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Mohammed, Salah-Eldin A.

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Author ID: mohammed.salah-eldin-a Recent zbMATH articles by "Mohammed, Salah-Eldin A."
Published as: Mohammed, S.; Mohammed, S. E. A.; Mohammed, S.-E. A.; Mohammed, Salah; Mohammed, Salah E. A.; Mohammed, Salah Eldin A.; Mohammed, Salah-E. A.; Mohammed, Salah-Eldin; Mohammed, Salah-Eldin A.
Documents Indexed: 53 Publications since 1974, including 3 Books
Biographic References: 2 Publications

Publications by Year

Citations contained in zbMATH Open

43 Publications have been cited 689 times in 491 Documents Cited by Year
Stochastic functional differential equations. Zbl 0584.60066
Mohammed, S.-E. A.
214
1984
A delayed Black and Scholes formula. Zbl 1119.60059
Arriojas, Mercedes; Hu, Yaozhong; Mohammed, Salah-Eldin; Pap, Gyula
49
2007
Discrete-time approximations of stochastic delay equations: the Milstein scheme. Zbl 1062.60065
Hu, Yaozhong; Mohammed, Salah-Eldin A.; Yan, Feng
47
2004
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations. Zbl 1169.60014
Mohammed, Salah-Eldin A.; Zhang, Tusheng; Zhao, Huaizhong
42
2008
The stable manifold theorem for stochastic differential equations. Zbl 0940.60084
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
38
1999
Stochastic differential systems with memory: Theory, examples and applications. Zbl 0901.60030
Mohammed, Salah-Eldin A.
36
1998
Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation. Zbl 1333.60127
Mohammed, Salah-Eldin A.; Nilssen, Torstein K.; Proske, Frank N.
28
2015
The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow. Zbl 1039.60060
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
18
2003
The infinitesimal generator of a stochastic functional differential equation. Zbl 0497.60060
Mohammed, S. E. A.
17
1982
An extension of Hörmander’s theorem for infinitely degenerate second-order operators. Zbl 0840.60053
Bell, Denis R.; Mohammed, Salah-Eldin A.
14
1995
Lyapunov exponents of linear stochastic functional differential equations. II: Examples and case studies. Zbl 0885.60043
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
13
1997
Weak convergence of the Euler scheme for stochastic differential delay equations. Zbl 1223.65008
Buckwar, Evelyn; Kuske, Rachel; Mohammed, Salah-Eldin; Shardlow, Tony
12
2008
The Malliavin calculus and stochastic delay equations. Zbl 0738.60056
Bell, Denis R.; Mohammed, Salah-Eldin A.
12
1991
Non-linear flows of stochastic linear delay equations. Zbl 0565.60053
Mohammed, S. E. A.
12
1986
Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. Zbl 1339.93121
Dahl, K.; Mohammed, S.-E. A.; Øksendal, B.; Røse, E. E.
11
2016
Large deviations for stochastic systems with memory. Zbl 1136.60021
Mohammed, Salah-Eldin A.; Zhang, Tusheng
11
2006
On the solution of stochastic ordinary differential equations via small delays. Zbl 0684.60047
Bell, Denis R.; Mohammed, Salah E. A.
11
1989
Lyapunov exponents and stationary solutions for affine stochastic delay equations. Zbl 0704.60062
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
10
1990
The Lyapunov spectrum and stable manifolds for stochastic linear delay equations. Zbl 0699.60045
Mohammed, Salah-Eldin A.
9
1990
Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. I: The multiplicative ergodic theory. Zbl 0862.60044
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
8
1996
Lyapunov exponents and stochastic flows of linear and affine hereditary systems. Zbl 0763.60030
Mohammed, Salah-Eldin A.
8
1992
The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem. Zbl 1053.60061
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
7
2004
Spatial estimates for stochastic flows in Euclidean space. Zbl 0937.60056
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
7
1998
Smooth densities for degenerate stochastic delay equations with hereditary drift. Zbl 0852.60063
Bell, Denis R.; Mohammed, Salah-Eldin A.
6
1995
Stochastic Burgers equation with random initial velocities: a Malliavin calculus approach. Zbl 1274.60205
Mohammed, Salah-Eldin A.; Zhang, Tusheng
