Pages that link to "Item:Q3992729"

The following pages link to Stochastic differential equations and diffusion processes. (Q3992729):

Displaying 50 items.

• Existence theory for stochastic power law fluids (Q893059) (← links)
• A note on the Gauss-Bonnet-Chern theorem for general connection (Q893271) (← links)
• A formula of small time expansion for Young SDE driven by fractional Brownian motion (Q893911) (← links)
• A probabilistic interpretation of the parametrix method (Q894801) (← links)
• Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations (Q894886) (← links)
• Nonlinear Lyapunov criteria for stochastic explosive solutions (Q899636) (← links)
• Lamperti transformation for continuous-state branching processes with competition and applications (Q900912) (← links)
• Stability in distribution of neutral stochastic functional differential equations (Q900915) (← links)
• Mild solutions of local non-Lipschitz stochastic evolution equations with jumps (Q901002) (← links)
• Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments (Q907315) (← links)
• Euler schemes and large deviations for stochastic Volterra equations with singular kernels (Q926862) (← links)
• Is Brownian motion sensitive to geometry fluctuations? (Q930360) (← links)
• A second main theorem of Nevanlinna theory for meromorphic functions on complete Kähler manifolds (Q930633) (← links)
• Stochastic Hamiltonian dynamical systems (Q931885) (← links)
• Stochastic fractional partial differential equations driven by Poisson white noise (Q936465) (← links)
• The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
• Asymptotic velocity of one dimensional diffusions with periodic drift (Q938167) (← links)
• Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
• Stochastic 3D Navier-Stokes equations in a thin domain and its \(\alpha \)-approximation (Q942705) (← links)
• A second main theorem of Nevanlinna theory for meromorphic functions on complex submanifolds in \(\mathbb C^{n}\) (Q944294) (← links)
• On uniformly subelliptic operators and stochastic area (Q946486) (← links)
• Wegner estimate and localization for random magnetic fields (Q953927) (← links)
• Computing the principal eigenelements of some linear operators using a branching Monte Carlo method (Q956335) (← links)
• On degenerate stochastic equations of Itô type with jumps (Q956367) (← links)
• Weighted Poincaré inequality and heat kernel estimates for finite range jump processes (Q957873) (← links)
• Catalytic discrete state branching models and related limit theorems (Q960182) (← links)
• The Li-Yau-Hamilton estimate and the Yang-Mills heat equation on manifolds with boundary (Q960554) (← links)
• Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part (Q964218) (← links)
• Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
• The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons (Q972807) (← links)
• Large deviation for stochastic line integrals as \(L^{p}\)-currents (Q975310) (← links)
• Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps (Q975336) (← links)
• Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups (Q983169) (← links)
• Stochastic differential equations with coefficients in Sobolev spaces (Q984414) (← links)
• Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients (Q986594) (← links)
• A deconvolution approach to estimation of a common shape in a shifted curves model (Q988011) (← links)
• A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
• Infinite rate mutually catalytic branching (Q989193) (← links)
• Heat kernel estimates for the Dirichlet fractional Laplacian (Q990226) (← links)
• On optimal arbitrage (Q990375) (← links)
• The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559) (← links)
• Generalized solutions of nonlinear parabolic equations and diffusion processes (Q996725) (← links)
• Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
• Error estimates for binomial approximations of game options (Q997959) (← links)
• Heat kernel analysis on infinite-dimensional Heisenberg groups (Q999849) (← links)
• Itô type measure-valued stochastic differential equations (Q1001263) (← links)
• Discontinuous superprocesses with dependent spatial motion (Q1001843) (← links)
• Strong uniqueness for a class of singular SDEs for catalytic branching diffusions (Q1003419) (← links)
• Invariant measures for stochastic evolution equations of pure jump type (Q1004399) (← links)
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise (Q1009668) (← links)