Pages that link to "Item:Q3992729"
From MaRDI portal
The following pages link to Stochastic differential equations and diffusion processes. (Q3992729):
Displaying 50 items.
- Markovianity and ergodicity for a surface growth PDE (Q1011158) (← links)
- The Fujita exponent for semilinear heat equations with quadratically decaying potential or in an exterior domain (Q1011482) (← links)
- Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient (Q1017647) (← links)
- A transfer principle for multivalued stochastic differential equations (Q1019682) (← links)
- Rough path limits of the Wong-Zakai type with a modified drift term (Q1019700) (← links)
- Partial differential equations driven by rough paths (Q1022929) (← links)
- Long time behaviour of stochastic interest rate models (Q1023108) (← links)
- Diffusion approximation for a heavily loaded multi-user wireless communication system with cooperation (Q1034821) (← links)
- Quasi-stationary distributions and diffusion models in population dynamics (Q1035865) (← links)
- Fractal reinforcement of elastic membranes (Q1041118) (← links)
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← links)
- Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus (Q1045790) (← links)
- Malliavin calculus and decoupling inequalities in Banach spaces (Q1046492) (← links)
- Existence of densities of solutions of stochastic differential equations by Malliavin calculus (Q1048184) (← links)
- On the existence and uniqueness of SDE describing an n-particle system interacting via a singular potential (Q1067302) (← links)
- Path integral for the Weyl quantized relativistic Hamiltonian (Q1079270) (← links)
- Kähler diffusion processes associated with the Bergman metric and domains of holomorphy (Q1110157) (← links)
- Stochastic differential equations of pure-jumps in relativistic quantum theory (Q1125146) (← links)
- Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings (Q1125308) (← links)
- Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique (Q1165520) (← links)
- Stochastic flows of automorphisms of \(G\)-structures of degree \(r\) (Q1178769) (← links)
- Various topologies in the Wiener space and Lévy's stochastic area (Q1182494) (← links)
- On martingales and Feller semigroups (Q1193227) (← links)
- \(\mathbb{D}^ \infty\)-cohomology groups and \(\mathbb{D}^ \infty\)-maps on submanifolds in Wiener spaces (Q1193911) (← links)
- Continuous time stochastic adaptive control: Non-explosion, \(\epsilon\)- consistency and stability (Q1195830) (← links)
- Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe (Q1203351) (← links)
- A class of semilinear stochastic partial differential equations and their controls: Existence results (Q1208933) (← links)
- Martingales, Poincaré type inequalities, and deviation inequalities (Q1266262) (← links)
- Characterizing Yang-Mills fields by stochastic parallel transport (Q1266274) (← links)
- Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations (Q1275924) (← links)
- Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs (Q1275944) (← links)
- Singularly perturbed multidimensional switching diffusions with fast and slow switchings (Q1279954) (← links)
- Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection (Q1283588) (← links)
- Brownian motion on the hyperbolic plane and Selberg trace formula (Q1284439) (← links)
- Poissonian asymptotics of a randomly perturbed dynamical system: Flip-flop of the stochastic disk dynamo (Q1285245) (← links)
- On the curves that may be approached by trajectories of a smooth control affine system (Q1285564) (← links)
- Applications of a formula for the variance function of a stochastic process (Q1293835) (← links)
- Spatial estimates for stochastic flows in Euclidean space (Q1307069) (← links)
- Weak uniqueness for the heat equation with noise (Q1307471) (← links)
- Harmonic functions along Brownian balls and the Liouville property for solvable Lie groups (Q1318075) (← links)
- Stochastic flows acting on Schwartz distributions (Q1322908) (← links)
- Generalized solutions of a stochastic partial differential equation (Q1322909) (← links)
- Onsager Machlup functionals for non trace class SPDE's (Q1326320) (← links)
- Diffusions with singular drift related to wave functions (Q1326337) (← links)
- Asymptotic expansions of Bayes estimators for small diffusions (Q1326339) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
- Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion (Q1336263) (← links)
- Introduction to diffusion on Finsler manifolds (Q1336729) (← links)
- Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes (Q1336991) (← links)
- On the quantum theory of measurements continuous in time (Q1340720) (← links)