Volume 16, Issue 4

We prove an existence and uniqueness result for backward doubly stochastic differential equations whose coefficients satisfy non-Lipschitz assumptions.

In the paper we present conditions for uniform convergence in probability on [0, T ] of wavelet expansions of random process X = { X ( t ), t ∈ ℝ}, with E X ( t ) = 0, E | X ( t )| 2 < ∞. We obtain convergence rate of wavelet representation for random processes in the space C (0, T ) as well.

In this paper we prove existence and uniqueness of the solution for one dimensional generalized backward stochastic differential equation with two reflecting barriers. As application, we will use this result to establish existence of viscosity solution for some partial differential equations with Neumann boundary condition.

In the present paper, common random fixed point as random best approximation for R -subweakly commuting and uniformly R -subweakly commuting maps in the frame work of q -normed space have been established.

We are interested in the properties of minimum distance estimator of drift parameter of a class of diffusion processes driven by a fractional Brownian motion. We study the properties of this estimator as the diffusion coefficient tends to zero.