Shananin, Alexander; Trusov, Nikolai The group behaviour modelling of workers in the labor market. (English) Zbl 1522.65151 Russ. J. Numer. Anal. Math. Model. 38, No. 4, 219-229 (2023). MSC: 65M06 60G51 91B39 93C20 37A50 35Q84 35Q91 PDFBibTeX XMLCite \textit{A. Shananin} and \textit{N. Trusov}, Russ. J. Numer. Anal. Math. Model. 38, No. 4, 219--229 (2023; Zbl 1522.65151) Full Text: DOI
Menoukeu-Pamen, Olivier; Xu, Guangli; Zhuo, Xiaoyang Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model. (English) Zbl 1519.91287 Quant. Finance 23, No. 5, 843-862 (2023). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65M06 91G30 91G20 60H35 PDFBibTeX XMLCite \textit{O. Menoukeu-Pamen} et al., Quant. Finance 23, No. 5, 843--862 (2023; Zbl 1519.91287) Full Text: DOI
Phuong, Nguyen Duc; Baleanu, Dumitru; Agarwal, Ravi P.; Long, Le Dinh Fractional evolution equation with Cauchy data in \(L^p\) spaces. (English) Zbl 1516.60021 Bound. Value Probl. 2022, Paper No. 100, 22 p. (2022). MSC: 60G15 60G22 60G52 60G57 PDFBibTeX XMLCite \textit{N. D. Phuong} et al., Bound. Value Probl. 2022, Paper No. 100, 22 p. (2022; Zbl 1516.60021) Full Text: DOI
Shang, Shijie; Zhang, Tusheng Stochastic heat equations with logarithmic nonlinearity. (English) Zbl 1527.60050 J. Differ. Equations 313, 85-121 (2022). Reviewer: Isamu Dôku (Saitama) MSC: 60H15 35R60 60J65 35D30 35K05 PDFBibTeX XMLCite \textit{S. Shang} and \textit{T. Zhang}, J. Differ. Equations 313, 85--121 (2022; Zbl 1527.60050) Full Text: DOI arXiv
Abolarinwa, Abimbola Differential Harnack estimates for a nonlinear evolution equation of Allen-Cahn type. (English) Zbl 1473.35074 Mediterr. J. Math. 18, No. 5, Paper No. 200, 15 p. (2021). Reviewer: Vincenzo Vespri (Firenze) MSC: 35B45 35B50 58J60 58J35 60J60 35K58 PDFBibTeX XMLCite \textit{A. Abolarinwa}, Mediterr. J. Math. 18, No. 5, Paper No. 200, 15 p. (2021; Zbl 1473.35074) Full Text: DOI
Lipton, Alexander; Kaushansky, Vadim On the first hitting time density for a reducible diffusion process. (English) Zbl 1466.91344 Quant. Finance 20, No. 5, 723-743 (2020). MSC: 91G20 91G40 60J70 45D05 PDFBibTeX XMLCite \textit{A. Lipton} and \textit{V. Kaushansky}, Quant. Finance 20, No. 5, 723--743 (2020; Zbl 1466.91344) Full Text: DOI
Lipton, Alexander; López de Prado, Marcos A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies. (English) Zbl 1457.91361 Int. J. Theor. Appl. Finance 23, No. 8, Article ID 2050056, 34 p. (2020). MSC: 91G15 60J70 PDFBibTeX XMLCite \textit{A. Lipton} and \textit{M. López de Prado}, Int. J. Theor. Appl. Finance 23, No. 8, Article ID 2050056, 34 p. (2020; Zbl 1457.91361) Full Text: DOI arXiv
Zakradze, Mamuli; Kublashvili, Murman; Koblishvili, Nana; Chakhvadze, Aleksandre The method of probabilistic solution for determination of electric and thermal stationary fields in conic and prismatic domains. (English) Zbl 1459.65232 Trans. A. Razmadze Math. Inst. 174, No. 2, 235-246 (2020). MSC: 65N75 65C20 60H30 PDFBibTeX XMLCite \textit{M. Zakradze} et al., Trans. A. Razmadze Math. Inst. 174, No. 2, 235--246 (2020; Zbl 1459.65232) Full Text: Link
