Pages that link to "Item:Q2710463"

The following pages link to Stochastic Analysis and Applications (Q2710463):

Displaying 50 items.

• Harnack inequality and derivative formula for SDE driven by fractional Brownian motion (Q362535) (← links)
• STOCHASTIC INTEGRATION FOR ABSTRACT, TWO-PARAMETER STOCHASTIC PROCESSES. II. SQUARE INTEGRABLE MARTINGALES IN HILBERT SPACES (Q2710464) (← links)
• BEHAVIOR OF TIME-REVERSED PULSES IN RANDOM MEDIA (Q2710466) (← links)
• SOME REMARKS ON EXPONENTIAL STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS (Q2710467) (← links)
• ALMOST SURE EXPONENTIAL STABILITY OF DELAY EQUATIONS WITH DAMPED STOCHASTIC PERTURBATION (Q2710468) (← links)
• RAZUMIKHIN-TYPE THEOREMS ON STABILITY OF STOCHASTIC NEURAL NETWORKS WITH DELAYS (Q2710470) (← links)
• CONSTRUCTION OF SUPER-BROWNIAN MOTIONS (Q2710471) (← links)
• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^* (Q2710472) (← links)
• PATHWISE REGULARITY OF NONLINEAR ITÔ EQUATIONS: APPLICATION TO A STOCHASTIC NAVIER-STOKES EQUATION (Q2710473) (← links)
• A NEW APPROACH FOR THE STUDY OF THE M^<i>X</i>/G/1 QUEUE USING RENEWAL ARGUMENTS (Q2710474) (← links)
• THE RANDOM FAIR GAMES PROBLEM (Q2746361) (← links)
• FILTERING OF PARTIALLY OBSERVED STOCHASTIC MULTICOMPARTMENTAL SYSTEMS (Q2746362) (← links)
• COMPARISON OF THE LONG-TIME BEHAVIOR OF LINEAR ITO AND STRATONOVICH PARTIAL DIFFERENTIAL EQUATIONS (Q2746363) (← links)
• STOP RULE AND SUPREMUM COMPARISONS FOR I.I.D. SEQUENCES OF EXPONENTIAL AND UNIFORM RANDOM VARIABLES (Q2746364) (← links)
• CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (Q2746365) (← links)
• A PROBABILISTIC APPROACH TO THE REPRESENTATION OF POSITIVE GENERALIZED WHITE NOISE FUNCTIONALS (Q2746366) (← links)
• A PASSIVE SYSTEM APPROACH TO FEEDBACK STABILIZATION OF NONLINEAR STOCHASTIC SYSTEMS (Q2746367) (← links)
• CONVERGENCE PROPERTIES OF A STOCHASTIC MODEL FOR COAGULATION-FRAGMENTATION PROCESSES WITH DIFFUSION (Q2746368) (← links)
• MEAN-SQUARE STABILITY OF NONLINEAR SYSTEMS WITH TIME-VARYING, RANDOM DELAY (Q2746369) (← links)
• LARGE TIME DECAY BEHAVIOR OF DYNAMICAL EQUATIONS WITH RANDOM PERTURBATION FEATURES (Q2746370) (← links)
• ON WEIGHTED<i>L</i>²(Ω)-SPACES, THEIR DUALS AND ITÔ INTEGRATION (Q2746371) (← links)
• A SHARP ERROR ESTIMATE FOR THE NUMERICAL SOLUTION OF MULTIVARIATE DIRICHLET PROBLEM FOR THE HEAT EQUATION (Q2746372) (← links)
• NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS (Q2746373) (← links)
• PROCESSES HAVING ORTHOGONAL INCREMENTS AND STOCHASTIC INTEGRATORS (Q2746374) (← links)
• THE FORWARD AND BACKWARD ROTATIONAL DECOMPOSITIONS OF MARKOV CHAINS (Q2746375) (← links)
• Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS^* (Q2746376) (← links)
• A CONTINUOUS TIME KRONECKER'S LEMMA AND MARTINGALE CONVERGENCE (Q2746377) (← links)
• GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS (Q2746378) (← links)
• FIXED POINTS OF CONTRACTIVE MAPPINGS ON PROBABILISTIC BANACH SPACES (Q2746379) (← links)
• CONSTRUCTION OF APPROXIMATE ATTAINABILITY SETS FOR LIPSCHITZIAN QUANTUM STOCHASTIC DIFFERENTIAL INCLUSIONS (Q2746380) (← links)
• A STOCHASTIC JURDJEVIC-QUINN THEOREM FOR THE STABILIZATION OF NONLINEAR STOCHASTIC DIFFERENTIAL SYSTEMS (Q2746381) (← links)
• DIFFERENTIAL REPRESENTATION AND MARKOV PROPERTY OF GENERALIZED RANDOM FIELDS (Q2746382) (← links)
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION (Q2746383) (← links)
• RANDOMLY CONNECTED DYNAMICAL SYSTEMS ON BANACH SPACES (Q2746384) (← links)
• NONCOALESCENCE OF BROWNIAN MOTION REFLECTING ON A SPHERE^* (Q2746385) (← links)
• SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES (Q2746386) (← links)
• LIPSCHITZIAN QUANTUM STOCHASTIC DIFFERENTIAL EQUATIONS AND THE ASSOCIATED KURZWEIL EQUATIONS (Q2746387) (← links)
• ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS (Q2746388) (← links)
• A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES (Q2746389) (← links)
• STOCHASTIC OPTIMAL CONTROL FOR JUMP SYSTEMS WITH APPLICATION TO SAMPLED-DATA SYSTEMS (Q2746390) (← links)
• On the paths Hölder continuity in models of Euclidean quantum field theory (Q2758164) (← links)
• On existence and local stability of solutions of stochastic differential equations (Q2758165) (← links)
• Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations (Q2758166) (← links)
• Hedging options in market models modulated by the fractional Brownian motion (Q2758167) (← links)
• Stopped Doob inequality for<i>p</i>-th moment, 0 &lt;<i>p</i>&lt;∞, stochastic convolution integrals (Q2758169) (← links)
• On the semi-Markovian random walk with two reflecting barriers (Q2758170) (← links)
• A pathwise approach to backward and forward stochastic differential equations on the poisson space^* (Q2758171) (← links)
• Some general notions of variability ordering with applications (Q2758172) (← links)
• Random fixed point theorems for 1-set-contractive multivalued random maps (Q2758173) (← links)
• Individuals control schemes for monitoring the mean and variance of processes subject to drifts (Q2758174) (← links)