1

Stochastic Equations in Infinite Dimensions || Markov property and Kolmogorov equation

Year:
2014
Language:
english
File:
PDF, 344 KB
english, 2014
2

Controllability of stochastic linear systems

Year:
1981
Language:
english
File:
PDF, 403 KB
english, 1981
4

Nonlinear stochastic wave and heat equations

Year:
2000
Language:
english
File:
PDF, 171 KB
english, 2000
5

A note on stochastic convolution

Year:
1992
Language:
english
File:
PDF, 290 KB
english, 1992
7

On Filtering Equations in Infinite Dimensions

Year:
1997
Language:
english
File:
PDF, 2.30 MB
english, 1997
8

Continuity of Stochastic Convolutions

Year:
2001
Language:
english
File:
PDF, 144 KB
english, 2001
10

Erratum: On Decomposition of Generators

Year:
1980
Language:
english
File:
PDF, 82 KB
english, 1980
11

On Decomposition of Generators

Year:
1978
Language:
english
File:
PDF, 1.06 MB
english, 1978
12

Heath–Jarrow–Morton–Musiela equation with Lévy perturbation

Year:
2012
Language:
english
File:
PDF, 438 KB
english, 2012
14

On CIR Equations with General Factors

Year:
2020
Language:
english
File:
PDF, 366 KB
english, 2020
16

Liouville theorems for non-local operators

Year:
2004
Language:
english
File:
PDF, 407 KB
english, 2004
17

Wong-Zakai approximations of stochastic evolution equations

Year:
2006
Language:
english
File:
PDF, 246 KB
english, 2006
18

Regularity of Ornstein–Uhlenbeck Processes Driven by a Lévy White Noise

Year:
2010
Language:
english
File:
PDF, 711 KB
english, 2010
19

ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS

Year:
2011
Language:
english
File:
PDF, 150 KB
english, 2011
23

Gauss-Markov processes on Hilbert spaces

Year:
2015
Language:
english
File:
PDF, 290 KB
english, 2015
24

A Semigroup Approach to Boundary Value Control

Year:
1977
Language:
english
File:
PDF, 2.42 MB
english, 1977
33

Large deviations for stochastic PDE with Lévy noise

Year:
2011
Language:
english
File:
PDF, 329 KB
english, 2011
36

Exponential moments for HJM models with jumps

Year:
2007
Language:
english
File:
PDF, 380 KB
english, 2007
37

Strict positivity for stochastic heat equations

Year:
1998
Language:
english
File:
PDF, 149 KB
english, 1998
38

Invariant measures for semilinear stochastic equations

Year:
1992
Language:
english
File:
PDF, 618 KB
english, 1992
39

Forward rate models with linear volatilities

Year:
2012
Language:
english
File:
PDF, 759 KB
english, 2012
40

Mathematical Control Theory || Controllability and observability

Year:
2008
Language:
english
File:
PDF, 632 KB
english, 2008
41

Mathematical Control Theory || Controllability and observability of nonlinear systems

Year:
2008
Language:
english
File:
PDF, 702 KB
english, 2008
42

Mathematical Control Theory || Controllability

Year:
2008
Language:
english
File:
PDF, 518 KB
english, 2008
43

On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space

Year:
1975
Language:
english
File:
PDF, 1.49 MB
english, 1975
44

Uniqueness for Integro-PDE in Hilbert Spaces

Year:
2013
Language:
english
File:
PDF, 469 KB
english, 2013
46

Null Controllability with Vanishing Energy

Year:
2003
Language:
english
File:
PDF, 241 KB
english, 2003
48

Markovian term structure models in discrete time

Year:
2002
Language:
english
File:
PDF, 175 KB
english, 2002
50

A Note on Stochastic Burgers’ System of Equations

Year:
2004
Language:
english
File:
PDF, 271 KB
english, 2004