scientific article
From MaRDI portal
Publication:3836495
zbMath0943.60070MaRDI QIDQ3836495
Publication date: 7 December 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Related Items (30)
SDEs with random and irregular coefficients ⋮ Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity ⋮ Stochastic generalized porous media and fast diffusion equations ⋮ Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes ⋮ Strong solutions of a stochastic differential equation with irregular random drift ⋮ Strong completeness and semi-flows for stochastic differential equations with monotone drift ⋮ Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition ⋮ A stochastic optimal control problem with feedback inputs ⋮ Nonasymptotic bounds for sampling algorithms without log-concavity ⋮ Weak quantitative propagation of chaos via differential calculus on the space of measures ⋮ On approximations of the Euler-Peano scheme for multivalued stochastic differential equations ⋮ On time-inhomogeneous controlled diffusion processes in domains ⋮ Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space ⋮ Unbiased Deep Solvers for Linear Parametric PDEs ⋮ Young, timid, and risk takers ⋮ Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments ⋮ Optimal friction matrix for underdamped Langevin sampling ⋮ Existence and uniqueness of solutions to nonlinear evolution equations with locally monotone operators ⋮ Existence for dynamic contact of a stochastic viscoelastic Gao beam ⋮ Global martingale solutions for a stochastic population cross-diffusion system ⋮ On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values ⋮ Deep Splitting Method for Parabolic PDEs ⋮ Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise ⋮ New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients ⋮ A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise ⋮ Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives ⋮ Loss of regularity for Kolmogorov equations ⋮ Optimal control for stochastic differential equations and related Kolmogorov equations ⋮ Distribution-dependent stochastic differential delay equations in finite and infinite dimensions ⋮ Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
This page was built for publication: