The following pages link to Athanasios Yannacopoulos (Q322643):
Displaying 50 items.
- On equilibria of the two-fluid model in magnetohydrodynamics (Q1876637) (← links)
- The use of algebraic sets in the approximation of inertial manifolds and lumping in chemical kinetic systems (Q1890691) (← links)
- Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
- Dynamics of the modified viscous Cahn-Hilliard equation in \(\mathbb{R}^N\) (Q1958991) (← links)
- Error propagation in approximations to reaction-diffusion-advection equations. (Q1968051) (← links)
- Spatial externalities and agglomeration in a competitive industry (Q1994535) (← links)
- Transportation inequalities for Markov kernels and their applications (Q2042801) (← links)
- Stochastic integrals and Brownian motion on abstract nilpotent Lie groups (Q2058817) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
- Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
- Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise (Q2115107) (← links)
- Equivariant discretizations of diffusions and harmonic functions of bounded growth (Q2164420) (← links)
- The exterior Calderón operator for non-spherical objects (Q2216495) (← links)
- Renormalization of stochastic continuity equations on Riemannian manifolds (Q2239258) (← links)
- Pullback attractors for non-autonomous reaction-diffusion equations with dynamical boundary conditions (Q2275520) (← links)
- Attractors for quasilinear parabolic equations involving weighted \(p\)-Laplacian operators (Q2275766) (← links)
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling (Q2353897) (← links)
- Robust control of parabolic stochastic partial differential equations under model uncertainty (Q2415097) (← links)
- Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (Q2447712) (← links)
- Stochastic Galerkin method for elliptic SPDEs: a white noise approach (Q2471407) (← links)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- Rational expectations models: An approach using forward-backward stochastic differential equations (Q2482634) (← links)
- A behavioral stock market model (Q2482683) (← links)
- Approximation of attractors using Chebyshev polynomials (Q2564793) (← links)
- Global existence and compact attractors for the discrete nonlinear Schrödinger equation (Q2569885) (← links)
- On the link between monetary and star-shaped risk measures (Q2667599) (← links)
- Parameter estimation in CKLS model by continuous observations (Q2667620) (← links)
- Transport and mixing in Stokes flow: The effect of chaotic dynamics on the blinking stokeslet (Q2710440) (← links)
- Some remarks on a class of inverse problems related to the parabolic approximation to the Maxwell equations: a controllability approach (Q2795397) (← links)
- A Bayesian approach to the inverse source problem for the parabolic approximation to the Maxwell equations (Q2829370) (← links)
- On difficulties appearing in the study of stochastic Volterra equations (Q2888951) (← links)
- Bargaining Skills in an Edgeworthian Economy (Q2908436) (← links)
- Minimum Regret Pricing of Contingent Claims in Incomplete Markets (Q2908447) (← links)
- A Class of Infinite Dimensional Replicator Dynamics (Q2908449) (← links)
- Stochastic Saddle Paths and Economic Theory (Q2909729) (← links)
- (Q2965089) (← links)
- (Q2965093) (← links)
- (Q2965098) (← links)
- Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets (Q3090075) (← links)
- A Wiener Chaos Approach to Hyperbolic SPDEs (Q3168703) (← links)
- Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations (Q3174596) (← links)
- (Q3225341) (← links)
- (Q3420877) (← links)
- Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865) (← links)
- Reinsurance control in a model with liabilities of the fractional Brownian motion type (Q3505202) (← links)
- SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS (Q3527431) (← links)
- Similarity solutions for a replicator dynamics equation (Q3545865) (← links)
- On the approximate controllability of the stochastic Maxwell equations (Q3574849) (← links)
- (Q3606326) (← links)
- Pseudoparabolic equations with additive noise and applications (Q3630429) (← links)
