Bartl, Daniel; Tangpi, Ludovic Functional inequalities for forward and backward diffusions. (English) Zbl 07252726 Electron. J. Probab. 25, Paper No. 94, 22 p. (2020). MSC: 60J60 60G40 28C20 60E15 60H20 91G10 PDF BibTeX XML Cite \textit{D. Bartl} and \textit{L. Tangpi}, Electron. J. Probab. 25, Paper No. 94, 22 p. (2020; Zbl 07252726) Full Text: DOI Euclid
Imkeller, Peter; Dos Reis, Gonçalo; Salkeld, William Differentiability of SDEs with drifts of super-linear growth. (English) Zbl 1406.60084 Electron. J. Probab. 24, Paper No. 3, 43 p. (2019). MSC: 60H07 60H10 60H30 PDF BibTeX XML Cite \textit{P. Imkeller} et al., Electron. J. Probab. 24, Paper No. 3, 43 p. (2019; Zbl 1406.60084) Full Text: DOI Euclid arXiv
Gulisashvili, Archil Large deviation principle for Volterra type fractional stochastic volatility models. (English) Zbl 1416.91376 SIAM J. Financ. Math. 9, No. 3, 1102-1136 (2018). MSC: 91G20 60F10 60G15 60G18 60G22 PDF BibTeX XML Cite \textit{A. Gulisashvili}, SIAM J. Financ. Math. 9, No. 3, 1102--1136 (2018; Zbl 1416.91376) Full Text: DOI
Kalbasi, Kamran; Mountford, Thomas S.; Viens, Frederi G. Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function. (English) Zbl 1404.60090 J. Theor. Probab. 31, No. 3, 1429-1468 (2018). MSC: 60H15 60K37 PDF BibTeX XML Cite \textit{K. Kalbasi} et al., J. Theor. Probab. 31, No. 3, 1429--1468 (2018; Zbl 1404.60090) Full Text: DOI
Löbus, Jörg-Uwe Absolute continuity under time shift of trajectories and related stochastic calculus. (English) Zbl 1372.60076 Mem. Am. Math. Soc. 1185, vi, 140 p. (2017). MSC: 60H07 60J65 60J75 PDF BibTeX XML Cite \textit{J.-U. Löbus}, Absolute continuity under time shift of trajectories and related stochastic calculus. Providence, RI: American Mathematical Society (AMS) (2017; Zbl 1372.60076) Full Text: DOI arXiv
Bogachev, V. I.; Da Prato, G.; Röckner, M.; Shaposhnikov, S. V. On the uniqueness of solutions to continuity equations. (English) Zbl 1333.35312 J. Differ. Equations 259, No. 8, 3854-3873 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R06 35A02 35R60 PDF BibTeX XML Cite \textit{V. I. Bogachev} et al., J. Differ. Equations 259, No. 8, 3854--3873 (2015; Zbl 1333.35312) Full Text: DOI
Choi, Jae Gil; Lee, Woon Gie; Chang, Seung Jun Change of path formula on the function space with applications. (English) Zbl 1321.60115 Indag. Math., New Ser. 25, No. 3, 596-607 (2014). MSC: 60H05 60J65 60G15 PDF BibTeX XML Cite \textit{J. G. Choi} et al., Indag. Math., New Ser. 25, No. 3, 596--607 (2014; Zbl 1321.60115) Full Text: DOI
Comets, Francis; Cranston, Michael Overlaps and pathwise localization in the Anderson polymer model. (English) Zbl 1290.60102 Stochastic Processes Appl. 123, No. 6, 2446-2471 (2013). MSC: 60K35 60K37 60H05 60J65 82B44 82D60 PDF BibTeX XML Cite \textit{F. Comets} and \textit{M. Cranston}, Stochastic Processes Appl. 123, No. 6, 2446--2471 (2013; Zbl 1290.60102) Full Text: DOI
Cranston, Michael Properties of the parabolic Anderson model and the Anderson polymer model. (English) Zbl 1269.82029 ISRN Probab. Stat. 2013, Article ID 857984, 21 p. (2013). MSC: 82B44 82D60 60K35 60H15 PDF BibTeX XML Cite \textit{M. Cranston}, ISRN Probab. Stat. 2013, Article ID 857984, 21 p. (2013; Zbl 1269.82029) Full Text: DOI
