Pages that link to "Item:Q1917635"
From MaRDI portal
The following pages link to Existence of strong solutions for Itô's stochastic equations via approximations (Q1917635):
Displaying 50 items.
- On the Cauchy problem for Fokker-Planck-Kolmogorov equations with potential terms on arbitrary domains (Q300365) (← links)
- Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic (Q329115) (← links)
- Incompressible limit for compressible fluids with stochastic forcing (Q338098) (← links)
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (Q378805) (← links)
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs (Q382307) (← links)
- Homogenization of a stochastic nonlinear reaction-diffusion equation with a large reaction term: the almost periodic framework (Q439252) (← links)
- Martingale and pathwise solutions to the stochastic Zakharov-Kuznetsov equation with multiplicative noise (Q478239) (← links)
- On existence of Lyapunov functions for a stationary Kolmogorov equation with a probability solution (Q483651) (← links)
- Existence and uniqueness of solutions to stochastic Rayleigh-Plesset equations (Q486534) (← links)
- On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior (Q501417) (← links)
- On solutions of mean field games with ergodic cost (Q504134) (← links)
- Global existence of solutions for stochastic impulsive differential equations (Q546313) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection (Q734651) (← links)
- Diffusion-approximation in stochastically forced kinetic equations (Q776173) (← links)
- Well-posedness of the transport equation by stochastic perturbation (Q848717) (← links)
- Diffusion limit for the radiative transfer equation perturbed by a Wiener process (Q888740) (← links)
- Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime (Q894815) (← links)
- Strong uniqueness for stochastic evolution equations with unbounded measurable drift term (Q904711) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
- Construction of strong solutions of SDE's via Malliavin calculus (Q971842) (← links)
- Pathwise uniqueness for a class of SDE in Hilbert spaces and applications (Q982497) (← links)
- An approximation result for a quasi-linear stochastic heat equation (Q988110) (← links)
- Random modulation of solitons for the stochastic Korteweg-de Vries equation (Q1002771) (← links)
- Averaging principle for a class of stochastic reaction-diffusion equations (Q1017899) (← links)
- Non-local conservation law from stochastic particle systems (Q1616368) (← links)
- Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle (Q1621711) (← links)
- Limit theorems and the support of SDES with oblique reflections on nonsmooth domains (Q1645144) (← links)
- Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise (Q1660624) (← links)
- Mixed stochastic differential equations: existence and uniqueness result (Q1661595) (← links)
- The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method (Q1667600) (← links)
- Local martingale solutions to the stochastic two layer shallow water equations with multiplicative white noise (Q1706388) (← links)
- Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
- Bogoliubov averaging principle of stochastic reaction-diffusion equation (Q1731866) (← links)
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues (Q1737963) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- Strong solutions of stochastic equations with singular time dependent drift (Q1769077) (← links)
- Numerical approximation for a white noise driven SPDE with locally bounded drift (Q1775583) (← links)
- Blowup for the stochastic nonlinear Schrödinger equation with multiplicative noise (Q1781176) (← links)
- Convergence of approximations to stochastic scalar conservation laws (Q1783959) (← links)
- On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations. (Q1879484) (← links)
- Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) (← links)
- Existence and uniqueness results for semilinear stochastic partial differential equations (Q1965912) (← links)
- Struwe-like solutions for the stochastic harmonic map flow (Q1991708) (← links)
- The Euler equations of an inviscid incompressible fluid driven by a Lévy noise (Q1994854) (← links)
- Solution properties of a 3D stochastic Euler fluid equation (Q2003396) (← links)
- Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in \(\mathbb{R}^2\) (Q2021420) (← links)