The following pages link to Bohdan Maslowski (Q390508):
Displaying 50 items.
- Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (Q390509) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Stochastic evolution equations with Volterra noise (Q511134) (← links)
- Semilinear stochastic equations with bilinear fractional noise (Q727473) (← links)
- (Q850974) (redirect page) (← links)
- Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs (Q850975) (← links)
- Parameter estimates for linear partial differential equations with fractional boundary noise (Q937349) (← links)
- The Ornstein-Uhlenbeck bridge and applications to Markov semigroups (Q952823) (← links)
- Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process (Q1021254) (← links)
- Qualitative behaviour of solutions of stochastic reaction-diffusion equations (Q1201892) (← links)
- Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation (Q1301880) (← links)
- Evolution equations driven by a fractional Brownian motion (Q1403848) (← links)
- Probabilistic approach to the strong Feller property (Q1591369) (← links)
- Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency (Q1599243) (← links)
- A random continuous model for two interacting populations (Q1599468) (← links)
- SPDEs with Volterra noise (Q1710422) (← links)
- Stochastic affine evolution equations with multiplicative fractional noise. (Q1745980) (← links)
- Long-time behaviour of nonautonomous SPDE's. (Q1766005) (← links)
- Stochastic nonlinear beam equations (Q1775521) (← links)
- Ergodic properties of recurrent solutions of stochastic evolution equations (Q1804699) (← links)
- On sequentially weakly Feller solutions to SPDE's (Q1848118) (← links)
- Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups (Q1911770) (← links)
- Ergodicity of the 2-D Navier-Stokes equation under random perturbations (Q1912594) (← links)
- Compressible fluid flows driven by stochastic forcing (Q1932438) (← links)
- Filtering of stochastic delayed differential equations in Hilbert spaces (Q2048487) (← links)
- Stochastic integration with respect to fractional processes in Banach spaces (Q2076309) (← links)
- Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process (Q2211465) (← links)
- Stationary solutions to the compressible Navier-Stokes system driven by stochastic forces (Q2312686) (← links)
- Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074) (← links)
- Integral continuity and stability for stochastic hyperbolic equations (Q2365641) (← links)
- Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise (Q2387454) (← links)
- Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion (Q2392236) (← links)
- Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces (Q2422350) (← links)
- Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations (Q2566082) (← links)
- Strong Feller solutions to SPDE's are strong Feller in the weak topology (Q2773396) (← links)
- STOCHASTIC POROUS MEDIA EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION (Q2863005) (← links)
- Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions (Q2884606) (← links)
- On Stochastic Ergodic Control in Infinite Dimensions (Q2904871) (← links)
- On some stability properties of stochastic differential equations of Itô's type (Q3028021) (← links)
- RANDOM ATTRACTORS FOR STOCHASTIC EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION (Q3065784) (← links)
- Asymptotic Properties of Stochastic Semilinear Equations by the Method of Lower Measures (Q3122768) (← links)
- (Q3139175) (← links)
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES (Q3149362) (← links)
- Uniform Exponential Ergodicity of Stochastic Dissipative Systems (Q3151359) (← links)
- Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion (Q3158192) (← links)
- (Q3201191) (← links)
- (Q3375702) (← links)
- Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion (Q3614770) (← links)
- Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion (Q3648572) (← links)
- Stability of invariant measure of a stochastic differential equation describing molecular rotation (Q3776322) (← links)
