Yang, Hao; Wang, Jian; Zhai, Jianliang Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications. (English) Zbl 07822052 Appl. Math. Optim. 89, No. 2, Paper No. 47, 21 p. (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60G51 37A25 PDFBibTeX XMLCite \textit{H. Yang} et al., Appl. Math. Optim. 89, No. 2, Paper No. 47, 21 p. (2024; Zbl 07822052) Full Text: DOI arXiv
Qin, Xiaolan; Wang, Renhai Global well-posedness, mean attractors and invariant measures of generalized reversible Gray-Scott lattice systems driven by nonlinear noise. (English) Zbl 07783067 Appl. Math. Optim. 89, No. 1, Paper No. 5, 46 p. (2024). MSC: 49K40 60H40 37H10 35B41 35K57 35B40 35R60 PDFBibTeX XMLCite \textit{X. Qin} and \textit{R. Wang}, Appl. Math. Optim. 89, No. 1, Paper No. 5, 46 p. (2024; Zbl 07783067) Full Text: DOI
Anugu, Sumith Reddy; Borkar, Vivek S. A selection procedure for extracting the unique Feller weak solution of degenerate diffusions. (English) Zbl 1523.60096 Appl. Math. Optim. 87, No. 3, Paper No. 46, 27 p. (2023). MSC: 60H10 60J25 34F05 35K65 35D40 49L25 PDFBibTeX XMLCite \textit{S. R. Anugu} and \textit{V. S. Borkar}, Appl. Math. Optim. 87, No. 3, Paper No. 46, 27 p. (2023; Zbl 1523.60096) Full Text: DOI arXiv
Majee, Ananta K. Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise. (English) Zbl 1501.35469 Appl. Math. Optim. 87, No. 1, Paper No. 7, 39 p. (2023). MSC: 35R60 35R09 46S50 49L20 49L25 91A23 93E20 PDFBibTeX XMLCite \textit{A. K. Majee}, Appl. Math. Optim. 87, No. 1, Paper No. 7, 39 p. (2023; Zbl 1501.35469) Full Text: DOI
Barbu, Tudor Mixed noise removal framework using a nonlinear fourth-order PDE-based model. (English) Zbl 1486.35252 Appl. Math. Optim. 84, Suppl. 2, 1865-1876 (2021). MSC: 35K35 35K59 60G35 65L12 65M06 68U10 68P30 94A08 PDFBibTeX XMLCite \textit{T. Barbu}, Appl. Math. Optim. 84, 1865--1876 (2021; Zbl 1486.35252) Full Text: DOI
Jacobe de Naurois, Ladislas; Jentzen, Arnulf; Welti, Timo Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise. (English) Zbl 1485.60061 Appl. Math. Optim. 84, Suppl. 2, 1187-1217 (2021). MSC: 60H15 35L05 35R60 PDFBibTeX XMLCite \textit{L. Jacobe de Naurois} et al., Appl. Math. Optim. 84, 1187--1217 (2021; Zbl 1485.60061) Full Text: DOI arXiv
Yamazaki, Kazuo Boussinesq system with partial viscous diffusion or partial thermal diffusion forced by a random noise. (English) Zbl 1477.35184 Appl. Math. Optim. 84, Suppl. 1, S1-S38 (2021). MSC: 35Q35 35Q31 60H15 60H40 76B03 76R10 35B65 35B45 35A01 80A19 35R60 PDFBibTeX XMLCite \textit{K. Yamazaki}, Appl. Math. Optim. 84, S1--S38 (2021; Zbl 1477.35184) Full Text: DOI
Belak, Christoph; Hoffmann, Daniel; Seifried, Frank T. Continuous-time mean field games with finite state space and common noise. (English) Zbl 1475.60141 Appl. Math. Optim. 84, No. 3, 3173-3216 (2021). MSC: 60J27 93E20 91A15 91A16 49N80 PDFBibTeX XMLCite \textit{C. Belak} et al., Appl. Math. Optim. 84, No. 3, 3173--3216 (2021; Zbl 1475.60141) Full Text: DOI
Athreya, Siva R.; Borkar, Vivek S.; Kumar, K. Suresh; Sundaresan, Rajesh Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions. (English) Zbl 1478.60214 Appl. Math. Optim. 83, No. 3, 2327-2374 (2021). MSC: 60J60 60G35 PDFBibTeX XMLCite \textit{S. R. Athreya} et al., Appl. Math. Optim. 83, No. 3, 2327--2374 (2021; Zbl 1478.60214) Full Text: DOI arXiv
