On the Factorization of Non-Negative Definite Matrices

Cited in

(19)

Mimicking the one-dimensional marginal distributions of processes having an Ito differential
Fundamental solutions for degenerate parabolic equations
On an inequality of Tosio Kato for degenerate-elliptic operators
Existence and uniqueness of large solutions for a class of non-uniformly elliptic semilinear equations
On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra
Degenerate parabolic stochastic partial differential equations
Evolution of discrete populations and the canonical diffusion of adaptive dynamics
Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
L^p-Theory of degenerate-elliptic and parabolic operators of second order
scientific article; zbMATH DE number 3538602 (Why is no real title available?)
Hypoellipticity for a class of the second order partial differential equations
Construction of fundamental solutions of hypoelliptic equations by the use of a probabilistic method
MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART I: APPROXIMATIONS FOR EXPECTATION AND VARIANCE OF NONSTATIONARY PROCESS
On the uniqueness of diffusions
On Second Order Elliptic Equations with a Small Parameter
Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
Strong diffusion approximation in averaging and value computation in Dynkin's games
Some strong limit theorems in averaging
Stochastic methods for Dirichlet problems

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