scientific article; zbMATH DE number 894469

From MaRDI portal
Publication:4882938

zbMath0859.60050MaRDI QIDQ4882938

Gopinath Kallianpur, Jie Xiong

Publication date: 30 June 1996

Full work available at URL: https://projecteuclid.org/euclid.lnms/1215451864#toc

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

A cyclically catalytic super-Brownian motion, Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations, Particle representations for a class of nonlinear SPDEs, Projection scheme for stochastic differential equations with convex constraints., Moderate deviation principles for weakly interacting particle systems, Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle, Symmetric inclusion process with slow boundary: hydrodynamics and hydrostatics, Large deviations for the stochastic shell model of turbulence, A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure, Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise, Hölder norm estimates for elliptic operators on finite and infinite-dimensional spaces, SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results, Stable cylindrical Lévy processes and the stochastic Cauchy problem, Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems, Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations, Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one, Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation, Cylindrical fractional Brownian motion in Banach spaces, Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations, Lévy flows and associated stochastic PDEs, Super-Brownian motion as the unique strong solution to an SPDE, On the limit measure to stochastic Volterra equations, Strong solutions of mean-field stochastic differential equations with irregular drift, Mean field limit of a dynamical model of polymer systems, Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: An L2 approach, The Euler scheme for Hilbert space valued stochastic differential equations, On tightness of probability measures on Skorokhod spaces, Well-posedness of the Cauchy problem for stochastic evolution functional equations, Moderate deviation principles for stochastic differential equations with jumps, Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise, Wentzell-Freidlin large deviation principle for stochastic convective Brinkman-Forchheimer equations, A class of stochastic differential equations with pathwise unique solutions, A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one, A limit theorem for symmetric statistics of Brownian particles, Modelling Lévy space‐time white noises, Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise, Forward–backward stochastic partial differential equations with non-monotonic coefficients, Asymptotic Bahavior of the Moran Particle System, Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures, Cable equation with a general stochastic measure, Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness, Differential operators on Hermite Sobolev spaces, Distribution-valued heavy-traffic limits for the \(\mathrm{G}/\mathrm{GI}/\infty\) queue, Stochastic steady-state Navier-Stokes equations with additive random noise