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Stochastic differential equations driven by stable processes for which pathwise uniqueness fails

, , и . Stochastic Processes and their Applications, 111 (1): 1--15 (мая 2004)

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Krzysztof Swiatek

Krzysztof Appelt

Krzysztof Kurek

Krzysztof Czubak

Krzysztof Bielinski

 

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Brownian crossings between spheres, , и . J. of Mathematical Analysis and Applications, (1990)Stochastic differential equations driven by stable processes for which pathwise uniqueness fails, , и . Stochastic Processes and their Applications, 111 (1): 1--15 (мая 2004)Brownian motion with inert drift, but without flux: A model, , и . Physica A: Statistical Mechanics and its Applications, 384 (2): 278--284 (15.10.2007)Curvature of the convex hull of planar Brownian motion near its minimum point, и . Stochastic Processes and their Applications, 33 (1): 89--103 (октября 1989)Fast Equilibrium Selection by Rational Players Living in a Changing World, , и . Econometrica, 69 (1): 163--189 (01.01.2001)doi: 10.1111/1468-0262.00181.Some Asymptotic Laws for Crossings and Excursions, , и . Colloque Paul Lévy sur les Processus Stochastiques, стр. 59-74. Société Mathématique de France, (1988)On meteors, earthworms and WIMPs, , , и . Ann. Appl. Probab., 25 (4): 1729--1779 (августа 2015)