Ceballos-Lira, Marcos J.; Pérez, Aroldo Global solutions and blowing-up solutions for a nonautonomous and nonlocal in space reaction-diffusion system with Dirichlet boundary conditions. (English) Zbl 1474.35392 Fract. Calc. Appl. Anal. 23, No. 4, 1025-1053 (2020). MSC: 35K57 35B44 35B09 35C15 60G52 PDFBibTeX XMLCite \textit{M. J. Ceballos-Lira} and \textit{A. Pérez}, Fract. Calc. Appl. Anal. 23, No. 4, 1025--1053 (2020; Zbl 1474.35392) Full Text: DOI
Lipton, Alexander Old problems, classical methods, new solutions. (English) Zbl 1447.91178 Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020). MSC: 91G20 60G40 35Q91 PDFBibTeX XMLCite \textit{A. Lipton}, Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020; Zbl 1447.91178) Full Text: DOI arXiv
Guerrero, Eugenio; López-Mimbela, José Alfredo Pointwise eigenfunction estimates and mean \(L^p\)-norm blowup of a system of semilinear SPDEs with symmetric Lévy generators. (English) Zbl 1453.60119 Stat. Probab. Lett. 149, 47-54 (2019). MSC: 60H15 PDFBibTeX XMLCite \textit{E. Guerrero} and \textit{J. A. López-Mimbela}, Stat. Probab. Lett. 149, 47--54 (2019; Zbl 1453.60119) Full Text: DOI
Wang, Xiaohuan Blow-up solutions of the stochastic nonlocal heat equations. (English) Zbl 1415.60080 Stoch. Dyn. 19, No. 2, Article ID 1950014, 12 p. (2019). MSC: 60H15 60H40 60H05 PDFBibTeX XMLCite \textit{X. Wang}, Stoch. Dyn. 19, No. 2, Article ID 1950014, 12 p. (2019; Zbl 1415.60080) Full Text: DOI
Dalang, Robert C.; Khoshnevisan, Davar; Zhang, Tusheng Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise. (English) Zbl 1418.60072 Ann. Probab. 47, No. 1, 519-559 (2019). MSC: 60H15 35K57 35R60 35B45 35B33 PDFBibTeX XMLCite \textit{R. C. Dalang} et al., Ann. Probab. 47, No. 1, 519--559 (2019; Zbl 1418.60072) Full Text: DOI arXiv Euclid
Guerrero, Eugenio; López-Mimbela, José Alfredo A criterion for blow up in finite time of a system of 1-dimensional reaction-diffusion equations. (English) Zbl 1524.35296 Hernández-Hernández, Daniel (ed.) et al., XII symposium of probability and stochastic processes, Merida, Mexico, November 16–20, 2015. Cham: Birkhäuser. Prog. Probab. 73, 207-217 (2018). MSC: 35K45 35B44 35K57 35K58 60H30 PDFBibTeX XMLCite \textit{E. Guerrero} and \textit{J. A. López-Mimbela}, Prog. Probab. 73, 207--217 (2018; Zbl 1524.35296) Full Text: DOI
Li, Kexue Blow-up of solutions for semilinear stochastic delayed reaction-diffusion equations with Lévy noise. (English) Zbl 1409.60096 Comput. Math. Appl. 75, No. 2, 388-400 (2018). MSC: 60H15 35B44 35R60 35K58 PDFBibTeX XMLCite \textit{K. Li}, Comput. Math. Appl. 75, No. 2, 388--400 (2018; Zbl 1409.60096) Full Text: DOI
Li, Mei; Gao, Hongjun Estimates of blow-up times of a system of semilinear SPDEs. (English) Zbl 1369.60041 Math. Methods Appl. Sci. 40, No. 11, 4149-4159 (2017). MSC: 60H15 35R60 74H35 PDFBibTeX XMLCite \textit{M. Li} and \textit{H. Gao}, Math. Methods Appl. Sci. 40, No. 11, 4149--4159 (2017; Zbl 1369.60041) Full Text: DOI
Bondarenko, A. N.; Bugueva, T. V.; Dedok, V. A. Inverse problems of anomalous diffusion theory: An artificial neural network approach. (Russian, English) Zbl 1374.35435 Sib. Zh. Ind. Mat. 19, No. 3, 3-14 (2016); translation in J. Appl. Ind. Math. 10, No. 3, 311-321 (2016). MSC: 35R30 60J60 26A33 35R11 68T05 PDFBibTeX XMLCite \textit{A. N. Bondarenko} et al., Sib. Zh. Ind. Mat. 19, No. 3, 3--14 (2016; Zbl 1374.35435); translation in J. Appl. Ind. Math. 10, No. 3, 311--321 (2016) Full Text: DOI
