most citedSmoothness of Flow and Path-by-Path Uniqueness in Stochastic Differential Equations

2 citations · 2 across the 1 of their papers we have counts for

collaborators

4 papers

math.PR2018

Stochastic PDEs in for SDEs driven by Lévy noise

Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar

In this article we show that a finite dimensional stochastic differential equation driven by a Lévy process can be formulated as a stochastic partial differential equation. We prov…

math.PR2018

Parametric family of SDEs driven by Lévy noise

Suprio Bhar, Barun Sarkar

In this article we study the existence and uniqueness of strong solutions of a class of parameterized family of SDEs driven by Lévy noise. These SDEs occurs in connection with a cl…

math.PR2017★ 2 cited

Smoothness of Flow and Path-by-Path Uniqueness in Stochastic Differential Equations

Siva Athreya, Suprio Bhar, Atul Shekhar

We consider the stochastic differential equation with , , $f: \mathbb{R}^d \rightarrow…

math.PR2017

Solutions of SPDE's associated with a stochastic flow

Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar

We consider the following stochastic partial differential equation, \begin{align*} &dY_t=L^\ast Y_tdt+A^\ast Y_t\cdot dB_t\\ &Y_0=ψ, \end{align*} associated with a stochastic flow…