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20042026
most citedSobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation

82 citations · 154 across the 37 of their papers we have counts for

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math.PR2026

Markov property for systems driven by the Brownian sheet

Nacira Agram, Bernt Øksendal, Frank Proske +1

We study stochastic systems driven by a Brownian sheet and formulate a Markov property adapted to their two-parameter structure. For time-space homogeneous Itô sheets, the future e…

math.PR2026

Optimal Stopping for Systems Driven by the Brownian Sheet

Nacira Agram, Bernt Oksendal, Frank Proske +1

We investigate optimal stopping problems for systems driven by the Brownian sheet. Our analysis is divided into two parts. In the first part we derive explicit solutions to two opt…