Bao, Jianhai; Yuan, Chenggui Blow-up for stochastic reaction-diffusion equations with jumps. (English) Zbl 1341.60061 J. Theor. Probab. 29, No. 2, 617-631 (2016). MSC: 60H15 60G15 60G60 60H05 35R60 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, J. Theor. Probab. 29, No. 2, 617--631 (2016; Zbl 1341.60061) Full Text: DOI
Shardin, Anton A.; Szölgyenyi, Michaela Optimal control of an energy storage facility under a changing economic environment and partial information. (English) Zbl 1396.91819 Int. J. Theor. Appl. Finance 19, No. 4, Article ID 1650026, 27 p. (2016). MSC: 91G80 60H10 93E20 PDFBibTeX XMLCite \textit{A. A. Shardin} and \textit{M. Szölgyenyi}, Int. J. Theor. Appl. Finance 19, No. 4, Article ID 1650026, 27 p. (2016; Zbl 1396.91819) Full Text: DOI arXiv
Mel’nik, S. A. Dynamics of solutions of the Cauchy problem for semilinear parabolic stochastic partial differential equations with power-law singularities. (English. Russian original) Zbl 1338.60162 Differ. Equ. 52, No. 1, 76-83 (2016); translation from Differ. Uravn. 52, No. 1, 78-85 (2016). MSC: 60H15 35R60 35K58 PDFBibTeX XMLCite \textit{S. A. Mel'nik}, Differ. Equ. 52, No. 1, 76--83 (2016; Zbl 1338.60162); translation from Differ. Uravn. 52, No. 1, 78--85 (2016) Full Text: DOI
Bearup, Daniel; Petrovskii, Sergei On time scale invariance of random walks in confined space. (English) Zbl 1412.92323 J. Theor. Biol. 367, 230-245 (2015). MSC: 92D50 60G50 PDFBibTeX XMLCite \textit{D. Bearup} and \textit{S. Petrovskii}, J. Theor. Biol. 367, 230--245 (2015; Zbl 1412.92323) Full Text: DOI Link
Rao, Ruofeng; Zhong, Shouming Existence of exponential \(p\)-stability nonconstant equilibrium of Markovian jumping nonlinear diffusion equations via Ekeland variational principle. (English) Zbl 1336.93174 Adv. Math. Phys. 2015, Article ID 812150, 10 p. (2015). MSC: 93E20 60J75 93C42 35Q93 93C20 PDFBibTeX XMLCite \textit{R. Rao} and \textit{S. Zhong}, Adv. Math. Phys. 2015, Article ID 812150, 10 p. (2015; Zbl 1336.93174) Full Text: DOI
Mel’nik, S. A. Comparison theorem for solutions of parabolic stochastic equations with an absorber. (English. Russian original) Zbl 1322.60118 Theory Probab. Math. Stat. 90, 161-173 (2015); translation from Teor. Jmovirn. Mat. Stat. 90, 142–154 (2014). MSC: 60H15 PDFBibTeX XMLCite \textit{S. A. Mel'nik}, Theory Probab. Math. Stat. 90, 161--173 (2015; Zbl 1322.60118); translation from Teor. Jmovirn. Mat. Stat. 90, 142--154 (2014) Full Text: DOI
Zhuravlev, V. M. Superposition principle and exact solutions of a nonlinear diffusion equation. (English. Russian original) Zbl 1325.35093 Theor. Math. Phys. 183, No. 1, 478-490 (2015); translation from Teor. Mat. Fiz. 183, No. 1, 36-50 (2015). MSC: 35K55 35K57 60J60 PDFBibTeX XMLCite \textit{V. M. Zhuravlev}, Theor. Math. Phys. 183, No. 1, 478--490 (2015; Zbl 1325.35093); translation from Teor. Mat. Fiz. 183, No. 1, 36--50 (2015) Full Text: DOI