5
2013
A stochastic calculus for systems with memory. Zbl 1080.60058
Yan, Feng; Mohammed, Salah
5
2005
Dynamics of stochastic 2D Navier-Stokes equations. Zbl 1213.60107
Mohammed, Salah; Zhang, Tusheng
4
2010
Hartman-Grobman theorems along hyperbolic stationary trajectories. Zbl 1115.93086
Coayla-Teran, Edson A.; Mohammed, Salah-Eldin A.; Ruffino, Paulo Régis C.
4
2007
Hyperbolic state space decomposition for a linear stochastic delay equation. Zbl 0588.60051
Mohammed, S.; Scheutzow, M.; von Weizsäcker, Heinrich
4
1986
Stability of linear delay equations under a small noise. Zbl 0571.34038
Mohammed, S. E. A.
4
1986
A stochastic delay model for pricing debt and equity: numerical techniques and applications. Zbl 1304.91237
Tambue, Antoine; Kemajou Brown, Elisabeth; Mohammed, Salah
3
2015
Unstable invariant distributions for a class of stochastic delay equations. Zbl 0636.60063
Mohammed, S. E. A.
3
1988
Retarded functional differential equations. A global point of view. Zbl 0384.34041
Mohammed, S. E. A.
3
1978
Flows for singular stochastic differential equations with unbounded drifts. Zbl 07073285
Menoukeu-Pamen, Olivier; Mohammed, Salah E. A.
2
2019
The substitution theorem for semilinear stochastic partial differential equations. Zbl 1138.60048
Mohammed, Salah-Eldin A.; Zhang, Tusheng
2
2007
Third order estimates for blow-up solutions of particular elliptic equations in the radial case. Zbl 1159.35314
Mohammed, S.; Sanna, N.
2
2003
Hypoelliptic parabolic operators with exponential degeneracies. Zbl 0790.35016
Bell, Denis R.; Mohammed, Salah-Eldin A.
2
1993
Anticipating stochastic 2D Navier-Stokes equations. Zbl 1282.35281
Mohammed, Salah; Zhang, Tusheng
1
2013
The Burgers equation with affine linear noise: dynamics and stability. Zbl 1248.60072
Mohammed, Salah; Zhang, Tusheng
1
2012
Stochastic delay equations and inclusions with mean derivatives on Riemannian manifolds. Zbl 1296.58026
Gliklikh, Yuri E.; Mohammed, Salah E. A.
1
2011
Anticipating stochastic differential systems with memory. Zbl 1196.60103
Mohammed, Salah; Zhang, Tusheng
1
2009
Absolute continuity of stationary measure-valued processes generated by stochastic equations with interaction. Zbl 1142.60408
Mohammed, Salah; Pilipenko, Andrey
1
2005
Degenerate stochastic differential equations, flows, and hypoellipticity. Zbl 0826.60044
Bell, Denis R.; Mohammed, Salah-Eldin A.
1
1995
Flows for singular stochastic differential equations with unbounded drifts. Zbl 07073285
Menoukeu-Pamen, Olivier; Mohammed, Salah E. A.
2
2019
Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. Zbl 1339.93121
Dahl, K.; Mohammed, S.-E. A.; Øksendal, B.; Røse, E. E.
11
2016
Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation. Zbl 1333.60127
Mohammed, Salah-Eldin A.; Nilssen, Torstein K.; Proske, Frank N.
28
2015
A stochastic delay model for pricing debt and equity: numerical techniques and applications. Zbl 1304.91237
Tambue, Antoine; Kemajou Brown, Elisabeth; Mohammed, Salah
3
2015
Stochastic Burgers equation with random initial velocities: a Malliavin calculus approach. Zbl 1274.60205
Mohammed, Salah-Eldin A.; Zhang, Tusheng
5
2013
Anticipating stochastic 2D Navier-Stokes equations. Zbl 1282.35281
Mohammed, Salah; Zhang, Tusheng
1
2013
The Burgers equation with affine linear noise: dynamics and stability. Zbl 1248.60072
Mohammed, Salah; Zhang, Tusheng
1
2012
Stochastic delay equations and inclusions with mean derivatives on Riemannian manifolds. Zbl 1296.58026
Gliklikh, Yuri E.; Mohammed, Salah E. A.
1
2011
Dynamics of stochastic 2D Navier-Stokes equations. Zbl 1213.60107
Mohammed, Salah; Zhang, Tusheng
4
2010
Anticipating stochastic differential systems with memory. Zbl 1196.60103
Mohammed, Salah; Zhang, Tusheng
1
2009
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations. Zbl 1169.60014
Mohammed, Salah-Eldin A.; Zhang, Tusheng; Zhao, Huaizhong
42
2008
Weak convergence of the Euler scheme for stochastic differential delay equations. Zbl 1223.65008
Buckwar, Evelyn; Kuske, Rachel; Mohammed, Salah-Eldin; Shardlow, Tony
12
2008
A delayed Black and Scholes formula. Zbl 1119.60059
