scientific article
From MaRDI portal
Publication:3128639
zbMath0865.60043MaRDI QIDQ3128639
Publication date: 17 April 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
Regularity for the Solution of a Stochastic Partial Differential Equation with the Fractional Laplacian ⋮ Small perturbations may change the sign of Lyapunov exponents for linear SDEs ⋮ A Variational Characterization of Langevin-Smoluchowski Diffusions ⋮ Solving some stochastic partial differential equations driven by Lévy noise using two SDEs* ⋮ On the Uniqueness of Martingales with Certain Prescribed Marginals ⋮ Functional limit theorems for Volterra processes and applications to homogenization* ⋮ DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE ⋮ Consistent utility of investment and consumption: a forward/backward SPDE viewpoint ⋮ Portfolio Choice with Market--Credit-Risk Dependencies ⋮ An efficient Monte Carlo scheme for Zakai equations ⋮ Progressive participation ⋮ First-order linear Marcus SPDEs ⋮ Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows ⋮ Gaussian fluctuations for interacting particle systems with singular kernels ⋮ PATH INTEGRALS ON A COMPACT MANIFOLD WITH NON-NEGATIVE CURVATURE ⋮ LAMN property for jump diffusion processes with discrete observations on a fixed time interval ⋮ Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds ⋮ A probability approximation framework: Markov process approach ⋮ Stochastic SEIR epidemic models with virus mutation and logistic growth of susceptible populations ⋮ Most probable flows for Kunita SDEs ⋮ Stochastic homogenization with space-time ergodic divergence-free drift ⋮ On linear stochastic flows ⋮ Geometric aspects of Young integral: decomposition of flows ⋮ Data-driven structure-preserving model reduction for stochastic Hamiltonian systems ⋮ Stochastic Lagrangian perturbation of Lie transport and applications to fluids ⋮ Lévy flows and associated stochastic PDEs ⋮ Blow-up for a stochastic model of chemotaxis driven by conservative noise on \(\mathbb{R}^2\) ⋮ Global existence and non-uniqueness of 3D Euler equations perturbed by transport noise ⋮ Intermittency phenomena for mass distributions of stochastic flows with interaction ⋮ Lower bounds on the Lyapunov exponents of stochastic differential equations ⋮ Stochastic Lagrangian dynamics of vorticity. Part 1. General theory for viscous, incompressible fluids ⋮ A stochastic approach to the closure of accessible sets of control systems with application on homogeneous spaces ⋮ On mean field games with common noise and McKean-Vlasov SPDEs ⋮ Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations ⋮ Regularized vortex approximation for 2D Euler equations with transport noise ⋮ Equivalence of physical and SRB measures in random dynamical systems ⋮ Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise ⋮ INVARIANT FOLIATIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS ⋮ Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point ⋮ EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL ⋮ Quantifying Truncation-Related Uncertainties in Unsteady Fluid Dynamics Reduced Order Models ⋮ Stochastic modelling in fluid dynamics: Itô versus Stratonovich ⋮ A stochastic approach to enhanced diffusion ⋮ Sharp Schauder estimates for some degenerate Kolmogorov equations ⋮ Structure-Preserving Numerical Methods for Stochastic Poisson Systems ⋮ Hypoellipticity and the Mori–Zwanzig formulation of stochastic differential equations ⋮ Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions ⋮ LARGE DEVIATIONS FOR FLOWS OF INTERACTING BROWNIAN MOTIONS ⋮ A stochastic Lagrangian representation of the three‐dimensional incompressible Navier‐Stokes equations ⋮ Coupling the Kolmogorov diffusion: maximality and efficiency considerations ⋮ Circulation and Energy Theorem Preserving Stochastic Fluids ⋮ ATTRACTORS FOR STOCHASTIC LATTICE DYNAMICAL SYSTEMS ⋮ A Lagrangian fluctuation–dissipation relation for scalar turbulence. Part I. Flows with no bounding walls ⋮ A Lagrangian fluctuation–dissipation relation for scalar turbulence. Part II. Wall-bounded flows ⋮ Nonautonomous Kolmogorov parabolic equations with unbounded coefficients ⋮ Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium ⋮ Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes ⋮ Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models ⋮ On Davie’s uniqueness for some degenerate SDEs ⋮ Stochastic viscosity solutions for stochastic integral-partial differential equations ⋮ Feynman–Kac equation for anomalous processes with space- and time-dependent forces ⋮ Harmonic measures in embedded foliated manifolds ⋮ Local time flow related to skew Brownian motion. ⋮ Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism ⋮ Stationary Conjugation of Flows for Parabolic SPDEs with Multiplicative Noise and Some Applications ⋮ Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients ⋮ The central limit theorem for the geodesic flow on noncompact manifolds of constant negative curvature ⋮ Machine learning for prediction with missing dynamics ⋮ Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations ⋮ Shape splines and stochastic shape evolutions: A second order point of view ⋮ Existence and uniqueness for stochastic 2D Euler flows with bounded vorticity ⋮ Stochastic discrete Hamiltonian variational integrators ⋮ Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics ⋮ Fluctuations of cycles in a finite CW complex ⋮ Kontsevich integral invariants for random trajectories ⋮ Optimal surviving strategy for drifted Brownian motions with absorption ⋮ On directional derivatives of Skorokhod maps in convex polyhedral domains ⋮ Stochastic Euler-Poincaré reduction ⋮ Random fields and the geometry of Wiener space ⋮ LAMN property for multivariate inhomogeneous diffusions with discrete observations ⋮ Reduction and integrability of stochastic dynamical systems ⋮ Advection diffusion