Now showing items 1-2 of 2

    • Stochastic bifurcation models 

      Burdzy, Krzysztof; Bass, Richard F. (Institute of Mathematical Statistics, 1999-01)
      We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and ...
    • Stochastic differential equations driven by stable processes for which pathwise uniqueness fails 

      Burdzy, Krzysztof; Bass, Richard F.; Chen, Zhen-Qing (North-Holland (Elsevier), 2004-05)
      Let Z [subscript] t be a one-dimensional symmetric stable process of order [alpha] with [alpha is an element of the set] (0, 2) and consider the stochastic differential equation dX [subscript] t = [omega] (X [subscript] ...