Global and stochastic analysis with applications to mathematical physics

DOI10.1007/978-0-85729-163-9zbMATH Open1216.58001OpenAlexW2099308427MaRDI QIDQ609446FDOQ609446

Authors: Yuri E. Gliklikh 

Publication date: 30 November 2010

Published in: Theoretical and Mathematical Physics (Cham) (Search for Journal in Brave)

Full work available at URL: http://cds.cern.ch/record/1338840

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic mechanics (including stochastic electrodynamics) (81P20) Research exposition (monographs, survey articles) pertaining to global analysis (58-02)

Cited In (62)

• The stochastic linear Oskolkov model of the oil transportation by the pipeline
• Projections of SDEs onto submanifolds
• Multipoint initial-final value problems for dynamical Sobolev-type equations in the space of noises
• Invariant Manifolds of the Hoff Model in "Noise" Spaces
• On Solutions of Stochastic Equations with Current and Osmotic Velocities
• Differentiability of Borel measures along vector fields on Banach manifolds with uniform structure
• The multipoint initial-final value condition for the Hoff equations on geometrical graph in spaces of \(\mathbf{K}\)-``noises
• From second-order differential geometry to stochastic geometric mechanics
• Reconstruction of dynamically distorted signals based on the theory of optimal control of solutions for Sobolev type equations in the spaces of stochastic processes
• An Analysis of the Wentzell Stochastic System of the Equations of Moisture Filtration in a Ball and on Its Boundary
• Stochastic equations and inclusions with mean derivatives and some applications
• On global in time existence of solutions to stochastic equations with backward mean derivatives
• On approach for studying stochastic Leontief type equations with impulse actions
• Optimal Control of Solutions to Showalter–Sidorov Problem for a High Order Sobolev Type Equation with Additive “Noise”
• Invariant spaces of Oskolkov stochastic linear equations on the manifold
• Incompressible Euler equations with stochastic forcing: a geometric approach
• On existence of solutions to stochastic differential equations with osmotic velocities
• On existence of solution in \(\mathbb{R}^n\) of stochastic differential inclusions with current velocities in the presence of approximations with uniformly bounded first partial derivatives
• Intrinsic stochastic differential equations as jets
• The numerical algorithms for the measurement of the deterministic and stochastic signals
• Anisotropic diffusion in anisotropic Stepanov spaces
• Linear Sobolev type equations with relatively \(p\)-sectorial operators in space of ``noises
• Linear Sobolev type equations with relatively \(p\)-radial operators in space of ``noises
• Stochastic equations of Sobolev type with relatively \(p \)-radial operators in spaces of differential forms
• Differential inclusions with mean derivatives having extreme right-hand sides and optimal control
• The Pyt'ev-Chulichkov method for constructing a measurement in the Shestakov-Sviridyuk model
• Stochastic mathematical model of internal waves
• On the completeness of stochastic flows generated by equations with current velocities
• On existence of solutions to stochastic differential equations with current velocities
• Stochastic inclusions with forward mean derivatives having decomposable right-hand sides
• On solvability of stochastic differential equations with osmotic velocities
• Geometric arbitrage theory and market dynamics
• Guiding potentials and bounded solutions of differential equations on finite-dimensional non-compact manifolds
• Differential inclusions with mean derivatives, having aspherical right-hand sides
• On Existence of Solutions to Stochastic Differential Inclusions with Current Velocities II
• On solvability of stochastic differential inclusions with current velocities
• Stochastic inclusions with current velocities having decomposable right-hand sides
• On the description of motion of a quantum particle in the classical gauge field in the language of stochastic mechanics
• The dynamical models of Sobolev type with Showalter-Sidorov condition and additive ``noise
• The Newton-Nelson equation on fiber bundles with connections
• Stochastic analysis and mathematical physics. ANESTOC '98, proceedings of the 3rd international workshop, Santiago, Chile, October 1998
• Non-Newtonian fluids and stochastic analysis on the groups of diffeomorphisms
• One class of Sobolev type equations of higher order with additive ``white noise
• Stochastic Leontieff type equations with non-constant coefficients
• Construction an observation in the Shestakov-Sviridyuk model in terms of multidimensional ``white noise distortion
• THE SHOWALTER-SIDOROV AND CAUCHY PROBLEMS FOR THE LINEAR DZEKZER EQUATION WITH WENTZELL AND ROBIN BOUNDARY CONDITIONS IN A BOUNDED DOMAIN
• On the solvability of nonautonomous stochastic differential equations with current velocities
• On modelling the convecting polar ionosphere
• Stochastic mean-field approach to fluid dynamics
• On existence of optimal solutions for stochastic differential inclusions with mean derivatives
• Kinetic equation for stochastic vector bundles
• Stochastic equations and inclusions with mean derivatives and their applications
• Numerical algorithm and computational experiments for one linear stochastic Hoff model
• On global in time solutions of stochastic algebraic-differerential equations with forward mean derivatives
• Stability of solutions to the stochastic Oskolkov equation and stabilization
• Yuriĭ Evgen'evich Gliklikh (to the 75th anniversary of his birth)
• Stabilization of the stochastic Barenblatt-Zheltov-Kochina equation
• Models of viscous fluids generated by martingales on the groups of diffeomorphisms
• Numerical solutions for the Cauchy problem for the Oskolkov equation in the spaces of differential forms with stochastic coefficients
• Stochastic Lagrange approach to viscous hydrodynamics
• Integral operators, guiding potentials and periodic solutions of differential inclusions on non-compact Lie groups
• A stochastic algebraic-differential equation of the Newton-Nelson type

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