The following pages link to Astrid Hilbert (Q254480):
Displayed 35 items.
- On the functional Hodrick-Prescott filter with non-compact operators (Q254482) (← links)
- Estimates uniform in time for the transition probability of diffusions with small drift and for stochastically perturbed Newton equations (Q1295847) (← links)
- On a Lévy process pinned at random time (Q2126289) (← links)
- RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
- Bridges with random length: gamma case (Q2181620) (← links)
- Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
- On reflected stochastic differential equations driven by regulated semimartingales (Q2216980) (← links)
- (Q2702394) (← links)
- (Q2707865) (← links)
- (Q3078231) (← links)
- Transience of stochastically perturbed classical hamiltonian systems and random wave operators (Q3128078) (← links)
- (Q3295310) (← links)
- (Q3375792) (← links)
- (Q3972881) (← links)
- (Q3997347) (← links)
- Hamiltonian systems with a stochastic force:nonlinear versus linear, and a girsanov formula (Q4018643) (← links)
- (Q4204454) (← links)
- An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space (Q4584680) (← links)
- Uniform asymptotic bounds for the heat kernel and the trace of a stochastic geodesic flow (Q4648590) (← links)
- On the collapse of trial solutions for a damped-driven nonlinear Schrödinger equation (Q4685396) (← links)
- (Q4730561) (← links)
- (Q4999837) (← links)
- Reflected backward doubly stochastic differential equations with discontinuous barrier (Q5086528) (← links)
- Mean-field optimal control problem of SDDES driven by fractional Brownian Motion (Q5122743) (← links)
- (Q5324458) (← links)
- Lévy noise with infinite activity and the impact on the dynamic of an SIRS epidemic model (Q6045262) (← links)
- SPDEs with space interactions and application to population modelling (Q6102336) (← links)
- RBDSDEs with jumps and optional Barrier and mean field game with common noise (Q6115727) (← links)
- Optimal stopping in predictable setting (Q6149348) (← links)
- Smoluchowski-Kramers Limit for a System Subject to a Mean-Field Drift (Q6240002) (← links)
- A 1/n Nash equilibrium for non-linear Markov games of mean-field-type on finite state space (Q6249475) (← links)
- L\'evy bridges with random length (Q6319701) (← links)
- Reflected backward stochastic differential equations with optional barriers: monotone approximation (Q6371772) (← links)
- On an Extension of the Brownian Bridge with Applications in Finance (Q6379301) (← links)
- Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers (Q6392176) (← links)