The following pages link to (Q3959169):
Displaying 50 items.
- Stationary distributions for diffusions with inert drift (Q843701) (← links)
- Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients (Q847740) (← links)
- Well-posedness of the transport equation by stochastic perturbation (Q848717) (← links)
- On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws (Q852596) (← links)
- Dynamics of a stochastic Lotka-Volterra model perturbed by white noise (Q855618) (← links)
- Computable infinite-dimensional filters with applications to discretized diffusion processes (Q855688) (← links)
- A new topological approach to the \(L^{\infty }\)-uniqueness of operators and the \(L^{1}\)-uniqueness of Fokker--Planck equations (Q859630) (← links)
- Duality theorem for the stochastic optimal control problem (Q860701) (← links)
- Malliavin calculus of Bismut type without probability (Q861777) (← links)
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
- On a class of measure-valued processes: singular cases (Q867782) (← links)
- The influence of a power law drift on the exit time of Brownian motion from a half-line (Q877724) (← links)
- Representation theorems, set-valued and fuzzy set-valued Itô integral (Q878973) (← links)
- Almost sure and moment Lyapunov exponents for a stochastic beam equation (Q880079) (← links)
- \(L^p\)-estimates on a ratio involving a Bessel process (Q886411) (← links)
- An integration by parts formula on path space over manifolds carrying geometric flow (Q887051) (← links)
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
- The dynamics of the stochastic shadow Gierer-Meinhardt system (Q888191) (← links)
- Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises (Q888484) (← links)
- Zubov's method for controlled diffusions with state constraints (Q889855) (← links)
- On some smoothening effects of the transition semigroup of a Lévy process (Q891419) (← links)
- Invariant measure of scalar first-order conservation laws with stochastic forcing (Q892161) (← links)
- On stability of the Markov-modulated skew CIR process (Q899651) (← links)
- Construction of discrete time shadow price (Q901244) (← links)
- A Stroock Varadhan support theorem in non-linear filtering theory (Q908579) (← links)
- Martingale measures and stochastic calculus (Q909341) (← links)
- Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion) (Q909345) (← links)
- Explicit semimartingale representation of Brownian motion in a wedge (Q909356) (← links)
- Self-tuning control of diffusions without the identifiability condition (Q912052) (← links)
- When is a stochastic integral a time change of a diffusion? (Q912482) (← links)
- Two dimensional Yang-Mills theory via stochastic differential equations (Q912483) (← links)
- On the pricing of American options (Q913622) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Gaussian random fields, infinite dimensional Ornstein-Uhlenbeck processes, and symmetric Markov processes (Q915265) (← links)
- Nonlinear limit for a system of diffusing particles which alternate between two states (Q919721) (← links)
- A note on small random perturbations of dynamical systems (Q920477) (← links)
- Variational processes from the weak forward equation (Q920484) (← links)
- Équations de Schrödinger matricielles et stabilité des variétés minimales. (Matrix Schrödinger equations and stability of minimal manifolds) (Q921610) (← links)
- On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem (Q923497) (← links)
- Martingale solutions of a stochastic wave equation with reflection (Q924654) (← links)
- On the uniqueness for the spatially homogeneous Boltzmann equation with a strong angular singularity (Q930363) (← links)
- Feller property and exponential ergodicity of diffusion processes with state-dependent switching (Q931511) (← links)
- Large deviations for local time fractional Brownian motion and applications (Q936601) (← links)
- Classical solutions of linear regulator for degenerate diffusions (Q937470) (← links)
- Linear quadratic nonzero-sum differential games with random jumps (Q940010) (← links)
- A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space (Q943650) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- Long-run average welfare in a pollution accumulation model (Q959758) (← links)
- Optimal dividend payments in the stochastic Ramsey model (Q963030) (← links)
- On the stochastic 3D Navier-Stokes-\(\alpha\) model of fluids turbulence (Q963160) (← links)
