Geodesic

Volume 24 (2019) no. 2

Sommaire

On exponential decay of a distance between solutions of an SDE with non-regular drift
p. 1-13
New proof of the Novikov criterion using backward stochastic differential equations
p. 14-16
The nonlocal conjugation problem for one-dimensional parabolic equation with discontinuous coefficients and associated Feller semigroup
p. 17-31
First order convergence of weak Wong--Zakai approximations of L\'evy-driven Marcus SDEs
p. 32-60
Limit theorem for perturbed random walks
p. 61-78
The limit behaviour of random walks with arrests
p. 79-88
Convergence rates of the Semi-Discrete method for stochastic differential equations
p. 89-100