H. Pragarauskas

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Person:174462

Available identifiers

zbMath Open pragarauskas.henrikasMaRDI QIDQ174462

List of research outcomes





PublicationDate of PublicationType
On \(L_p\)-theory for stochastic parabolic integro-differential equations2015-01-23Paper
On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem2014-06-27Paper
On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem2014-03-06Paper
On $L_{p}$-Estimates of Some Singular Integrals Related to Jump Processes2012-10-26Paper
Model problem for integro-differential Zakai equation with discontinuous observation processes2011-11-23Paper
ON APPROXIMATION OF VALUE FUNCTIONS FOR CONTROLLED DISCONTINUOUS RANDOM PROCESSES2011-07-13Paper
https://portal.mardi4nfdi.de/entity/Q30797282011-03-02Paper
On Hölder solutions of the integro-differential Zakai equation2009-10-13Paper
https://portal.mardi4nfdi.de/entity/Q54237832007-10-31Paper
On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces2007-07-19Paper
On Cauchy-Dirichlet problem in half-space for linear integro-differential equations in weighted Hölder spaces2006-11-03Paper
On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs2006-09-12Paper
On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces.2005-11-29Paper
https://portal.mardi4nfdi.de/entity/Q48096972004-08-30Paper
https://portal.mardi4nfdi.de/entity/Q47952392003-02-23Paper
https://portal.mardi4nfdi.de/entity/Q27697022002-04-28Paper
On one-dimensional stochastic differential equations driven by stable processes2002-02-17Paper
https://portal.mardi4nfdi.de/entity/Q44973812001-04-26Paper
Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation1997-10-30Paper
https://portal.mardi4nfdi.de/entity/Q48740641996-06-23Paper
On classical solutions of boundary value problems for certain nonlinear integro-differential equations1995-11-07Paper
On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator1995-09-18Paper
https://portal.mardi4nfdi.de/entity/Q48395091995-07-17Paper
On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces1994-07-19Paper
On the martingale problem associated with nondegenerate Lévy operators1994-07-19Paper
On the uniqueness of a solution to the Bellman equation in Sobolev's classes1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q33634471991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33595101990-01-01Paper
Optimal Markov strategies for controlled Ito processes1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47345781989-01-01Paper
On Hölder continuity of solutions of certain integro-differential equations1988-01-01Paper
Green measures of Ito processes1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37763131987-01-01Paper
Approximation of controlled solutions of Ito's equation by controlled Markov chains1983-01-01Paper
Uniqueness of the solution of Bellman's equation in the case of general controlled processes1982-01-01Paper
Bellman's equation in a lattice of measures for general controlled stochastic processes. I1982-01-01Paper
Traditional derivation of Bellman equation for general controlled stochastic processes1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47457311982-01-01Paper
Limit transition in general degenerate Bellman equations. I1981-01-01Paper
Passage to the limit in general degenerate Bellman equations. II1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39311561981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39397101981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39511281981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39552541981-01-01Paper
Bellman's equation for uniformly nondegenerate stochastic processes1980-01-01Paper
Limit transition in degenerate Bellman equations1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38807281980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38921711980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38976011980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39552531980-01-01Paper
Control of the solution of a stochastic equation with discontinuous trajectories1978-01-01Paper
Weak Markov solutions of stochastic equations1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41608081978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41622491977-01-01Paper
Some estimates for stochastic integrals1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40820901975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40668651974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40880691974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40880741974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56617391972-01-01Paper

Research outcomes over time

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