4 papers
On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs
Tobias Weihrauch, Stefan Bachmann
We completely characterize when the free effective resistance of an infinite graph can be expressed in terms of simple hitting probabilities of the graphs random walk.
On the Strong Feller Property and Well-Posedness for SDEs with Functional, Locally Unbounded Drift
Stefan Bachmann
We study functional stochastic differential equations with a locally unbounded, functional drift focusing on well-posedness, stability and the strong Feller property. Following the…
On the Strong Feller Property of Stochastic Delay Differential Equations with Singular Drift
Stefan Bachmann
In this paper, we prove the strong Feller property for stochastic delay (or functional) differential equations with singular drift. We extend an approach of Maslowski and Seidler t…
Well-Posedness and Stability for a Class of Stochastic Delay Differential Equations with Singular Drift
Stefan Bachmann
In this paper we prove well-posedness and stabibility of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under locali…