Galerkin approximation and the strong solution of the Navier-Stokes equation.
Gaussian approximations of multiple integrals.
Gaussian chaos and functional laws of the iterated logarithm for Ito-Wiener integrals
Gaussian density estimates for the solution of singular stochastic Riccati equations
Stochastic Riccati equation is a backward stochastic differential equation with singular generator which arises naturally in the study of stochastic linear-quadratic optimal control problems. In this paper, we obtain Gaussian density estimates for the solutions to this equation.
Gaussian random band matrices and operator-valued free probability theory
General decay stability for stochastic functional differential equations with infinite delay.
General theorems for numerical approximation of stochastic processes on the Hilbert space .
Generalization of the Girsanov theorem
Generalized BSDE driven by a Lévy process.
Generalized functionals of Brownian motion.
Generalized harmonic oscillators in quantum probability
Generalized random processes and Cauchy's problem for some partial differential systems.
Generalized random processes on the Zemanian space .
Generalized Random Processes on the Zemanian Space a
Generalized RBSDEs with Random Terminal Time and Applications to PDEs
Generalized reflected backward stochastic differential equations have been considered so far only in the case of a deterministic interval. In this paper the existence and uniqueness of solution for generalized reflected backward stochastic differential equations in a convex domain with random terminal time is studied. Applications to the obstacle problem with Neumann boundary conditions for partial differential equations of elliptic type are given.
Generalized variational principles
Generation of one-sided random dynamical systems by stochastic differential equations.
Generic solvability for the 3-D Navier-Stokes equations with nonregular force.
Genericity in deterministic and stochastic differential equations
Geometric evolution under isotropic stochastic flow.