Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Poetae latini aevi Carolini. Tomus 1-2 / recensuit Ernestus Duemmler

Collection : Monumenta Germaniae Historica ; 1-2

CIRAS News, Fall/Winter 2010, Vol. 46, no. 1,2

CIRAS is to enhance the performance of Iowa industry, and associated entities, through education and technology-based services. This newsletter holds information regarding these services.

Vie privée des ecclésiastiques prélats, et autres fonctionnaires publics qui n'ont point prêté leur serment sur la Constitution civile du clergé. [Partie 1-2] / [par M. J.-A. Dulaure]

Collection : Les archives de la Révolution française ; 8.1465

Sosiologipäivät Joensuussa 1.-2.4.2005 : Sosiologian kutsumus ja kurjuus

Artikkeli sisältää Sosiologipäivien 22 työryhmäraporttia sosiologian eri aloilta

On the q=1/2 non-extensive maximum entropy distribution

A detailed mathematical analysis on the q = 1/2 non-extensive maximum entropydistribution of Tsallis' is undertaken. The analysis is based upon the splitting of such adistribution into two orthogonal components. One of the components corresponds to theminimum norm solution of the problem posed by the fulfillment of the a priori conditionson the given expectation values. The remaining component takes care of the normalizationconstraint and is the projection of a constant onto the Null space of the "expectation-values-transformation"