scientific article; zbMATH DE number 3383329

zbMATH Open0242.60003MaRDI QIDQ5653395FDOQ5653395

Authors: Iosif I. Gikhman, Anatolii V. Skorokhod

Publication date: 1972

Title of this publication is not available (Why is that?)

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (only showing first 100 items - show all)

Favard separation method for almost periodic stochastic differential equations
Asymptotic expansion for some local volatility models arising in finance
On the behaviour of the solution of a stochastic equation with unbounded drift
Asymptotic behavior of M-estimator and related random field for diffusion process
Dirichlet forms and diffusion processes on rigged Hilbert spaces
Weak convergence of random growth processes with applications to insurance
Persistence in stochastic food web models
A two-sided stochastic integral and its calculus
Martingales and arbitrage in multiperiod securities markets
Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
Logistic growth with random density independent disasters
Evolutionary dynamics with aggregate shocks
Optimal choice of dividend barriers for a risk process with stochastic return on investments
Persistence times of populations with large random fluctuations
A numerical scheme for BSDEs
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
Multivariate Jacobi process with application to smooth transitions
Magnetohydrodynamic turbulent flows: existence results
On stochastic models describing the motions of randomly forced linear viscoelastic fluids
The stochastic heat equation: Feynman-Kac formula and intermittence.
Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
Derivation of the non-linear Schrödinger equation from stochastic optimal control
An averaging principle for stochastic dynamical systems with Lévy noise
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Decentralized adaptive output-feedback stabilization for large-scale stochastic nonlinear systems
Nonlinear filtering for jump diffusion observations
An \(\infty\)-dimensional inhomogeneous Langevin's equation
Inference in a synchronization game with social interactions
Comparison principle and stability for a class of stochastic fractional differential equations
Dynamics of deterministic and stochastic multi-group MSIRS epidemic models with varying total population size
On the functional estimation of jump-diffusion models.
Malliavin calculus approach to statistical inference for Lévy driven SDE's
The Malliavin calculus, a functional analytic approach
Stability of nonlinear stochastic-evolution equations
An analysis of phase noise and Fokker-Planck equations
Variable effort harvesting models in random environments: generalization to density-dependent noise intensities
\(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation
Random fuzzy fractional integral equations -- theoretical foundations
Zero-diffusion limit for aggregation equations over bounded domains
An inverse first-passage problem for one-dimensional diffusions with random starting point
On the first hitting time of a one-dimensional diffusion and a compound Poisson process
Setwise convergence of solution measures of stochastic differential equations
A review on stochastic differential equations for applications in hydrology
Omega diffusion risk model with surplus-dependent tax and capital injections
Itô versus Stratonovich calculus in random population growth
Asymptotic stability of some stochastic evolution equations.
Hypoelliptic heat kernel inequalities on the Heisenberg group
Long-run analysis of the stochastic replicator dynamics in the presence of random jumps
Discrete-time approximation of decoupled Forward-Backward SDE with jumps
Heterogeneous beliefs, wealth accumulation, and asset price dynamics
Mean and quasideterministic equivalence for linear stochastic dynamics
Maximum likelihood estimation of time-inhomogeneous diffusions.
Long term behavior of solutions of the Lotka-Volterra system under small random perturbations.
Representation theorems for backward stochastic differential equations
Adaptive backstepping controller design using stochastic small-gain theorem
Existence, continuation, and uniqueness problems of stochastic impulsive systems with time delay
Stochastic evolution equations and related measure processes
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
Solution of the stochastic transport equation of neutral particles with anisotropic scattering using RVT technique
Global synchronization of complex networks perturbed by the Poisson noise
Optimal harvesting of a logistic population in an environment with stochastic jumps
Growth models with stochastic differential equations. An example from tumor immunology
A class of Lévy driven SDEs and their explicit invariant measures
On stability of some general random dynamical system
Stochastic areas of diffusions and applications
Stochastic Hamiltonian dynamical systems
Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation
High density limit theorems for nonlinear chemical reactions with diffusion
Inference for the diffusion models of neuronal activity
Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process
ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
Decentralized risk-sensitive controller design for strict-feedback systems
The approximate solutions of some stochastic differential equations using transformations
Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift
The viability property of controlled jump diffusion processes
The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
Estimation for stochastic differential equations with a small diffusion coefficient
Asymptotic expansions for SDE's with small multiplicative noise
Malliavin regularity of solutions to mixed stochastic differential equations
Stochastic fractional differential equations: modeling, method and analysis
Response of stochastic dynamical systems driven by additive Gaussian and Poisson white noise: Solution of a forward generalized Kolmogorov equation by a spectral finite difference method
On solutions of one-dimensional stochastic differential equations without drift
Atlas models of equity markets
A stochastic model for predator-prey systems: basic properties, stability and computer simulation
On the functional central limit theorem and the law of the iterated logarithm for Markov processes
\(H_\infty\) control for stochastic systems with Poisson jumps
Local martingale and pathwise solutions for an abstract fluids model
Finite dimensional optimal filters for a class of ltô- processes with jumping parameters
A generalized formula of Ito and some other properties of stochastic flows
DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS¹
Stationary solutions of nonlinear stochastic evolution equations¹
Adaptive efficient analysis for big data ergodic diffusion models
Optimal proportional reinsurance and investment for stochastic factor models
On the long-time behaviour of a class of parabolic SPDE's: monotonicity methods and exchange of stability
Stochastic Operators and Semigroups and Their Applications in Physics and Biology
Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data
APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS
Explosion and asymptotic behavior of nonlinear Itô type stochastic integrodifferential equations
Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5653395)