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Identification and well-posedness in a class of nonparametric problems
Identification well-posedness nonparametric problems
2010/10/19
This is a companion note to Zinde-Walsh (2010), arXiv:1009.4217v1[MATH.ST], to clarify and extend results on identification in a number of problems that lead to a system of convolution equations. Exam...
Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients
Well-posedness large deviation SDEs Sobolev coefficients
2010/3/11
In this article we prove the existence and uniqueness for degenerate stochastic differential
equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized
sense. In pa...