94 research outputs found
Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
In this paper a new class of generalized backward doubly stochastic
differential equations is investigated. This class involves an integral with
respect to an adapted continuous increasing process. A probabilistic
representation for viscosity solutions of semi-linear stochastic partial
differential equations with a Neumann boundary condition is given.Comment: Published at http://dx.doi.org/10.3150/07-BEJ5092 in the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
On the Besov regularity of the bifractional Brownian motion
Our aim in this paper is to improve H\"{o}lder continuity results for the
bifractional Brownian motion (bBm) with
and . We prove that almost all paths of the bBm
belong (resp. do not belong) to the Besov spaces
(resp. ) for any , where is a separable subspace
of . We also show the It\^{o}-Nisio theorem for
the bBm with in the H\"{o}lder spaces
, with .Comment: 20 page
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