scientific article; zbMATH DE number 3383329

From MaRDI portal
Revision as of 04:18, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5653395

zbMath0242.60003MaRDI QIDQ5653395

Iosif I. Gikhman, Anatoli V. Skorokhod

Publication date: 1972


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



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

Two-level method for a time-independent Fokker–Planck control problemBilateral set-valued stochastic integral equationsUnified approach for solving exit problems for additive-increase and multiplicative-decrease processesRigorous Justification of the Fokker--Planck Equations of Neural Networks Based on an Iteration PerspectiveAnalysis of a new stochastic Gompertz diffusion model for untreated human glioblastomasConvoluted smoothed kernel estimation for drift coefficients in jump-diffusion modelsUnnamed ItemStochastic approach for the burgers equation with singular initial valuesStochastic analysis and conservation lawsOn the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic BoundaryConvergence of Jump-Diffusion Modelsto the Black–Scholes ModelAPPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONSAnalytical approximation to the multidimensional Fokker–Planck equation with steady stateA central limit theorem for extreme sojourns of diffusion processesRates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processesA non random walk theory of exchange rate dynamics with applications to option pricingFirst-passage problems for diffusion processes with state-dependent jumpsUnnamed ItemAsymptotic expansion for forward-backward SDEs with jumpsLarge deviations for invariant measures of stochastic differential equations with jumpsUnnamed ItemUnnamed ItemMultiscale analysis of semilinear damped stochastic wave equationsA note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck modelAbout one method of stability investigation for nonlinear stochastic delay differential equationsSimplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusionsLe Cam-Stratonovich-Boole theory for Itô diffusionsOn a Diffusion Approximation of a Prediction GameAn extension of the mixed Novikov–Kazamaki conditionOn CIR Equations with General FactorsA stochastic approach to the Cauchy-Neumann problem for systems of nonlinear parabolic equationsSTOCHASTIZATION OF CLASSICAL MODELS WITH DYNAMICAL INVARIANTSOn Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic DiffusionsUnnamed ItemLinear-quadratic optimal control under non-Markovian switchingThe Space-Clamped Hodgkin-Huxley System with Random Synaptic Input: Inhibition of Spiking by Weak Noise and Analysis with Moment EquationsStochastic analysis method for hopf's equation ut+ uux=0Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion ProcessesErgodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough KernelsStochastic bifurcationRates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbationsStationary solutions of nonlinear stochastic evolution equations1DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS1Deviation of orderpfor estimators of the variance in first-order stochastic differential equation (SDE)Stochastic bifurcationEffect of viscosity in the dynamics of two point vortices: Exact resultsStochastic stabilization of rigid body motion of a spacecraft on SE(3)Regularly perturbed stochastic differential systems with an internal random noiseDirichlet forms and diffusion processes on rigged Hilbert spacesOn the existence and unicity of solutions of stochastic integral equationsDiscrete-time approximation of Wonham filtersMarkov solutions of stochastic differential equationsGeneralized Ito's formula and additive functionals of Brownian motionStochastic Functional Inclusion Driven by SemimartingaleStochastic Feynman–Kac Equations Associated to Lévy–Itô DiffusionsSuboptimal controls of a second-order system subjected to discontinuous random perturbationsPROPERTIES OF OPTION PRICES IN MODELS WITH JUMPSLimiting behavior of one-sample rank-order statistics for absolutely regular processesTemporary stabilization: A stochastic analysisThe optimal consumption function in a Brownian model of accumulation. Part A: The consumption function as solution of a boundary value problemAsymptotics for theLp-deviation of the variance estimator under diffusionRates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck processRandom walk methods for scalar transport problems subject to Dirichlet, Neumann and mixed boundary conditions ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles] ⋮ Stochastic control of hysteretic structural systems.Weak convergence of integral functionals constructed from solutions of Itô’s stochastic differential equations with non-regular dependence on a parameterUnnamed ItemProcessus gaussiens, equivalence d'ensembles et specification localeControllability of stochastic nonlinear oscillating delay systems driven by the Rosenblatt distributionStabilization of Starobinsky–Vilenkin stochastic inflation by an environmental noisePricing Dynamic Insurance Risks Using the Principle of Equivalent UtilityA Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative NoiseComportement des semi-martingales dans un grossissement de filtrationOptimal portfolio selection under vanishing fixed transaction costsFeedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative AdvertisingNeural ODEs as the deep limit of ResNets with constant weightsAn estimate of the hitting probability in diffusion processesInvariant ?-fields for a class of diffusionsExistence and uniqueness theorems for solutions of McKean–Vlasov stochastic equationsCarleman linearization and moment equations of nonlinear stochastic equationsLong-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: itô's caseAsymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006The long-time behavior of a stochastic SIR epidemic model with distributed delay and multidimensional Lévy jumpsOn nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equationsQuantum diffusion during inflation and primordial black holesA Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled DiffusionsLogistic and θ-logistic models in population dynamics: general analysis and exact resultsOn a stochastic nonlocal system with discrete diffusion modeling life tablesRelative controllability of a stochastic system using fractional delayed sine and cosine matricesOptimal harvesting of a logistic population in an environment with stochastic jumpsExplosion and asymptotic behavior of nonlinear Itô type stochastic integrodifferential equationsFavard separation method for almost periodic stochastic differential equationsRandom creation and dispersion of massGrowth models with stochastic differential equations. An example from tumor immunologyMultivariate Jacobi process with application to smooth transitionsInference in a synchronization game with social interactionsComparison principle and stability for a class of stochastic fractional differential equationsDynamics of deterministic and stochastic multi-group MSIRS epidemic models with varying total population sizeA class of Lévy driven SDEs and their explicit invariant measures







This page was built for publication: