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Stochastic differential equations with non-lipschitz coefficients: I. Pathwis...
A short version will be published in C. R. Acad. Paris. -
On countably skewed Brownian motion with accumulation point.
In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is... -
Weak solutions of backward stochastic differential equations with continuous ...
International audience