Arriojas, Mercedes; Hu, Yaozhong; Mohammed, Salah-Eldin; Pap, Gyula
49
2007
Hartman-Grobman theorems along hyperbolic stationary trajectories. Zbl 1115.93086
Coayla-Teran, Edson A.; Mohammed, Salah-Eldin A.; Ruffino, Paulo Régis C.
4
2007
The substitution theorem for semilinear stochastic partial differential equations. Zbl 1138.60048
Mohammed, Salah-Eldin A.; Zhang, Tusheng
2
2007
Large deviations for stochastic systems with memory. Zbl 1136.60021
Mohammed, Salah-Eldin A.; Zhang, Tusheng
11
2006
A stochastic calculus for systems with memory. Zbl 1080.60058
Yan, Feng; Mohammed, Salah
5
2005
Absolute continuity of stationary measure-valued processes generated by stochastic equations with interaction. Zbl 1142.60408
Mohammed, Salah; Pilipenko, Andrey
1
2005
Discrete-time approximations of stochastic delay equations: the Milstein scheme. Zbl 1062.60065
Hu, Yaozhong; Mohammed, Salah-Eldin A.; Yan, Feng
47
2004
The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem. Zbl 1053.60061
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
7
2004
The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow. Zbl 1039.60060
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
18
2003
Third order estimates for blow-up solutions of particular elliptic equations in the radial case. Zbl 1159.35314
Mohammed, S.; Sanna, N.
2
2003
The stable manifold theorem for stochastic differential equations. Zbl 0940.60084
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
38
1999
Stochastic differential systems with memory: Theory, examples and applications. Zbl 0901.60030
Mohammed, Salah-Eldin A.
36
1998
Spatial estimates for stochastic flows in Euclidean space. Zbl 0937.60056
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
7
1998
Lyapunov exponents of linear stochastic functional differential equations. II: Examples and case studies. Zbl 0885.60043
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
13
1997
Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. I: The multiplicative ergodic theory. Zbl 0862.60044
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
8
1996
An extension of Hörmander’s theorem for infinitely degenerate second-order operators. Zbl 0840.60053
Bell, Denis R.; Mohammed, Salah-Eldin A.
14
1995
Smooth densities for degenerate stochastic delay equations with hereditary drift. Zbl 0852.60063
Bell, Denis R.; Mohammed, Salah-Eldin A.
6
1995
Degenerate stochastic differential equations, flows, and hypoellipticity. Zbl 0826.60044
Bell, Denis R.; Mohammed, Salah-Eldin A.
1
1995
Hypoelliptic parabolic operators with exponential degeneracies. Zbl 0790.35016
Bell, Denis R.; Mohammed, Salah-Eldin A.
2
1993
Lyapunov exponents and stochastic flows of linear and affine hereditary systems. Zbl 0763.60030
Mohammed, Salah-Eldin A.
8
1992
The Malliavin calculus and stochastic delay equations. Zbl 0738.60056
Bell, Denis R.; Mohammed, Salah-Eldin A.
12
1991
Lyapunov exponents and stationary solutions for affine stochastic delay equations. Zbl 0704.60062
Mohammed, Salah-Eldin A.; Scheutzow, Michael K. R.
10
1990
The Lyapunov spectrum and stable manifolds for stochastic linear delay equations. Zbl 0699.60045
Mohammed, Salah-Eldin A.
9
1990
On the solution of stochastic ordinary differential equations via small delays. Zbl 0684.60047
Bell, Denis R.; Mohammed, Salah E. A.
11
1989
Unstable invariant distributions for a class of stochastic delay equations. Zbl 0636.60063
Mohammed, S. E. A.
3
1988
Non-linear flows of stochastic linear delay equations. Zbl 0565.60053
Mohammed, S. E. A.
12
1986
Hyperbolic state space decomposition for a linear stochastic delay equation. Zbl 0588.60051
Mohammed, S.; Scheutzow, M.; von Weizsäcker, Heinrich
4
1986
Stability of linear delay equations under a small noise. Zbl 0571.34038
Mohammed, S. E. A.
4
1986
Stochastic functional differential equations. Zbl 0584.60066
Mohammed, S.-E. A.
214
1984
The infinitesimal generator of a stochastic functional differential equation. Zbl 0497.60060
Mohammed, S. E. A.
17
1982
Retarded functional differential equations. A global point of view. Zbl 0384.34041
Mohammed, S. E. A.
3
1978
all top 5

