Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations.
Almost sure subexponential decay rates of scalar Itô-Volterra equations.
Almost surely limit theorems for stochastic differential equations
Amplitude equation for SPDEs with quadratic nonlinearities.
An additional remark on unitary evolutions in Fock space
An algorithm for quantum propagation through electron level crossings.
An American convert close to maturity.
An analysis of noise propagation in the multiscale simulation of coarse Fokker-Planck equations
We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this paper, we consider a numerical procedure to compute the solution of this Fokker-Planck equation directly on the coarse level, based on the estimation of the unknown...
An analysis of noise propagation in the multiscale simulation of coarse Fokker-Planck equations
We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this paper, we consider a numerical procedure to compute the solution of this Fokker-Planck equation directly on the coarse level, based on the estimation of the unknown...
An analytical characterization for an optimal change of Gaussian measures.
An application of -condition in the theory of stochastic differential equations
An approach to the stochastic calculus in the non-Gaussian case.
An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations
An asymptotic evaluation of heat kernel for short time
An averaging principle for stochastic evolution equations. I.
An averaging principle for stochastic evolution equations. II.
In the present paper integral continuity theorems for solutions of stochastic evolution equations of parabolic type on unbounded time intervals are established. For this purpose, the asymptotic stability of stochastic partial differential equations is investigated, the results obtained being of independent interest. Stochastic evolution equations are treated as equations in Hilbert spaces within the framework of the semigroup approach.
An equation involving local time
An essay on the general theory of stochastic processes.
An existence result for a linear abstract stochastic equation in Hilbert spaces
An existence theorem for a stochastic partial differential equation arising from filtering theory