Tijana Levajković

Available identifiers

zbMath Open levajkovic.tijanaMaRDI QIDQ325339

List of research outcomes

Publication	Date of Publication	Type
Stochastic evolution equations with multiplicative noise	2023-03-10	Paper
Stochastic evolution equations with Wick-polynomial nonlinearities	2023-03-10	Paper
Stochastic evolution equations with Wick-analytic nonlinearities	2023-03-10	Paper
Multiscale change point detection via gradual bandwidth adjustment in moving sum processes	2023-02-03	Paper
Stochastic parabolic equations with singular potentials	2022-08-05	Paper
Wick-type stochastic parabolic equations with random potentials	2022-04-06	Paper
Malliavin calculus for generalized and test stochastic processes	2022-01-05	Paper
A splitting/polynomial chaos expansion approach for stochastic evolution equations	2021-08-10	Paper
Stochastic evolution equations with Wick-polynomial nonlinearities	2019-02-14	Paper
The Stochastic LQR Optimal Control with Fractional Brownian Motion	2018-03-14	Paper
Equations Involving Malliavin Calculus Operators	2017-08-24	Paper
A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces	2017-08-10	Paper
Chaos expansion methods in Malliavin calculus: A survey of recent results	2017-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q5279976	2017-07-19	Paper
Operator differential-algebraic equations with noise arising in fluid dynamics	2017-04-11	Paper
The Stochastic Linear Quadratic Control Problem with Singular Estimates	2017-03-17	Paper
The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach	2016-10-18	Paper
Fundamental equations with higher order Malliavin operators	2016-05-04	Paper
Equations Involving Malliavin Derivative: A Chaos Expansion Approach	2016-01-07	Paper
On Deterministic and Stochastic Linear Quadratic Control Problems	2015-10-08	Paper
Stochastic evolution equations with multiplicative noise	2015-08-07	Paper
Nonhomogeneous First-order Linear Malliavin Type Differential Equation	2013-04-12	Paper
Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part I	2013-01-10	Paper
Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part II	2013-01-10	Paper
The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions	2011-04-19	Paper
Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative	2011-02-09	Paper
https://portal.mardi4nfdi.de/entity/Q3070669	2011-01-26	Paper

Research outcomes over time

This page was built for person: Tijana Levajković