scientific article

From MaRDI portal
Revision as of 13:02, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3995203

zbMath0743.60052MaRDI QIDQ3995203

Hiroshi Kunita

Publication date: 17 September 1992


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.




Related Items (only showing first 100 items - show all)

Layer methods for stochastic Navier-Stokes equations using simplest characteristicsA trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equationsOn some properties of space inverses of stochastic flowsTime-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approachAnticipating random periodic solutions. I: SDEs with multiplicative linear noise.Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary propertyLocal nondeterminism and local times of the stochastic wave equation driven by fractional-colored noiseProbabilistic model for the Lotka-Volterra system with cross-diffusionPropagation of chaos for interacting particles subject to environmental noiseThird-order asymptotic expansion of \(M\)-estimators for diffusion processesExistence of non-trivial harmonic functions on Cartan-Hadamard manifolds of unbounded curvatureAnticipating stochastic differential systems with memoryMaximal regularity for stochastic convolutions driven by Lévy processesUniform shrinking and expansion under isotropic Brownian flowsMacroscopic limits for stochastic partial differential equations of McKean-Vlasov typeStochastic differential equations with diffusion and jumps modeling currency marketsConditions for local almost sure asymptotic stabilityWell-posedness of the transport equation by stochastic perturbationStrong completeness and semi-flows for stochastic differential equations with monotone driftEuler time discretization of backward doubly SDEs and application to semilinear SPDEsProbabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial valueA stochastic variational approach to the viscous Camassa-Holm and Leray-alpha equationsMultivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy processAnalysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumpsA nonconventional invariance principle for random fieldsOn a class of measure-valued processes: singular casesMarkovian forward-backward stochastic differential equations and stochastic flowsConvergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequencyTightness for a stochastic Allen-Cahn equationOn the invariant measure of a positive recurrent diffusion in \({\mathbb{R}}\)Pricing the risks of defaultOn approximate pseudo-maximum likelihood estimation for LARCH-processesPathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systemsA variational approach to the construction and Malliavin differentiability of strong solutions of SDEsBrownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metricInvariant manifolds for stochastic wave equationsNon uniform averagings in the ergodic theorem for stochastic flows\(L^p\)-solutions of Fokker-Planck equationsStochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristicKraichnan flow in a square: An example of integrable chaosCriticality of viscous Hamilton-Jacobi equations and stochastic ergodic controlAreas of attraction for nonautonomous differential equations on finite time intervalsFeynman-Kac formula for heat equation driven by fractional white noiseStochastically symplectic maps and their applications to the Navier-Stokes equationLarge deviation principle for certain spatially lifted Gaussian rough pathStochastic partial differential equations with unbounded and degenerate coefficientsA Bhatnagar-Gross-Krook approximation to stochastic scalar conservation lawsInvariant measure of duplicated diffusions and application to Richardson-Romberg extrapolationPositivity and explosion in mean \(L^p\)-norm of stochastic functional parabolic equations of retarded typeVariational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noiseQuasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent driftDiscrete-time approximation of multidimensional BSDEs with oblique reflectionsThe covariant measure of SLE on the boundaryThe Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroupsHeat semi-group and generalized flows on complete Riemannian manifoldsFokker-Planck equation with respect to heat measures on loop groupsHypoellipticity and ergodicity of the Wonham filter as a diffusion processAn optimal execution problem with market impactState-dependent utilities and incomplete marketsStochastic climate dynamics: random attractors and time-dependent invariant measuresOptimal arbitrage under model uncertaintyPathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficientsMemory loss for nonequilibrium open dynamical systemsEffective pulse dynamics in optical fibers with polarization mode dispersionProbabilistic approach for systems of second order quasi-linear parabolic PDEsHedging of a credit default swaption in the CIR default intensity modelHölder-continuity for the nonlinear stochastic heat equation with rough initial conditionsPathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficientsThe stochastic field of aggregate utilities and its saddle conjugateLong-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noiseCubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interactionLocally linearized methods for the simulation of stochastic oscillators driven by random forcesConstantin and Iyer's representation formula for the Navier-Stokes equations on manifoldsA note on regime-switching Kolmogorov's forward and backward equations using stochastic flowsA large deviations principle for stochastic flows of viscous fluidsVortices in a stochastic parabolic Ginzburg-Landau equationStochastic differential equations for models of non-relativistic matter interacting with quantized radiation fieldsExistence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficientsGeneralizations of SRB measures to nonautonomous, random, and infinite dimensional systemsBrownian motion with respect to time-changing Riemannian metrics, applications to Ricci flowPathwise random periodic solutions of stochastic differential equationsRandom attractors for a class of stochastic partial differential equations driven by general additive noiseOn the convergence from discrete to continuous time in an optimal stopping problem.Lack of strong completeness for stochastic flowsThe regularizing effects of resetting in a particle system for the Burgers equationAbsolute continuity under flows generated by SDE with measurable drift coefficientsOn some applications of Sobolev flows of SDEs with unbounded drift coefficientsConvergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jumpThe transport equation and zero quadratic variation processesWeak synchronization for isotropic flowsWell-posedness of stochastic primitive equations with multiplicative noise in three dimensionsSemilinear stochastic equations with bilinear fractional noiseApproximation for random stable manifolds under multiplicative correlated noisesStochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systemsHomogenization of a singular random one-dimensional PDEProbabilistic approach for semi-linear stochastic fractal equationsWellposedness for stochastic continuity equations with Ladyzhenskaya-Prodi-Serrin conditionA model for a large investor trading at market indifference prices. II: Continuous-time case.A note on global solution to stochastic differential equation based on a semimartingale with spatial parametersAveraging dynamics driven by fractional Brownian motion







This page was built for publication: