1

Adapted solution of a backward stochastic differential equation

Year:
1990
Language:
english
File:
PDF, 302 KB
english, 1990
9

Stochastic calculus with anticipating integrands

Year:
1988
Language:
english
File:
PDF, 1.77 MB
english, 1988
10

Discretization and simulation of stochastic differential equations

Year:
1985
Language:
english
File:
PDF, 1005 KB
english, 1985
13

Optimal Control for Partially Observed Diffusions

Year:
1982
Language:
english
File:
PDF, 2.27 MB
english, 1982
19

Time Reversal of Diffusions

Year:
1986
Language:
english
File:
PDF, 1.04 MB
english, 1986
20

A Wong-Zakai theorem for stochastic PDEs

Year:
2015
Language:
english
File:
PDF, 648 KB
english, 2015
24

Lp solutions of backward stochastic differential equations

Year:
2003
Language:
english
File:
PDF, 249 KB
english, 2003
25

On quasi-linear stochastic partial differential equations

Year:
1993
Language:
english
File:
PDF, 517 KB
english, 1993
26

White noise driven quasilinear SPDEs with reflection

Year:
1992
Language:
english
File:
PDF, 557 KB
english, 1992
27

White noise driven SPDEs with reflection

Year:
1993
Language:
english
File:
PDF, 909 KB
english, 1993
29

Stochastic variational inequalities of parabolic type

Year:
1989
Language:
english
File:
PDF, 1.19 MB
english, 1989
30

Generalized BSDEs and nonlinear Neumann boundary value problems

Year:
1998
Language:
english
File:
PDF, 311 KB
english, 1998
31

Malliavin Calculus for White Noise Driven Parabolic SPDEs

Year:
1998
Language:
english
File:
PDF, 304 KB
english, 1998
32

Moments of Semilinear Random Evolutions

Year:
1981
Language:
english
File:
PDF, 2.01 MB
english, 1981
37

Moments of Semilinear Random Evolutions

Year:
1981
Language:
english
File:
PDF, 1.39 MB
english, 1981
38

Markov Processes: Characterization and Convergence.by Stewart N. Ethier; Thomas G. Kurtz

Year:
1988
Language:
english
File:
PDF, 313 KB
english, 1988
39

Probabilistic interpretation of a system of quasilinear parabolic PDE s

Year:
2004
Language:
english
File:
PDF, 6.34 MB
english, 2004
40

On the Poisson Equation and Diffusion Approximation. I

Year:
2001
Language:
english
File:
PDF, 1.24 MB
english, 2001
42

Équations du filtrage non linéaire de la prédiction et du lissage

Year:
1982
Language:
english
File:
PDF, 946 KB
english, 1982
43

On the Poisson Equation and Diffusion Approximation 3

Year:
2005
Language:
english
File:
PDF, 1.60 MB
english, 2005
44

On Poisson Equation and Diffusion Approximation 2

Year:
2003
Language:
english
File:
PDF, 1.87 MB
english, 2003
49

Large deviation principle for epidemic models

Year:
2017
Language:
english
File:
PDF, 207 KB
english, 2017