Lv, Guangying; Duan, Jinqiao Impacts of noise on a class of partial differential equations. (English) Zbl 1319.60143 J. Differ. Equations 258, No. 6, 2196-2220 (2015). Reviewer: Dora Seleši (Novi Sad) MSC: 60H15 35R60 35K20 PDFBibTeX XMLCite \textit{G. Lv} and \textit{J. Duan}, J. Differ. Equations 258, No. 6, 2196--2220 (2015; Zbl 1319.60143) Full Text: DOI arXiv
Aggez, Necmettin; Ashyralyyewa, Maral Numerical solution of stochastic hyperbolic equations. (English) Zbl 1246.65009 Abstr. Appl. Anal. 2012, Article ID 824819, 20 p. (2012). MSC: 65C30 60H15 65N06 PDFBibTeX XMLCite \textit{N. Aggez} and \textit{M. Ashyralyyewa}, Abstr. Appl. Anal. 2012, Article ID 824819, 20 p. (2012; Zbl 1246.65009) Full Text: DOI
Chow, Pao-Liu; Liu, Kai Positivity and explosion in mean \(L^p\)-norm of stochastic functional parabolic equations of retarded type. (English) Zbl 1242.60062 Stochastic Processes Appl. 122, No. 4, 1709-1729 (2012). MSC: 60H15 60G15 60H05 PDFBibTeX XMLCite \textit{P.-L. Chow} and \textit{K. Liu}, Stochastic Processes Appl. 122, No. 4, 1709--1729 (2012; Zbl 1242.60062) Full Text: DOI
Limić, Nedžad Markov jump processes approximating a non-symmetric generalized diffusion. (English) Zbl 1228.60086 Appl. Math. Optim. 64, No. 1, 101-133 (2011). MSC: 60J60 PDFBibTeX XMLCite \textit{N. Limić}, Appl. Math. Optim. 64, No. 1, 101--133 (2011; Zbl 1228.60086) Full Text: DOI
Chow, Pao-Liu Explosive solutions of stochastic reaction-diffusion equations in mean \(L^p\)-norm. (English) Zbl 1213.35410 J. Differ. Equations 250, No. 5, 2567-2580 (2011). MSC: 35R60 60H15 35B44 35B09 PDFBibTeX XMLCite \textit{P.-L. Chow}, J. Differ. Equations 250, No. 5, 2567--2580 (2011; Zbl 1213.35410) Full Text: DOI
Knopov, P. S. Some applied problems from random field theory. (English. Russian original) Zbl 1393.60054 Cybern. Syst. Anal. 46, No. 1, 62-71 (2010); translation from Kibern. Sist. Anal. 2010, No. 1, 70-81 (2010). MSC: 60G60 60G35 94A12 PDFBibTeX XMLCite \textit{P. S. Knopov}, Cybern. Syst. Anal. 46, No. 1, 62--71 (2010; Zbl 1393.60054); translation from Kibern. Sist. Anal. 2010, No. 1, 70--81 (2010) Full Text: DOI
Morozov, A. N.; Skripkin, A. V. Application of integral transforms to a description of the Brownian motion by a non-Markovian random process. (English. Russian original) Zbl 1277.60181 Russ. Phys. J. 52, No. 2, 184-195 (2009); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 2009, No. 2, 66-74 (2009). MSC: 60K35 82C41 PDFBibTeX XMLCite \textit{A. N. Morozov} and \textit{A. V. Skripkin}, Russ. Phys. J. 52, No. 2, 184--195 (2009; Zbl 1277.60181); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 2009, No. 2, 66--74 (2009) Full Text: DOI
Morozov, A. N.; Skripkin, A. V. Application of integral transforms to a description of the Brownian motion by a non-Markovian random process. (English. Russian original) Zbl 1227.60115 Russ. Phys. J. 52, No. 2, 184-195 (2009); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 2009, No. 2, 66-74 (2009). MSC: 60K40 60K15 60J65 PDFBibTeX XMLCite \textit{A. N. Morozov} and \textit{A. V. Skripkin}, Russ. Phys. J. 52, No. 2, 184--195 (2009; Zbl 1227.60115); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 2009, No. 2, 66--74 (2009) Full Text: DOI