Zhang, Yanjie; Qiao, Huijie; Duan, Jinqiao Effective filtering analysis for non-Gaussian dynamic systems. (English) Zbl 1470.60172 Appl. Math. Optim. 83, No. 1, 437-459 (2021). MSC: 60H10 37D10 70K70 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Appl. Math. Optim. 83, No. 1, 437--459 (2021; Zbl 1470.60172) Full Text: DOI arXiv
Kennedy, Christopher; Ward, Rachel Greedy variance estimation for the LASSO. (English) Zbl 1464.62348 Appl. Math. Optim. 82, No. 3, 1161-1182 (2020). MSC: 62J07 62C20 PDFBibTeX XMLCite \textit{C. Kennedy} and \textit{R. Ward}, Appl. Math. Optim. 82, No. 3, 1161--1182 (2020; Zbl 1464.62348) Full Text: DOI arXiv
Marinoschi, Gabriela Rescaling approach for a stochastic population dynamics equation perturbed by a linear multiplicative Gaussian noise. (English) Zbl 1436.35333 Appl. Math. Optim. 81, No. 2, 511-544 (2020). MSC: 35R60 60H15 92D25 35Q92 PDFBibTeX XMLCite \textit{G. Marinoschi}, Appl. Math. Optim. 81, No. 2, 511--544 (2020; Zbl 1436.35333) Full Text: DOI arXiv
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B. Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems. (English) Zbl 1429.49039 Appl. Math. Optim. 80, No. 2, 369-389 (2019). MSC: 49N10 60G15 60J65 49N35 PDFBibTeX XMLCite \textit{T. E. Duncan} et al., Appl. Math. Optim. 80, No. 2, 369--389 (2019; Zbl 1429.49039) Full Text: DOI
Barbu, Viorel; Brzeźniak, Zdzisław; Tubaro, Luciano Stochastic nonlinear parabolic equations with Stratonovich gradient noise. (English) Zbl 1404.93032 Appl. Math. Optim. 78, No. 2, 361-377 (2018). MSC: 93E20 49J55 60H15 PDFBibTeX XMLCite \textit{V. Barbu} et al., Appl. Math. Optim. 78, No. 2, 361--377 (2018; Zbl 1404.93032) Full Text: DOI
Chau, M. H. M.; Lai, Y.; Yam, S. C. P. Discrete-time mean field partially observable controlled systems subject to common noise. (English) Zbl 1378.49013 Appl. Math. Optim. 76, No. 1, 59-91 (2017). MSC: 49J55 93E20 93C55 93E11 93E10 39A50 60G15 49M25 PDFBibTeX XMLCite \textit{M. H. M. Chau} et al., Appl. Math. Optim. 76, No. 1, 59--91 (2017; Zbl 1378.49013) Full Text: DOI
Masiero, Federica A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control. (English) Zbl 1226.93140 Appl. Math. Optim. 62, No. 2, 253-294 (2010). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 93E20 35R60 49J45 49N60 PDFBibTeX XMLCite \textit{F. Masiero}, Appl. Math. Optim. 62, No. 2, 253--294 (2010; Zbl 1226.93140) Full Text: DOI arXiv
Lototsky, S. V. Wiener chaos and nonlinear filtering. (English) Zbl 1106.60051 Appl. Math. Optimization 54, No. 3, 265-291 (2006). MSC: 60H15 60G35 62M20 93E11 PDFBibTeX XMLCite \textit{S. V. Lototsky}, Appl. Math. Optim. 54, No. 3, 265--291 (2006; Zbl 1106.60051) Full Text: DOI
Kim, Jong Uhn A one-dimensional wave equation with white noise boundary condition. (English) Zbl 1102.35058 Appl. Math. Optimization 54, No. 2, 237-261 (2006). MSC: 35L50 35L65 35R60 60H15 PDFBibTeX XMLCite \textit{J. U. Kim}, Appl. Math. Optim. 54, No. 2, 237--261 (2006; Zbl 1102.35058) Full Text: DOI
Shen, Jianhong; Jung, Yoon-Mo Weberized Mumford-Shah model with Bose-Einstein photon noise. (English) Zbl 1094.94007 Appl. Math. Optimization 53, No. 3, 331-358 (2006). MSC: 94A08 92C20 49N45 62F15 70H03 PDFBibTeX XMLCite \textit{J. Shen} and \textit{Y.-M. Jung}, Appl. Math. Optim. 53, No. 3, 331--358 (2006; Zbl 1094.94007) Full Text: DOI
