The following pages link to (Q3959169):
Displaying 50 items.
- A comparison principle for stochastic integro-differential equations (Q471058) (← links)
- Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator (Q471411) (← links)
- On the stochastic beam equation driven by a non-Gaussian Lévy process (Q478238) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Existence and uniqueness of solutions to stochastic Rayleigh-Plesset equations (Q486534) (← links)
- Optimal harvesting for a stochastic N-dimensional competitive Lotka-Volterra model with jumps (Q489272) (← links)
- Sharp maximal inequalities for stochastic processes (Q492175) (← links)
- Weak convergence of a mass-structured individual-based model (Q496117) (← links)
- Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps (Q497734) (← links)
- Stochastic variational inequalities on non-convex domains (Q499539) (← links)
- Demographic stochasticity in the SDE SIS epidemic model (Q500140) (← links)
- Picard iterations for diffusions on symmetric matrices (Q501822) (← links)
- Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness (Q502544) (← links)
- Stability in distribution of stochastic Volterra-Levin equations (Q504447) (← links)
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
- A sustainability condition for stochastic forest model (Q507308) (← links)
- Stability in distribution of a stochastic hybrid competitive Lotka-Volterra model with Lévy jumps (Q509318) (← links)
- Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations (Q511326) (← links)
- Abel-type results for controlled piecewise deterministic Markov processes (Q513387) (← links)
- Weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation with nonstandard growth (Q519064) (← links)
- Recent advances in statistical data and signal analysis: application to real world diagnostics from medical and biological signals (Q519804) (← links)
- On the Kantorovich problem for nonlinear images of the Wiener measure (Q520575) (← links)
- Comparison theorem for stochastic functional differential equations and applications (Q523082) (← links)
- The neutral stochastic integrodifferential equations with jumps (Q523585) (← links)
- Probabilistic interpretation of the Calderón problem (Q524728) (← links)
- Persistence and extinction in general non-autonomous logistic model with delays and stochastic perturbation (Q529999) (← links)
- Multiplicative matrix-valued functionals and the continuity properties of semigroups corresponding to partial differential operators with matrix-valued coefficients (Q536274) (← links)
- The speed of convergence of the threshold estimator of integrated variance (Q544491) (← links)
- Ruin probability in the Cramér-Lundberg model with risky investments (Q544507) (← links)
- Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme (Q550027) (← links)
- Multiscale diffusion approximations for stochastic networks in heavy traffic (Q550158) (← links)
- Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
- Absolue continuité de probabilités de transition par rapport à une mesure gaussienne dans un espace de Hilbert. (Absolute continuity of transition probabilities with respect to a Gaussian measure in a Hilbert space) (Q578736) (← links)
- On the uniqueness of solutions of stochastic differential equations with singular drifts (Q578743) (← links)
- Processus sur l'espace de Wiener associés à des opérateurs élliptiques à coefficients dans certains espaces de Sobolev. (Processes on the Wiener space associated to elliptic operators with coefficients in certain Sobolev spaces) (Q578750) (← links)
- Le comportement du mouvement brownien entre les deux instants où il passe par un point double. (The behaviour of Brownian motion between the two times of passing a double point) (Q578752) (← links)
- Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form (Q579749) (← links)
- Self-intersection local times, occupation fields, and stochastic integrals (Q579764) (← links)
- Asymptotic almost periodic solutions for stochastic differential equations (Q581929) (← links)
- Ergodic control of multidimensional diffusions. II: Adaptive control (Q583162) (← links)
- Stochastic differential equations on the plane: Smoothness of the solution (Q583719) (← links)
- Foliations, the ergodic theorem and Brownian motion (Q584802) (← links)
- A finitely additive white noise approach to nonlinear filtering (Q594830) (← links)
- Some classes of non-analytic Markov semigroups (Q596790) (← links)
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations (Q598147) (← links)
- Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinc\-tion (Q604494) (← links)
- Solving a non-linear stochastic pseudo-differential equation of Burgers type (Q608221) (← links)
- The Feynman-Kac formula for Schrödinger operators on vector bundles over complete manifolds (Q608316) (← links)
- Qualitative analysis of a stochastic ratio-dependent predator-prey system (Q609222) (← links)
- Weak convergence theorem of a nonnegative random walk to sticky reflected Brownian motion (Q616263) (← links)
