Found 21 Documents (Results 1–21)
Applications of multi-parameter martingales in Fourier analysis. (English) Zbl 1231.42028
Reviewer: Ferenc Móricz (Szeged)
Another approach to some rough and stochastic partial differential equations. (English) Zbl 1234.35330
Exponential mixing for some SPDEs with Lévy noise. (English) Zbl 1239.60060
Reviewer: Martin Grothaus (Kaiserslautern)
First exit times of solutions of stochastic differential equations driven by multiplicative Lévy noise with heavy tails. (English) Zbl 1235.60069
Reviewer: Jordan M. Stoyanov (Newcastle upon Tyne)
Synchronization and transport in an oscillating periodic potential. (English) Zbl 1238.60087
Reviewer: Vitalii Gasanenko (Kyiv)
Invariant manifolds for stochastic models in fluid dynamics. (English) Zbl 1247.60094
Reviewer: Kai Liu (Liverpool)
Initial enlargement in a Markov chain market model. (English) Zbl 1239.91064
Reviewer: Monique Pontier (Toulouse)
Random differential equations with random delays. (English) Zbl 1270.34182
Reviewer: Yong-Kui Chang (Lanzhou)
An averaging principle for two-scale stochastic partial differential equations. (English) Zbl 1243.60053
Reviewer: Nicolas Perkowski (Berlin)
Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations. (English) Zbl 1237.91128
Regularizing properties of Brownian paths and a result of Davie. (English) Zbl 1236.60077
Reviewer: Ismael Bailleul (Rennes)
Pseudo-resonance induced quasi-periodic behavior in stochastic threshold dynamics. (English) Zbl 1222.70022
Random attractors of stochastic reaction-diffusion equations on variable domains. (English) Zbl 1235.60076
Reviewer: Aleksandr D. Borisenko (Kyïv)
Optimal consumption and investment in incomplete markets with general constraints. (English) Zbl 1237.91202
The numerical stability of stochastic ordinary differential equations with additive noise. (English) Zbl 1236.60067
Reviewer: Melvin D. Lax (Long Beach)
Estimates for the solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter \(H \in (\frac13, \frac12)\). (English) Zbl 1231.60049
Exponential growth rate for derivatives of stochastic flows. (English) Zbl 1235.60073
Reviewer: Yuri Kifer (Jerusalem)
Skorokhod embeddings in bounded time. (English) Zbl 1241.60021
Reviewer: Nicolas Perkowski (Berlin)
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