Cited by 622 Authors

31 Mao, Xuerong
25 Mohammed, Salah-Eldin A.
14 Lu, Kening
13 Duan, Jinqiao
13 Scheutzow, Michael K. R.
9 Chang, Mouhsiung
9 Yuan, Chenggui
9 Zhao, Huaizhong
8 Appleby, John A. D.
8 Wu, Fuke
8 Wu, Zhen
7 Cao, Wanrong
7 Gess, Benjamin
7 Huang, Chengming
7 Schmalfuß, Björn
6 Bell, Denis R.
6 Buckwar, Evelyn
6 Fischer, Markus
6 Janković, Svetlana
6 Shen, Jun
6 Yang, Shuzhen
6 Zhang, Tusheng S.
5 Baños, David R.
5 Bao, Jianhai
5 Fan, Zhencheng
5 Nilssen, Torstein K.
5 Petronilho, Gerson
5 Wang, Bixiang
4 Feng, Chunrong
4 Gan, Siqing
4 Himonas, A. Alexandrou
4 Imkeller, Peter
4 Jovanović, Miljana
4 Küchler, Uwe
4 Li, Zhi
4 Luo, Qi
4 Mao, Wei
4 Menoukeu Pamen, Olivier
4 Milošević, Marija
4 Nappo, Giovanna
4 Øksendal, Bernt Karsten
4 Pang, Tao
4 Proske, Frank Norbert
4 Reiß, Markus
4 Riedle, Markus
4 Sabanis, Sotirios
4 Xu, Daoyi
4 Xu, Liguang
4 Zhang, Chengjian
4 Zhu, Quanxin
3 Agram, Nacira
3 Chen, Guanggan
3 Cordoni, Francesco Giuseppe
3 Di Persio, Luca
3 Dokuchaev, Nikolai G.
3 Fofana, Mustapha S.
3 Garrido-Atienza, María José
3 Guo, Qian
3 Hu, Liangjian
3 Ji, Shaolin
3 Jiang, Jifa
3 Liu, Kai
3 Liu, Mingzhu
3 Nielsen, Mikkel Slot
3 Olivera, Christian
3 Pemy, Moustapha
3 Risebro, Nils Henrik
3 Röckner, Michael
3 Røse, Elin Engen
3 Shen, Yi
3 Sun, Xu
3 Suo, Yongqiang
3 Swishchuk, Anatoliy
3 Takeuchi, Atsushi
3 van Gaans, Onno Ward
3 Wang, Desheng
3 Wang, Xiaohu
3 Yan, Litan
3 Yin, George Gang
3 Youree, Roger K.
3 Yue, Chao
3 Zhang, Qi
3 Zhang, Xicheng
3 Zhao, Junyilang
3 Zong, Xiaofeng
2 Akhtari, Bahar
2 Bai, Xiaoming
2 Baker, Christopher T. H.
2 Burrage, Kevin
2 Chen, Chuchu
2 Chen, Huabin
2 Chen, Li
2 Chen, Xiaopeng
2 Cosso, Andrea
2 Dimitrov, Georgi K.
2 Dong, Zhao
2 Duedahl, Sindre
2 Federico, Salvatore
2 Fei, Weiyin
2 Flandoli, Franco
...and 522 more Authors
all top 5