Fang, Shizan; Luo, Dejun Transport equations and quasi-invariant flows on the Wiener space. (English) Zbl 1201.60053 Bull. Sci. Math. 134, No. 3, 295-328 (2010). Reviewer: Maria Gordina (Storrs) MSC: 60H07 65L05 76M35 PDF BibTeX XML Cite \textit{S. Fang} and \textit{D. Luo}, Bull. Sci. Math. 134, No. 3, 295--328 (2010; Zbl 1201.60053) Full Text: DOI
Mayer-Wolf, E.; Üstünel, A. S.; Zakai, M. Some covariance inequalities in Wiener space. (English) Zbl 1163.60024 J. Funct. Anal. 255, No. 9, 2563-2578 (2008). Reviewer: Jean Picard (Aubière) MSC: 60H07 PDF BibTeX XML Cite \textit{E. Mayer-Wolf} et al., J. Funct. Anal. 255, No. 9, 2563--2578 (2008; Zbl 1163.60024) Full Text: DOI
Guo, Zhi Jun A note on the CIR process and the existence of equivalent martingale measures. (English) Zbl 1133.91501 Stat. Probab. Lett. 78, No. 5, 481-487 (2008). MSC: 91B70 91B28 PDF BibTeX XML Cite \textit{Z. J. Guo}, Stat. Probab. Lett. 78, No. 5, 481--487 (2008; Zbl 1133.91501) Full Text: DOI
Zambotti, Lorenzo Integration by parts on the law of the reflecting Brownian motion. (English) Zbl 1075.60060 J. Funct. Anal. 223, No. 1, 147-178 (2005). Reviewer: Jean Picard (Aubière) MSC: 60H07 60J65 PDF BibTeX XML Cite \textit{L. Zambotti}, J. Funct. Anal. 223, No. 1, 147--178 (2005; Zbl 1075.60060) Full Text: DOI arXiv
Kolesnikov, Alexander V. Convexity inequalities and optimal transport of infinite-dimensional measures. (English) Zbl 1087.49034 J. Math. Pures Appl., IX. Sér. 83, No. 11, 1373-1404 (2004). Reviewer: Hector O. Fattorini (Los Angeles) MSC: 49Q20 PDF BibTeX XML Cite \textit{A. V. Kolesnikov}, J. Math. Pures Appl. (9) 83, No. 11, 1373--1404 (2004; Zbl 1087.49034) Full Text: DOI
Banek, Tadeusz Diffusions, their derivatives and expansions in Wiener chaos. (English) Zbl 1157.60326 Syst. Control Lett. 49, No. 4, 279-294 (2003). MSC: 60H07 60H10 PDF BibTeX XML Cite \textit{T. Banek}, Syst. Control Lett. 49, No. 4, 279--294 (2003; Zbl 1157.60326) Full Text: DOI
Albeverio, Sergio; Yoshida, Minoru W. \(H\)-\(C^1\) maps and elliptic SPDEs with polynomial and exponential perturbations of Nelson’s Euclidean free field. (English) Zbl 1015.60052 J. Funct. Anal. 196, No. 2, 265-322 (2002). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60H15 60H40 81T99 PDF BibTeX XML Cite \textit{S. Albeverio} and \textit{M. W. Yoshida}, J. Funct. Anal. 196, No. 2, 265--322 (2002; Zbl 1015.60052) Full Text: DOI
Decreusefond, Laurent Stochastic integration with respect to Gaussian processes. (English. Abridged French version) Zbl 1074.60066 C. R., Math., Acad. Sci. Paris 334, No. 10, 903-908 (2002). MSC: 60H05 PDF BibTeX XML Cite \textit{L. Decreusefond}, C. R., Math., Acad. Sci. Paris 334, No. 10, 903--908 (2002; Zbl 1074.60066) Full Text: DOI
Nicaise, Florent Anticipative Markovian transformations on the Poisson space. (English) Zbl 1059.60071 Stochastic Processes Appl. 95, No. 2, 245-283 (2001). MSC: 60H07 60G55 PDF BibTeX XML Cite \textit{F. Nicaise}, Stochastic Processes Appl. 95, No. 2, 245--283 (2001; Zbl 1059.60071) Full Text: DOI