoux, ASYMPTOTIC STABILITY OF THE OPTIMAL FILTER WITH RESPECT TO ITS INITIAL CONDITION, SIAM journal on control and optimization, 34(1), 1996, pp. 226-243
STRATONOVICH STOCHASTIC DIFFERENTIAL-EQUATIONS DRIVEN BY GENERAL SEMIMARTINGALES
Authors: KURTZ TG PARDOUX E PROTTER P
Citation: Tg. Kurtz et al., STRATONOVICH STOCHASTIC DIFFERENTIAL-EQUATIONS DRIVEN BY GENERAL SEMIMARTINGALES, Annales de l'I.H.P. Probabilites et statistiques, 31(2), 1995, pp. 351-377
SYMMETRICAL REFLECTED DIFFUSIONS
Authors: PARDOUX E WILLIAMS RJ
Citation: E. Pardoux et Rj. Williams, SYMMETRICAL REFLECTED DIFFUSIONS, Annales de l'I.H.P. Probabilites et statistiques, 30(1), 1994, pp. 13-62
BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL-EQUATIONS AND SYSTEMS OF QUASI-LINEAR SPDES
Authors: PARDOUX E PENG SG
Citation: E. Pardoux et Sg. Peng, BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL-EQUATIONS AND SYSTEMS OF QUASI-LINEAR SPDES, Probability theory and related fields, 98(2), 1994, pp. 209-227
WHITE-NOISE DRIVEN PARABOLIC SPDES WITH MEASURABLE DRIFT
Authors: BALLY V GYONGY I PARDOUX E
Citation: V. Bally et al., WHITE-NOISE DRIVEN PARABOLIC SPDES WITH MEASURABLE DRIFT, Journal of functional analysis, 120(2), 1994, pp. 484-510
ON THE REGULARIZATION EFFECT OF SPACE-TIME WHITE-NOISE ON QUASI-LINEAR PARABOLIC PARTIAL-DIFFERENTIAL EQUATIONS
Authors: GYONGY I PARDOUX E
Citation: I. Gyongy et E. Pardoux, ON THE REGULARIZATION EFFECT OF SPACE-TIME WHITE-NOISE ON QUASI-LINEAR PARABOLIC PARTIAL-DIFFERENTIAL EQUATIONS, Probability theory and related fields, 97(1-2), 1993, pp. 211-229
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