Cited in 146 Serials

27 Journal of Computational and Applied Mathematics
25 Stochastic Analysis and Applications
23 Journal of Differential Equations
23 Stochastic Processes and their Applications
21 Journal of Mathematical Analysis and Applications
20 Applied Mathematics and Computation
16 Journal of Functional Analysis
13 Statistics & Probability Letters
12 The Annals of Probability
11 Stochastics and Dynamics
10 Discrete and Continuous Dynamical Systems. Series B
9 Systems & Control Letters
9 Applied Numerical Mathematics
8 Automatica
7 Discrete and Continuous Dynamical Systems
7 Advances in Difference Equations
6 International Journal of Control
6 Journal of Theoretical Probability
6 Journal of Dynamics and Differential Equations
5 Applied Mathematics and Optimization
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Acta Applicandae Mathematicae
5 Abstract and Applied Analysis
4 Computers & Mathematics with Applications
4 Chaos, Solitons and Fractals
4 Journal of Optimization Theory and Applications
4 Proceedings of the American Mathematical Society
4 SIAM Journal on Control and Optimization
4 Journal of Applied Mathematics and Stochastic Analysis
4 Journal of Systems Science and Complexity
4 Stochastics
4 Science China. Mathematics
3 Journal of the Franklin Institute
3 Journal of Mathematical Physics
3 Journal of Statistical Physics
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Bernoulli
3 Finance and Stochastics
3 Journal of Inequalities and Applications
3 LMS Journal of Computation and Mathematics
3 Frontiers of Mathematics in China
3 Nonlinear Analysis. Hybrid Systems
2 Advances in Applied Probability
2 Nonlinearity
2 Stochastics
2 Journal of Statistical Planning and Inference
2 Mathematics and Computers in Simulation
2 Proceedings of the Edinburgh Mathematical Society. Series II
2 Transactions of the American Mathematical Society
2 Optimal Control Applications & Methods
2 Insurance Mathematics & Economics
2 Physica D
2 Acta Mathematicae Applicatae Sinica. English Series
2 Probability Theory and Related Fields
2 Applied Mathematics Letters
2 The Annals of Applied Probability
2 Numerical Algorithms
2 International Journal of Computer Mathematics
2 SIAM Journal on Mathematical Analysis
2 Stochastics and Stochastics Reports
2 Potential Analysis
2 Journal of Mathematical Sciences (New York)
2 Random Operators and Stochastic Equations
2 Bulletin des Sciences Mathématiques
2 Journal of Difference Equations and Applications
2 European Journal of Control
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 Discrete Dynamics in Nature and Society
2 Acta Mathematica Sinica. English Series
2 Communications in Nonlinear Science and Numerical Simulation
2 Journal of Applied Mathematics
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 SIAM Journal on Applied Dynamical Systems
2 International Journal of Stochastic Analysis
2 Mathematical Control and Related Fields
2 Communications in Mathematics and Statistics
2 Stochastic and Partial Differential Equations. Analysis and Computations
1 Applicable Analysis
1 Classical and Quantum Gravity
1 Communications in Mathematical Physics
1 Communications on Pure and Applied Mathematics
1 Lithuanian Mathematical Journal
1 Mathematical Biosciences
1 Periodica Mathematica Hungarica
1 Ukrainian Mathematical Journal
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Acta Mathematica Vietnamica
1 Advances in Mathematics
1 Annales de l’Institut Fourier
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 Czechoslovak Mathematical Journal
1 Duke Mathematical Journal
1 Fundamenta Mathematicae
1 Illinois Journal of Mathematics
1 Integral Equations and Operator Theory
1 Manuscripta Mathematica
1 Mathematische Nachrichten
1 Memoirs of the American Mathematical Society
1 Numerical Functional Analysis and Optimization
1 Quaestiones Mathematicae
...and 46 more Serials

Citations by Year