The following pages link to (Q4529788):
Displaying 37 items.
- Invariant measures for passive scalars in the small noise inviscid limit (Q329586) (← links)
- From Poisson shot noise to the integrated Ornstein-Uhlenbeck process: neurally principled models of information accumulation in decision-making and response time (Q972198) (← links)
- Convection-diffusion equations with random initial conditions (Q1630632) (← links)
- Davie's type uniqueness for a class of SDEs with jumps (Q1650113) (← links)
- Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
- A Feynman-Kac formula for stochastic Dirichlet problems (Q1730943) (← links)
- On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe (Q2045405) (← links)
- Averaging principles for stochastic 2D Navier-Stokes equations (Q2076045) (← links)
- Ergodic theory for energetically open compressible fluid flows (Q2077685) (← links)
- Positive recurrence of a solution of an SDE with variable switching intensities (Q2093311) (← links)
- Exponential ergodicity for regime-switching diffusion processes in total variation norm (Q2169043) (← links)
- Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
- Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations (Q2402921) (← links)
- On partial derivatives of multivariate Bernstein polynomials (Q2959172) (← links)
- Scaling limits of solutions of linear evolution equations with random initial conditions (Q2977583) (← links)
- (Q3328838) (← links)
- Averaging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random Forces (Q3387577) (← links)
- The Ginzburg-Landau Equations for Superconductivity with Random Fluctuations (Q3613592) (← links)
- (Q3806482) (← links)
- (Q4389736) (← links)
- On Davie’s uniqueness for some degenerate SDEs (Q5003655) (← links)
- Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (Q5003656) (← links)
- Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors (Q5031659) (← links)
- Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
- Random Processes by Example (Q5420495) (← links)
- (Q5816982) (← links)
- Elliptic equations with VMO a, b$\in L_{d}$, and c$\in L_{d/2}$ (Q5853492) (← links)
- Elliptic equations in Sobolev spaces with Morrey drift and the zeroth-order coefficients (Q6047155) (← links)
- Continuous-time locally stationary time series models (Q6068849) (← links)
- A sharp \(L_p\)-regularity result for second-order stochastic partial differential equations with unbounded and fully degenerate leading coefficients (Q6111014) (← links)
- Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system (Q6162052) (← links)
- The impact of noise on Burgers equations (Q6198713) (← links)
- Measure Theory, Probability, and Stochastic Processes (Q6484780) (← links)
- When scattering transform meets non-Gaussian random processes, a double scaling limit result (Q6565326) (← links)
- Sample path properties of multidimensional integral with respect to stochastic measure (Q6624010) (← links)
- On weak existence of solutions of degenerate McKean-Vlasov equations (Q6649858) (← links)
- Gaussian approximation for the moving averaged modulus wavelet transform and its variants (Q6652584) (← links)
