Pages that link to "Item:Q1034325"
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The following pages link to Stochastic partial differential equations. A modeling, white noise functional approach (Q1034325):
Displayed 50 items.
- Stabilization of hyperbolic equations with mixed boundary conditions (Q256307) (← links)
- Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) (← links)
- A random matrix from a stochastic heat equation (Q274172) (← links)
- Fractional stochastic Volterra equation perturbed by fractional Brownian motion (Q299580) (← links)
- A class of Lévy driven SDEs and their explicit invariant measures (Q308998) (← links)
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
- On classical solutions of linear stochastic integro-differential equations (Q338203) (← links)
- Differential equations in spaces of abstract stochastic distributions (Q339953) (← links)
- A theory of regularity structures (Q472548) (← links)
- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
- Operator differential-algebraic equations with noise arising in fluid dynamics (Q521609) (← links)
- Reflection positive stochastic processes indexed by Lie groups (Q726532) (← links)
- A note on a local limit theorem for Wiener space valued random variables (Q726730) (← links)
- A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
- Transformation operators in controllability problems for the wave equations with variable coefficients on a half-axis controlled by the Dirichlet boundary condition (Q888781) (← links)
- A stochastic model for microbial fermentation process under Gaussian white noise environment (Q891889) (← links)
- A multi-layer extension of the stochastic heat equation (Q906906) (← links)
- Prohorov-type local limit theorems on abstract Wiener spaces (Q1635744) (← links)
- Discretizing Malliavin calculus (Q1639664) (← links)
- Standardizing densities on Gaussian spaces (Q1640961) (← links)
- Approximating the solution stochastic process of the random Cauchy one-dimensional heat model (Q1669243) (← links)
- Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth (Q1699060) (← links)
- Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution (Q1706672) (← links)
- A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise (Q1715513) (← links)
- Stochastic evolution equations with Wick-polynomial nonlinearities (Q1722009) (← links)
- Optimal approximation of Skorohod integrals (Q1745263) (← links)
- Large deviation principle for a space-time fractional stochastic heat equation with fractional noise (Q1799748) (← links)
- Solutions of hyperbolic stochastic PDEs on bounded and unbounded domains (Q1982597) (← links)
- Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations (Q1986057) (← links)
- Controllability and observability of some coupled stochastic parabolic systems (Q2001560) (← links)
- A virtual element method for stochastic Stokes equations (Q2004644) (← links)
- Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations (Q2011262) (← links)
- A financial market with singular drift and no arbitrage (Q2037760) (← links)
- A splitting/polynomial chaos expansion approach for stochastic evolution equations (Q2044634) (← links)
- Weak solutions and optimal controls of stochastic fractional reaction-diffusion systems (Q2053490) (← links)
- White noise functional solutions for Wick-type stochastic fractional mixed KdV-mKdV equation using extended \((G^{'}/G)\)-expansion method (Q2064739) (← links)
- Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
- Stochastic discontinuous Galerkin methods (SDGM) based on fluctuation-dissipation balance (Q2211071) (← links)
- Blowup solutions for stochastic parabolic equations (Q2216953) (← links)
- Wong-Zakai approximations for quasilinear systems of Itô's type stochastic differential equations (Q2238884) (← links)
- On the zeros of the spectrogram of white noise (Q2300754) (← links)
- The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
- Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations (Q2330410) (← links)
- Stochastic PDEs with heavy-tailed noise (Q2359721) (← links)
- New exact solutions for the Wick-type stochastic Zakharov-Kuznetsov equation for modelling waves on shallow water surfaces (Q2397508) (← links)
- Wick analysis for Bernoulli noise functionals (Q2443812) (← links)
- Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise (Q2444634) (← links)
- An extended Kudryashov technique for solving stochastic nonlinear models with generalized conformable derivatives (Q2656810) (← links)
- Time-frequency transforms of white noises and Gaussian analytic functions (Q2659716) (← links)
- Fundamental equations with higher order Malliavin operators (Q2803414) (← links)