## Found 409 Documents (Results 1–100)

100
MathJax

Full Text:

Full Text:

### A refined Green’s function estimate of the time measurable parabolic operators with conic domains. (English)Zbl 1483.35103

MSC:  35K08 35K20 60H15
Full Text:

Full Text:

Full Text:

### Investigation of solutions to higher-order dispersive equations with $$\varphi$$-sub-Gaussian initial conditions. (English)Zbl 07450275

MSC:  60G12 35K58 35R60
Full Text:

### A stochastic control problem with regime switching. (English)Zbl 07445738

MSC:  35J57 35J47 60J70
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Second order necessary conditions for optimal control problems of stochastic evolution equations. (English)Zbl 1478.93738

MSC:  93E20 60H07 60H15
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Perturbed second-order stochastic evolution equations. (English)Zbl 1478.60173

MSC:  60H10 60H20 34K50
Full Text:

Full Text:

### Solitonic combinations, commuting nonselfadjoint operators, and applications. (English)Zbl 07355807

MSC:  47A48 60G12 47F05
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### A general stability result for second order stochastic quasilinear evolution equations with memory. (English)Zbl 07509697

MSC:  60H15 35L05 35L70
Full Text:

### Averaging principle for a stochastic cable equation. (English)Zbl 1479.60123

MSC:  60H15 35K10 60G57
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type. (English)Zbl 1460.93108

MSC:  93E20 60H10
Full Text:

### Representation of solutions to 2BSDEs in an extended monotonicity setting. (English)Zbl 1471.60089

MSC:  60H10 60H30
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Mixed first- and second-order cointegrated continuous time models with mixed stock and flow data. (English)Zbl 1478.62242

MSC:  62M09 60H10
Full Text:

### Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs. (English)Zbl 1461.60043

MSC:  60H10 35K20 49L25
Full Text:

### Necessary conditions for stochastic optimal control problems in infinite dimensions. (English)Zbl 1441.93337

MSC:  93E20 49J53 60H15
Full Text:

### On a non-linear 2D fractional wave equation. (English. French summary)Zbl 1434.60152

MSC:  60H15 60G22 35L71
Full Text:

Full Text:

Full Text:

Full Text:

### From weakly interacting particles to a regularised Dean-Kawasaki model. (English)Zbl 1439.60059

MSC:  60H15 35R60
Full Text:

Full Text:

### Analysis of random non-autonomous logistic-type differential equations via the Karhunen-Loève expansion and the random variable transformation technique. (English)Zbl 1464.60059

MSC:  60H10 34F05 60G12
Full Text:

Full Text:

Full Text:

### Periodic stochastic high-order Degasperis-Procesi equation with cylindrical fBm. (English)Zbl 1434.60149

MSC:  60H15 60H40 35L70
Full Text:

Full Text:

Full Text:

### A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems. (English)Zbl 1425.93302

MSC:  93E20 93C15 60H10
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Impacts of noise on heat equations. (English)Zbl 1420.35113

MSC:  35K20 60H15 60H40
Full Text:

### A nonlinear wave equation with fractional perturbation. (English)Zbl 1427.60121

MSC:  60H15 60G22 35L71
Full Text:

### Second-order BSDE under monotonicity condition and liquidation problem under uncertainty. (English)Zbl 1451.60060

MSC:  60H10 60H30 93E20
Full Text:

### Averaging principle for multiscale stochastic reaction-diffusion-advection equations. (English)Zbl 1408.35233

MSC:  35R60 60H15 35K51
Full Text:

Full Text:

Full Text:

### On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting. (English)Zbl 1462.62148

MSC:  62F10 60G12 60H10
Full Text:

### A parameter estimator based on Smoluchowski-Kramers approximation. (English)Zbl 1442.60062

MSC:  60H10 49J45 62F12
Full Text:

Full Text:

### Symbolic and numeric scheme for solution of linear integro-differential equations with random parameter uncertainties and Gaussian stochastic process input. (English)Zbl 1480.65010

MSC:  65C05 45K05 60H35
Full Text:

### Solving second-order linear differential equations with random analytic coefficients about ordinary points: a full probabilistic solution by the first probability density function. (English)Zbl 1427.65007

MSC:  65C30 60H25
Full Text:

### Mixing for the Burgers equation driven by a localized two-dimensional stochastic forcing. (English)Zbl 1423.35476

Ammari, Kaïs (ed.) et al., Evolution equations. Long time behavior and control. Proceedings of the summer school, Université Savoie Mont Blanc, Chambéry, France, June 15–18, 2015. Cambridge: Cambridge University Press. Lond. Math. Soc. Lect. Note Ser. 439, 179-194 (2018).
MSC:  35R60 35K10 60H15
Full Text:

Full Text:

Full Text:

### Stochastic quasilinear viscoelastic wave equation with nonlinear damping and source terms. (English)Zbl 1403.60055

MSC:  60H15 35L05 35L70
Full Text:

### A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation. (English)Zbl 1401.93234

MSC:  93E20 60H30 49L25
Full Text:

Full Text:

### Statistical physics of synchronization. (English)Zbl 1407.82003

SpringerBriefs in Complexity. Cham: Springer (ISBN 978-3-319-96663-2/pbk; 978-3-319-96664-9/ebook). xvi, 121 p. (2018).
Full Text:

Full Text:

Full Text:

### Renormalization of the two-dimensional stochastic nonlinear wave equations. (English)Zbl 1400.35240

MSC:  35R60 35L71 60H15
Full Text:

Full Text:

Full Text:

### Strong solutions to stochastic differential equations with rough coefficients. (English)Zbl 1451.60091

MSC:  60J60 60H10 35K10
Full Text:

Full Text:

Full Text:

### Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps. (English)Zbl 1391.60125

MSC:  60H05 60H15 60H20 35R09 60J75
Full Text:

Full Text:

### Second-order necessary conditions for stochastic optimal control problems. (English)Zbl 1380.93294

MSC:  93E20 60H07 60H10
Full Text:

Full Text:

Full Text:

### Well-posedness for stochastic $$b$$-family equation with Lévy noise. (Chinese. English summary)Zbl 07494552

MSC:  60H15 35L05 35L70
Full Text:

### The exit times for the diffusion risk model with drift coefficient. (English)Zbl 1442.37118

MSC:  37N40 91B05 60J25
Full Text:

### The rate of convergence of the Hurst index estimate for a stochastic differential equation. (English)Zbl 1416.60061

MSC:  60H10 60G22
Full Text:

### Uncertain wave equation with infinite half-boundary. (English)Zbl 1411.35190

MSC:  35L20 35R60 60H15
Full Text:

Full Text:

### Well-posedness and large deviations for a class of SPDEs with Lévy noise. (English)Zbl 1400.60086

MSC:  60H15 35L05 35L70
Full Text:

all top 5

all top 5

all top 5

all top 3

all top 3