Meyer-Brandis, Thilo; Proske, Frank Explicit solution of a nonlinear filtering problem for Lévy processes with application to finance. (English) Zbl 1053.60040 Appl. Math. Optimization 50, No. 2, 119-134 (2004). Reviewer: Henri Schurz (Carbondale) MSC: 60G35 34F05 37H10 60G51 60H15 60H30 60H40 91B24 91B70 PDFBibTeX XMLCite \textit{T. Meyer-Brandis} and \textit{F. Proske}, Appl. Math. Optim. 50, No. 2, 119--134 (2004; Zbl 1053.60040) Full Text: DOI
Kim, Jong Uhn Approximate controllability of a stochastic wave equation. (English) Zbl 1059.93019 Appl. Math. Optimization 49, No. 1, 81-98 (2004). Reviewer: Hector O. Fattorini (Los Angeles) MSC: 93B05 35L05 93C20 35R60 60H15 PDFBibTeX XMLCite \textit{J. U. Kim}, Appl. Math. Optim. 49, No. 1, 81--98 (2004; Zbl 1059.93019) Full Text: DOI
Tang, Shanjian; Hou, Shui-hung Optimal control of point processes with noisy observations: the maximum principle. (English) Zbl 1001.93088 Appl. Math. Optimization 45, No. 2, 185-212 (2002). Reviewer: Alexander Yu.Veretennikov (Leeds) MSC: 93E20 49K45 60J75 60J60 60H15 PDFBibTeX XMLCite \textit{S. Tang} and \textit{S.-h. Hou}, Appl. Math. Optim. 45, No. 2, 185--212 (2002; Zbl 1001.93088) Full Text: DOI
Kim, J. U. On a stochastic plate equation. (English) Zbl 0985.35118 Appl. Math. Optimization 44, No. 1, 33-48 (2001). Reviewer: Stanislaw Wedrychowicz (Rzeszów) MSC: 35R60 60H15 35D05 74K20 PDFBibTeX XMLCite \textit{J. U. Kim}, Appl. Math. Optim. 44, No. 1, 33--48 (2001; Zbl 0985.35118) Full Text: DOI
Krylov, N. V.; Zatezalo, A. Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach. (English) Zbl 0977.62101 Appl. Math. Optimization 42, No. 3, 229-258 (2000). Reviewer: M.S.Rangachari (Chennai) MSC: 62M20 60G35 PDFBibTeX XMLCite \textit{N. V. Krylov} and \textit{A. Zatezalo}, Appl. Math. Optim. 42, No. 3, 229--258 (2000; Zbl 0977.62101) Full Text: DOI Link
Deck, T.; Potthoff, J.; Våge, G.; Watanabe, H. Stability of solutions of parabolic PDEs with random drift and viscosity limit. (English) Zbl 0952.60060 Appl. Math. Optimization 40, No. 3, 393-406 (1999). Reviewer: Dirk Blömker (Augsburg) MSC: 60H15 60G20 35R60 76F99 PDFBibTeX XMLCite \textit{T. Deck} et al., Appl. Math. Optim. 40, No. 3, 393--406 (1999; Zbl 0952.60060) Full Text: DOI Link
Chung, D. M.; Ji, U. C. Transformation groups on white noise functionals and their applications. (English) Zbl 1002.60557 Appl. Math. Optimization 37, No. 2, 205-223 (1998). MSC: 60H99 46F25 60H40 PDFBibTeX XMLCite \textit{D. M. Chung} and \textit{U. C. Ji}, Appl. Math. Optim. 37, No. 2, 205--223 (1998; Zbl 1002.60557) Full Text: DOI
Bensoussan, A.; Frehse, J.; Nagai, H. Some results on risk-sensitive control with full observation. (English) Zbl 0896.93035 Appl. Math. Optimization 37, No. 1, 1-41 (1998). Reviewer: M.Nisio (Osaka) MSC: 93E20 49L20 35K55 91A23 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Appl. Math. Optim. 37, No. 1, 1--41 (1998; Zbl 0896.93035) Full Text: DOI
Roubaud, M. C. Piecewise linear filtering with small observation noise. (Filtrage linéaire par morceaux avec petit bruit d’observation.) (French) Zbl 0824.60041 Appl. Math. Optimization 32, No. 2, 163-194 (1995). Reviewer: M.Boutahar (Marseille) MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{M. C. Roubaud}, Appl. Math. Optim. 32, No. 2, 163--194 (1995; Zbl 0824.60041) Full Text: DOI
