Book review of: L. Gawarecki and V. Mandrekar, Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
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(55)- Tauberian theorem for value functions
- A scaled version of the double-mean-reverting model for VIX derivatives
- Galerkin finite element method for time-fractional stochastic diffusion equations
- A virtual element method for stochastic Stokes equations
- An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems
- Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions
- Stochastic port-Hamiltonian systems
- Finite-data error bounds for Koopman-based prediction and control
- Phase transitions for a class of time-inhomogeneous diffusion processes
- Understanding death risks of Covid-19 under media awareness strategy: a stochastic approach
- Entropic Fokker-Planck kinetic model
- Noise induced quiescence of epileptic spike generation in patients with epilepsy
- tgEDMD: approximation of the Kolmogorov operator in tensor train format
- A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy
- Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories
- Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology
- Exponential stabilization of quantum systems under continuous non-demolition measurements
- Composable models for online Bayesian analysis of streaming data
- Malliavin calculus and optimal control of stochastic Volterra equations
- On Bayesian consistency for flows observed through a passive scalar
- Existence and stability results of stochastic differential equations with non-instantaneous impulse and Poisson jumps
- Qualitative behaviour of stochastic integro-differential equations with random impulses
- Particle dispersion by nonlinearly damped random waves
- Stochastic modified equations and dynamics of stochastic gradient algorithms. I: Mathematical foundations
- Human behavior and lognormal distribution. A kinetic description
- Coupling functions in climate
- Fokker-Planck-Poisson kinetics: multi-phase flow beyond equilibrium
- Stochastic Lagrangian dynamics of vorticity. I: General theory for viscous, incompressible fluids
- scientific article; zbMATH DE number 6458567 (Why is no real title available?)
- Matrix calculations for moments of Markov processes
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost
- Space-Time Stochastic Calculus and White Noise
- Monte Carlo simulation of SDEs using GANs
- Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control
- Mean field games for diel vertical migration with diffusion
- Dynamics of circular oscillator arrays subjected to noise
- Optimal cash management using impulse control
- Discrete Chebyshev polynomials for the numerical solution of stochastic fractional two-dimensional Sobolev equation
- Numerical analysis of the model of optimal savings and borrowing
- Polynomial Propagation of Moments in Stochastic Differential Equations
- Geometry-preserving Lie group integrators for differential equations on the manifold of symmetric positive definite matrices
- Existence and Hyers-Ulam stability of stochastic integrodifferential equations with a random impulse
- Elementary processes for Itô integral against cylindrical Wiener process
- Well-posedness of solutions to stochastic fluid-structure interaction
- Quarantine alone or in combination with treatment measures to control COVID-19
- Weak approximation schemes for SDEs with super-linearly growing coefficients
- Spectral monotonicity under Gaussian convolution
- A new framework for bounding reachability probabilities of continuous-time stochastic systems
- The stochastic heat equation with fractional time and fractional time-space white noise
- Stability and convergence analysis of stochastic Runge-Kutta and balanced stochastic Runge-Kutta methods for solving stochastic differential equations
- Detecting random bifurcations via rigorous enclosures of large deviations rate functions
- Exponential ergodicity under Wasserstein distance for regime-switching stochastic functional differential equations with infinite delay
- Finite time stability analysis for fractional stochastic neutral delay differential equations
- Stabilization of stochastic nonlinear systems with multiplicative state sensing noise
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
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