Tijana Levajković

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Person:325339

Available identifiers

zbMath Open levajkovic.tijanaMaRDI QIDQ325339

List of research outcomes





PublicationDate of PublicationType
Stochastic evolution equations with multiplicative noise2023-03-10Paper
Stochastic evolution equations with Wick-polynomial nonlinearities2023-03-10Paper
Stochastic evolution equations with Wick-analytic nonlinearities2023-03-10Paper
Multiscale change point detection via gradual bandwidth adjustment in moving sum processes2023-02-03Paper
Stochastic parabolic equations with singular potentials2022-08-05Paper
Wick-type stochastic parabolic equations with random potentials2022-04-06Paper
Malliavin calculus for generalized and test stochastic processes2022-01-05Paper
A splitting/polynomial chaos expansion approach for stochastic evolution equations2021-08-10Paper
Stochastic evolution equations with Wick-polynomial nonlinearities2019-02-14Paper
The Stochastic LQR Optimal Control with Fractional Brownian Motion2018-03-14Paper
Equations Involving Malliavin Calculus Operators2017-08-24Paper
A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces2017-08-10Paper
Chaos expansion methods in Malliavin calculus: A survey of recent results2017-07-19Paper
https://portal.mardi4nfdi.de/entity/Q52799762017-07-19Paper
Operator differential-algebraic equations with noise arising in fluid dynamics2017-04-11Paper
The Stochastic Linear Quadratic Control Problem with Singular Estimates2017-03-17Paper
The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach2016-10-18Paper
Fundamental equations with higher order Malliavin operators2016-05-04Paper
Equations Involving Malliavin Derivative: A Chaos Expansion Approach2016-01-07Paper
On Deterministic and Stochastic Linear Quadratic Control Problems2015-10-08Paper
Stochastic evolution equations with multiplicative noise2015-08-07Paper
Nonhomogeneous First-order Linear Malliavin Type Differential Equation2013-04-12Paper
Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part I2013-01-10Paper
Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part II2013-01-10Paper
The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions2011-04-19Paper
Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative2011-02-09Paper
https://portal.mardi4nfdi.de/entity/Q30706692011-01-26Paper

Research outcomes over time

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