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Found 15 Documents (Results 1–15)

A note on evolution systems of measures for time-dependent stochastic differential equations. (English) Zbl 1154.60050

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications V. Proceedings of the 5th seminar, Centro Stefano Franscini, Ascona, Switzerland, May 30 to June 3, 2005. Basel: Birkhäuser (ISBN 978-3-7643-8457-9/hbk). Progress in Probability 59, 115-122 (2008).
MSC:  60H10 37L40 37A25
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Homogenization of diffusions on the lattice \(\mathbb Z^d\) with periodic drift coefficients, applying a logarithmic Sobolev inequality or a weak Poincaré inequality. (English) Zbl 1162.60021

Benth, Fred Espen (ed.) et al., Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 – August 4, 2005, held in honor of Kiyosi Itô. Berlin: Springer (ISBN 978-3-540-70846-9/hbk). Abel Symposia 2, 53-72 (2007).
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Dissipative stochastic equations in Hilbert space with time dependent coefficients. (English) Zbl 1150.47030

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