James, M. R.; Le Gland, F. Consistent parameter estimation for partially observed diffusions with small noise. (English) Zbl 0822.62068 Appl. Math. Optimization 32, No. 1, 47-72 (1995). MSC: 62M05 62F12 93E11 93E10 60F10 PDFBibTeX XMLCite \textit{M. R. James} and \textit{F. Le Gland}, Appl. Math. Optim. 32, No. 1, 47--72 (1995; Zbl 0822.62068) Full Text: DOI
Yan, J. A. Products and transforms of white-noise functionals (in general setting). (English) Zbl 0821.60071 Appl. Math. Optimization 31, No. 2, 137-153 (1995). Reviewer: S.Takenaka (Okayama) MSC: 60H99 46F10 46F25 PDFBibTeX XMLCite \textit{J. A. Yan}, Appl. Math. Optim. 31, No. 2, 137--153 (1995; Zbl 0821.60071) Full Text: DOI
Betounes, David; Redfern, Mylan Stochastic integrals for nonprevisible, multiparameter processes. (English) Zbl 0799.60048 Appl. Math. Optimization 28, No. 2, 197-223 (1993). Reviewer: D.Nualart (Barcelona) MSC: 60H05 60G20 PDFBibTeX XMLCite \textit{D. Betounes} and \textit{M. Redfern}, Appl. Math. Optim. 28, No. 2, 197--223 (1993; Zbl 0799.60048) Full Text: DOI
Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo Recursive adaptive control of Markov decision processes with the average reward criterion. (English) Zbl 0723.90085 Appl. Math. Optimization 23, No. 3, 193-207 (1991). Reviewer: A.Nowak (Katowice) MSC: 90C40 93E35 PDFBibTeX XMLCite \textit{R. Cavazos-Cadena} and \textit{O. Hernández-Lerma}, Appl. Math. Optim. 23, No. 3, 193--207 (1991; Zbl 0723.90085) Full Text: DOI
Zhang, Qing Controlled partially observed diffusions with correlated noise. (English) Zbl 0714.93064 Appl. Math. Optimization 22, No. 3, 265-285 (1990). MSC: 93E20 60J60 PDFBibTeX XMLCite \textit{Q. Zhang}, Appl. Math. Optim. 22, No. 3, 265--285 (1990; Zbl 0714.93064) Full Text: DOI
Rosinski, Jan On stochastic integration by series of Wiener integrals. (English) Zbl 0661.60065 Appl. Math. Optimization 19, No. 2, 137-155 (1989). Reviewer: M.M.Rao MSC: 60H05 PDFBibTeX XMLCite \textit{J. Rosinski}, Appl. Math. Optim. 19, No. 2, 137--155 (1989; Zbl 0661.60065) Full Text: DOI
Balakrishnan, A. V. On abstract stochastic bilinear equations with white noise inputs. (English) Zbl 0528.60057 Appl. Math. Optimization 10, 351-366 (1983). MSC: 60H15 PDFBibTeX XMLCite \textit{A. V. Balakrishnan}, Appl. Math. Optim. 10, 351--366 (1983; Zbl 0528.60057) Full Text: DOI
Kallianpur, Gopinath; Karandikar, R. L. A finitely additive white noise approach to nonlinear filtering. (English) Zbl 0525.93063 Appl. Math. Optimization 10, 159-185 (1983). MSC: 93E11 60J25 60H15 60G35 62M20 PDFBibTeX XMLCite \textit{G. Kallianpur} and \textit{R. L. Karandikar}, Appl. Math. Optim. 10, 159--185 (1983; Zbl 0525.93063) Full Text: DOI
Bagchi, Arunabha; Olsder, Geert Jan Linear-quadratic stochastic pursuit-evasion games. (English) Zbl 0465.93065 Appl. Math. Optimization 7, 95-123 (1981). MSC: 91A60 91A05 91A24 PDFBibTeX XMLCite \textit{A. Bagchi} and \textit{G. J. Olsder}, Appl. Math. Optim. 7, 95--123 (1981; Zbl 0465.93065) Full Text: DOI
Balakrishnan, A. V. Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces. (English) Zbl 0439.28009 Appl. Math. Optimization 3, 209-225 (1977). MSC: 28C20 28A15 60G30 PDFBibTeX XMLCite \textit{A. V. Balakrishnan}, Appl. Math. Optim. 3, 209--225 (1977; Zbl 0439.28009) Full Text: DOI