Hedenmalm, Håkan On the asymptotic free boundary for the American put option problem. (English) Zbl 1172.91319 J. Math. Anal. Appl. 314, No. 1, 345-362 (2006). MSC: 91B28 60H30 60H10 PDFBibTeX XMLCite \textit{H. Hedenmalm}, J. Math. Anal. Appl. 314, No. 1, 345--362 (2006; Zbl 1172.91319) Full Text: DOI arXiv
Preziosi, L.; Teppati, G.; Bellomo, N. Modeling and solution of stochastic inverse problems in mathematical physics. (English) Zbl 0755.60102 Math. Comput. Modelling 16, No. 5, 37-51 (1992). MSC: 60K40 65M99 60H99 PDFBibTeX XMLCite \textit{L. Preziosi} et al., Math. Comput. Modelling 16, No. 5, 37--51 (1992; Zbl 0755.60102) Full Text: DOI
Kazimierczyk, P. On the stochastic inverse problem for the heat conduction equation. (English) Zbl 0702.73024 Rep. Math. Phys. 26, No. 2, 245-259 (1988). MSC: 74J25 35R30 80A23 74A15 60H15 74S30 35K05 PDFBibTeX XMLCite \textit{P. Kazimierczyk}, Rep. Math. Phys. 26, No. 2, 245--259 (1988; Zbl 0702.73024) Full Text: DOI
Dorogovtsev, A. Ya.; Ivasishen, S. D.; Kukush, A. G. Asymptotic behavior of solutions of the heat-conduction equation with white noise in the right side. (English. Russian original) Zbl 0576.60050 Ukr. Math. J. 37, 10-15 (1985); translation from Ukr. Mat. Zh. 37, No. 1, 13-20 (1985). Reviewer: P.Kotelenez MSC: 60H15 93E15 PDFBibTeX XMLCite \textit{A. Ya. Dorogovtsev} et al., Ukr. Math. J. 37, 10--15 (1985; Zbl 0576.60050); translation from Ukr. Mat. Zh. 37, No. 1, 13--20 (1985) Full Text: DOI
Val’kovskaya, V. I. Unbound quasistatic random thermoelastic fields in thin-walled elements. (English. Russian original) Zbl 0442.73012 Sov. Appl. Mech. 15, 627-632 (1980); translation from Prikl. Mekh. 15, No. 7, 81-87 (1979). MSC: 74F05 74H45 74K10 60G60 PDFBibTeX XMLCite \textit{V. I. Val'kovskaya}, Sov. Appl. Mech. 15, 627--632 (1979; Zbl 0442.73012); translation from Prikl. Mekh. 15, No. 7, 81--87 (1979) Full Text: DOI
Maslov, V. P.; Chebotarev, A. M. Jump-type processes and their applications in quantum mechanics. (English. Russian original) Zbl 0516.28016 J. Sov. Math. 13, 315-358 (1980); translation from Itogi Nauki Tekh., Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern. 15, 5-78 (1978). MSC: 28C20 81S40 60J27 65C05 PDFBibTeX XMLCite \textit{V. P. Maslov} and \textit{A. M. Chebotarev}, J. Sov. Math. 13, 315--358 (1978; Zbl 0516.28016); translation from Itogi Nauki Tekh., Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern. 15, 5--78 (1978) Full Text: DOI
Kolmanovskij, V. B. On probability control of certain systems. (English. Russian original) Zbl 0359.93044 J. Appl. Math. Mech. 40, 730-738 (1976); translation from Prikl. Mat. Mekh. 40, 782-789 (1976). MSC: 93E20 60H10 PDFBibTeX XMLCite \textit{V. B. Kolmanovskij}, J. Appl. Math. Mech. 40, 730--738 (1976; Zbl 0359.93044); translation from Prikl. Mat. Mekh. 40, 782--789 (1976) Full Text: DOI
Ladde, G. S.; Siljak, D. D. Stability of multispecies communities in randomly varying environment. (English) Zbl 0313.92013 J. Math. Biol. 2, 165-178 (1975). MSC: 92D25 60H10 93E15 PDFBibTeX XMLCite \textit{G. S. Ladde} and \textit{D. D. Siljak}, J. Math. Biol. 2, 165--178 (1975; Zbl 0313.92013) Full Text: DOI