The following pages link to (Q4131410):
Displayed 50 items.
- Uniqueness of martingale solutions for the stochastic nonlinear Schrödinger equation on 3d compact manifolds (Q2093300) (← links)
- Existence and uniqueness of solutions for the Schrödinger integrable boundary value problem (Q2126381) (← links)
- Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010) (← links)
- Error analysis for approximations to one-dimensional SDEs via the perturbation method (Q2176813) (← links)
- Penalisation techniques for one-dimensional reflected rough differential equations (Q2203628) (← links)
- Stochastic hyperbolic systems, small perturbations and pathwise approximation (Q2215992) (← links)
- Stochastic Camassa-Holm equation with convection type noise (Q2219050) (← links)
- A brief and personal history of stochastic partial differential equations (Q2229259) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems (Q2270135) (← links)
- Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
- Weak martingale solutions to the stochastic Landau-Lifshitz-Gilbert equation with multi-dimensional noise via a convergent finite-element scheme (Q2289784) (← links)
- Stochastic viability and comparison theorems for mixed stochastic differential equations (Q2340306) (← links)
- Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive (Q2365363) (← links)
- Closed-form likelihood expansions for multivariate diffusions (Q2426628) (← links)
- Stochastic derivatives for fractional diffusions (Q2456036) (← links)
- Numerical simulation of nonlinear dynamical systems driven by commutative noise (Q2458556) (← links)
- An extension theorem to rough paths (Q2467371) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- On a probabilistic approach to a problem of semi-classical analysis (Q2484253) (← links)
- SDE solutions, at small times, driven by fractional Brownian motions. (Q2484558) (← links)
- Functional quantization of a class of Brownian diffusions: a constructive approach (Q2490063) (← links)
- On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion (Q2493853) (← links)
- \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. (Q2574559) (← links)
- Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations (Q2631714) (← links)
- On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
- Variational principles for fluid dynamics on rough paths (Q2671895) (← links)
- Stochastic energy balance climate models with Legendre weighted diffusion and an additive cylindrical Wiener process forcing (Q2676246) (← links)
- Uniform approximation of the Cox-Ingersoll-Ross process (Q2786430) (← links)
- Global Solutions to Rough Differential Equations with Unbounded Vector Fields (Q2908743) (← links)
- Hypoellipticity theorems and conditional laws (Q3037889) (← links)
- Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations (Q3373738) (← links)
- Yet another introduction to rough paths (Q3653073) (← links)
- Stochastic differential equations and Nilpotent Lie algebras (Q3862818) (← links)
- (Q3870097) (← links)
- On the strong comparison theorems for solutions of stochastic differential equations (Q3921921) (← links)
- (Q3942157) (← links)
- (Q4174031) (← links)
- Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (Q4606416) (← links)
- EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)
- Smooth Random Functions, Random ODEs, and Gaussian Processes (Q4621288) (← links)
- Intrinsic random walks in Riemannian and sub-Riemannian geometry <i>via</i> volume sampling (Q4646823) (← links)
- On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)
- A random dynamical systems perspective on stochastic resonance (Q4978487) (← links)
- The calculus of boundary processes (Q5186516) (← links)
- Forward integrals and SDE with fractal noise (Q5239186) (← links)
- Almost sure properties of controlled diffusions and worst case properties of deterministic systems (Q5458123) (← links)
- Efficient Second-order Weak Scheme for Stochastic Volatility Models (Q5746534) (← links)
- Wong–Zakai approximations for the stochastic Landau–Lifshitz–Bloch equations (Q5884858) (← links)