An extension of the Clark-Ocone formula.
Ngobi, Said, Stan, Aurel (2004)
International Journal of Mathematics and Mathematical Sciences
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Displaying similar documents to “A refinement of the Poincaré inequality for Kolmogorov operators on .”
An extension of the Clark-Ocone formula.
Nonoccurrence of the Lavrentiev phenomenon for nonconvex variational problems
Alexander J. Zaslavski (2005)
Annales de l'I.H.P. Analyse non linéaire
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The extension of Montgomery identity via Fink identity with applications.
Aglić Aljinović, A., Pečarić, J., Vukelić, A. (2005)
Journal of Inequalities and Applications [electronic only]
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Brownian excursions, stochastic integrals, and representation of Wiener functionals.
Picard, Jean (2006)
Electronic Journal of Probability [electronic only]
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Constructing a relativistic heat flow by transport time steps
Robert J. McCann, Marjolaine Puel (2009)
Annales de l'I.H.P. Analyse non linéaire
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Integral equations of the first kind of Sonine type.
Samko, Stefan G., Cardoso, Rogério P. (2003)
International Journal of Mathematics and Mathematical Sciences
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Reliable solution of parabolic obstacle problems with respect to uncertain data
Ján Lovíšek (2003)
Applications of Mathematics
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A class of parabolic initial-boundary value problems is considered, where admissible coefficients are given in certain intervals. We are looking for maximal values of the solution with respect to the set of admissible coefficients. We give the abstract general scheme, proposing how to solve such problems with uncertain data. We formulate a general maximization problem and prove its solvability, provided all fundamental assumptions are fulfilled. We apply the theory to certain Fourier...
A coupled system with integral conditions.
Bougoffa, Lazhar (2004)
Applied Mathematics E-Notes [electronic only]
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