scientific article; zbMATH DE number 3692372
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Publication:3886594
zbMATH Open0443.60049MaRDI QIDQ3886594FDOQ3886594
Authors: George Papanicolaou 
Publication date: 1978
Title of this publication is not available (Why is that?)
Cited In (21)
- Robustness of time reversal for waves in time-dependent random media
- Markov decision processes with incomplete information and semiuniform Feller transition probabilities
- A multiscale correction to the Black-Scholes formula
- Nested stochastic simulation algorithms for chemical kinetic systems with multiple time scales
- Emergence of jumps in quantum trajectories via homogenization
- On drift, diffusion and geometry
- Multiscale analysis of a perpetual American option with the stochastic elasticity of variance
- Maximum likelihood drift estimation for multiscale diffusions
- A computational strategy for multiscale systems with applications to Lorenz 96 model
- Averaging of semigroups associated to diffusion processes on a simplex
- Large loss networks
- From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach
- Characterization of stochastic processes which stabilize linear companion form systems.
- Model reduction of multi-scale chemical Langevin equations
- Investment timing under hybrid stochastic and local volatility
- Average cost Markov decision processes with semi-uniform Feller transition probabilities
- Approximate linear response for slow variables of dynamics with explicit time scale separation
- A multiscale approach to Brownian motors
- Semi-uniform Feller stochastic kernels
- A functional limit theorem for waves reflected by a random medium
- A delayed stochastic volatility correction to the constant elasticity of variance model
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