equations with Sobolev velocity field ⋮ Jet lag recovery: synchronization of circadian oscillators as a mean field game ⋮ Large deviations for stochastic flows of diffeomorphisms ⋮ Leading order response of statistical averages of a dynamical system to small stochastic perturbations ⋮ A stochastic perturbation of inviscid flows ⋮ Stochastic PDE limit of the six vertex model ⋮ Nonlinear diffusion equations with nonlinear gradient noise ⋮ Importance sampling and statistical Romberg method ⋮ Asymptotic lower bounds in estimating jumps ⋮ Stationary points in coalescing stochastic flows on \(\mathbb{R}\) ⋮ Implications of Kunita-Itô-Wentzell formula for \(k\)-forms in stochastic fluid dynamics ⋮ Dynamic revenue maximization: a continuous time approach ⋮ Analytical properties for a stochastic rotating shallow water model under location uncertainty ⋮ A (rough) pathwise approach to a class of non-linear stochastic partial differential equations ⋮ Holomorphic functions and the Itô chaos ⋮ Local universality for zeros and critical points of monochromatic random waves ⋮ Time-reversal of coalescing diffusive flows and weak convergence of localized disturbance flows ⋮ Population dynamics and statistical physics in synergy. Abstracts from the workshop held March 6--12, 2022 ⋮ Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting) ⋮ Weak approximation of averaged diffusion processes ⋮ A stochastic-Lagrangian approach to the Navier-Stokes equations in domains with boundary ⋮ Entropy solutions for stochastic porous media equations ⋮ A Hörmander condition for delayed stochastic differential equations ⋮ Localization errors in solving stochastic partial differential equations in the whole space ⋮ Extension to infinite dimensions of a stochastic second-order model associated with shape splines ⋮ Stability of solitons under rapidly oscillating random perturbations of the initial conditions ⋮ Brownian cylinders and intersecting branes ⋮ Numerical study of random periodic Lipschitz shadowing of stochastic differential equations ⋮ Limit theorem for countable systems of stochastic differential equations ⋮ Mutual winding angles of particles in Brownian stochastic flows with top Lyapunov exponent equal to zero ⋮ Properties of strong random operators generated by the Arratia flow ⋮ A Feynman-Kac formula for stochastic Dirichlet problems ⋮ Some Regularity Estimates for Diffusion Semigroups with Dirichlet Boundary Conditions ⋮ Regularization by noise and flows of solutions for a stochastic heat equation ⋮ Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions ⋮ Exponential attractors for random dynamical systems and applications ⋮ Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations ⋮ May–Wigner transition in large random dynamical systems ⋮ Large deviation principle for a stochastic Allen-Cahn equation ⋮ An infinite-dimensional model of liquidity in financial markets ⋮ Vanishing corrections for the position in a linear model of FKPP fronts ⋮ Quasilinear stochastic PDEs with two obstacles: probabilistic approach ⋮ Computing deltas without derivatives ⋮ Two-step estimation of ergodic Lévy driven SDE ⋮ Convergence rate of strong approximations of compound random maps, application to SPDEs ⋮ Improved linear response for stochastically driven systems ⋮ Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type ⋮ Existence of optimal and \(\varepsilon\)-optimal controls for the stochastic Navier-Stokes equation ⋮ 2D Euler equations with Stratonovich transport noise as a large-scale stochastic model reduction ⋮ Sensitivitiesviarough paths ⋮ On the Itô--Wentzell formula for distribution-valued processes and related topics ⋮ The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations ⋮ On the Boltzmann equation with stochastic kinetic transport: global existence of renormalized martingale solutions ⋮ Stochastic closures for wave-current interaction dynamics ⋮ Decomposition of stochastic flows generated by Stratonovich SDEs with jumps ⋮ A stochastic Lagrangian proof of global existence of the Navier-Stokes equations for flows with small Reynolds number ⋮ On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players ⋮ The Burgers' equation with stochastic transport: shock formation, local and global existence of smooth solutions ⋮ CONDITIONAL CERTAINTY EQUIVALENT ⋮ Bayesian numerical methods for nonlinear partial differential equations ⋮ Partial differential equations driven by rough paths ⋮ Eventual uniform asymptotic stability for stochastic differential equation based on semimartingale with spatial parameter ⋮ Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions ⋮ Multilevel path simulation to jump-diffusion process with superlinear drift ⋮ Comments on ``Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems ⋮ A quenched local limit theorem for stochastic flows ⋮ A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations ⋮ Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise ⋮ Solutions of SPDE's associated with a stochastic flow ⋮ Uniform sampling in a structured branching population ⋮ Modelling the climate and weather of a 2D Lagrangian-averaged Euler-Boussinesq equation with transport noise ⋮ Geometric rough paths on infinite dimensional spaces ⋮ Real-time estimation and prediction of unsteady flows using reduced-order models coupled with few measurements ⋮ Generating diffusions with fractional Brownian motion ⋮ Pathwise differentiability of reflected diffusions in convex polyhedral domains ⋮ Feynman-Kac formula under a finite entropy condition ⋮ Almost-sure asymptotics for Riemannian random waves ⋮ Spontaneous stochasticity and anomalous dissipation for Burgers equation ⋮ Do ideas have shape? Idea registration as the continuous limit of artificial neural networks ⋮ High temperature behaviors of the directed polymer on a cylinder ⋮ Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
