The following pages link to (Q4325541):
Displayed 32 items.
- Direct Monte Carlo simulation of turbulent drag reduction by rigid fibers in a channel flow (Q376188) (← links)
- On a stochastic partial differential equation with a fractional Laplacian operator (Q444358) (← links)
- Solutions and simulations of some one-dimensional stochastic differential equations (Q607569) (← links)
- Asymptotic behavior in time periodic parabolic problems with unbounded coefficients (Q615982) (← links)
- The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain (Q638028) (← links)
- A generalization of the Littlewood-Paley inequality for the fractional Laplacian (Q662060) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- Beyond the classical Weyl and Colin de Verdière's formulas for Schrödinger operators with polynomial magnetic and electric fields (Q877550) (← links)
- Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q882014) (← links)
- Cores for parabolic operators with unbounded coefficients (Q1014723) (← links)
- On SPDE's and superdiffusions (Q1381568) (← links)
- On the splitting-up method and stochastic partial differential equations (Q1394518) (← links)
- Coupling approach to white-forced nonlinear PDEs (Q1406902) (← links)
- Elliptic operators with unbounded drift coefficients and Neumann boundary condition. (Q1428434) (← links)
- Analytic semigroups and degenerate elliptic operators with unbounded coefficients: A probabilistic approach (Q1582641) (← links)
- Spectral asymptotics of some functionals arising in statistical inference for SPDEs (Q1593587) (← links)
- Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control (Q1613624) (← links)
- Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems (Q1926896) (← links)
- A new Markov selection procedure for degenerate diffusions (Q1960235) (← links)
- Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q2381623) (← links)
- On weak uniqueness for some diffusions with discontinuous coefficients (Q2485782) (← links)
- On a degenerate parabolic equation arising in pricing of Asian options (Q2518299) (← links)
- A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability (Q2565996) (← links)
- Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (Q2572404) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Lp-uniqueness of Kolmogorov operators associated with 2D-stochastic Navier-Stokes-Coriolis equations (Q3106298) (← links)
- Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces (Q3366779) (← links)
- (Q3420252) (← links)
- Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity (Q4412398) (← links)
- Estimates of the derivatives for parabolic operators with unbounded coefficients (Q4663479) (← links)
- Limit Theorem for the Spread of Branching Diffusion with Stabilizing Drift (Q4804873) (← links)
- Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method (Q4942782) (← links)