311 results in 60Hxx
Mean square rate of convergence for random walk approximation of forward-backward SDEs
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- Advances in Applied Probability / Volume 52 / Issue 3 / September 2020
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- 24 September 2020, pp. 735-771
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- September 2020
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Regularity theory of Kolmogorov operator revisited
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- Canadian Mathematical Bulletin / Volume 64 / Issue 4 / December 2021
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- 24 August 2020, pp. 725-736
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- December 2021
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Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 613-636
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- June 2020
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Tails of exit times from unstable equilibria on the line
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 477-496
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- June 2020
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Two results on dynamic extensions of deviation measures
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 531-540
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- June 2020
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Mean reflected stochastic differential equations with jumps
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- Advances in Applied Probability / Volume 52 / Issue 2 / June 2020
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- 15 July 2020, pp. 523-562
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- June 2020
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Well-posedness for nonlinear SPDEs with strongly continuous perturbation
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 151 / Issue 1 / February 2021
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- 11 March 2020, pp. 265-295
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- February 2021
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HIGH ORDER PARACONTROLLED CALCULUS
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- Forum of Mathematics, Sigma / Volume 7 / 2019
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- 02 December 2019, e44
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Discrete-type approximations for non-Markovian optimal stopping problems: Part I
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- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
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- 11 December 2019, pp. 981-1005
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- December 2019
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Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
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- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
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- 11 December 2019, pp. 1244-1268
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- December 2019
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Skeletal stochastic differential equations for continuous-state branching processes
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- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
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- 11 December 2019, pp. 1122-1150
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- December 2019
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ASYMPTOTIC EXPANSION OF THE DENSITY FOR HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION
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- Nagoya Mathematical Journal / Volume 243 / September 2021
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- 04 November 2019, pp. 11-41
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- September 2021
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Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation
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- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
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- 01 October 2019, pp. 787-809
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- September 2019
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A martingale approach for asset allocation with derivative security and hidden economic risk
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- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
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- 01 October 2019, pp. 723-749
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- September 2019
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A PATCHWORK QUILT SEWN FROM BROWNIAN FABRIC: REGULARITY OF POLYMER WEIGHT PROFILES IN BROWNIAN LAST PASSAGE PERCOLATION
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- Forum of Mathematics, Pi / Volume 7 / 2019
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- 16 July 2019, e2
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STOCHASTIC NONLINEAR SCHRÖDINGER EQUATION WITH ALMOST SPACE–TIME WHITE NOISE
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- Journal of the Australian Mathematical Society / Volume 109 / Issue 1 / August 2020
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- 21 June 2019, pp. 44-67
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- August 2020
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VARIETIES OF SIGNATURE TENSORS
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- Forum of Mathematics, Sigma / Volume 7 / 2019
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- 04 April 2019, e10
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Diffusion approximations for load balancing mechanisms in cloud storage systems
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- Advances in Applied Probability / Volume 51 / Issue 1 / March 2019
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- 22 July 2019, pp. 41-86
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- March 2019
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STOCHASTIC NAVIER–STOKES EQUATIONS ON 2D ROTATING SPHERES WITH STABLE LÉVY NOISE
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- Bulletin of the Australian Mathematical Society / Volume 99 / Issue 2 / April 2019
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- 07 January 2019, pp. 344-345
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- April 2019
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NEWTON’S METHOD FOR STOCHASTIC FUNCTIONAL EVOLUTION EQUATIONS IN HILBERT SPACES
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- Mathematika / Volume 65 / Issue 3 / 2019
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- 25 March 2019, pp. 542-556
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- 2019
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