Path-by-path uniqueness of multidimensional SDE’s on the plane with nondecreasing coefficients

removable partial denture with rotational path of insertion

چکیده ندارد.

Optimal Bounds for the Densities of Solutions of Sdes with Measurable and Path Dependent Drift Coefficients

We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that process at any given time are derived. The bounds and their optimality is shown by identifying the worst case stochastic differential equation. Then we generalise...

Path-wise solutions of SDEs driven by Lévy processes

In this paper we show that a path-wise solution to the following integral equation Yt = ∫ t 0 f(Yt) dXt Y0 = a ∈ R d exists under the assumption that Xt is a Lévy process of finite p-variation for some p ≥ 1 and that f is an α-Lipschitz function for some α > p. There are two types of solution, determined by the solution’s behaviour at jump times of the process X, one we call geometric the other...

Being on the right path

Being on the right pathThe 1st issue of the Iranian Journal of Radiation Research (IJRR) was published two years ago (June 2003). This journal was initiated to bring together the various disciplines of radiation oncology, radiation biology, medical physics, nuclear medicine and other related subjects to intensify the dialogue between basic and clinical researchers especially those working in Ir...

Uniqueness Theorems for Multidimensional inverse Problems with Unbounded Coefficients