Galerkin approximation and the strong solution of the Navier-Stokes equation.
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Displaying 1 – 20 of 31
Gaussian approximations of multiple integrals.
Peccati, Giovanni (2007)
Electronic Communications in Probability [electronic only]
Gaussian chaos and functional laws of the iterated logarithm for Ito-Wiener integrals
V. Goodman, J. Kuelbs (1993)
Annales de l'I.H.P. Probabilités et statistiques
Gaussian density estimates for the solution of singular stochastic Riccati equations
Tien Dung Nguyen (2016)
Applications of Mathematics
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
Dimitri Shlyakhtenko (1998)
Banach Center Publications
General decay stability for stochastic functional differential equations with infinite delay.
Liu, Yue, Meng, Xuejing, Wu, Fuke (2010)
International Journal of Stochastic Analysis
General theorems for numerical approximation of stochastic processes on the Hilbert space .
Schurz, Henri (2003)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Generalization of the Girsanov theorem
Václav Skokan (1988)
Commentationes Mathematicae Universitatis Carolinae
Generalized BSDE driven by a Lévy process.
El Otmani, Mohamed (2006)
Journal of Applied Mathematics and Stochastic Analysis
Generalized functionals of Brownian motion.
Ahmed, N.U. (1994)
Journal of Applied Mathematics and Stochastic Analysis
Generalized harmonic oscillators in quantum probability
B. V. Rajarama Bhat, K. R. Parthasarathy (1991)
Séminaire de probabilités de Strasbourg
Generalized random processes and Cauchy's problem for some partial differential systems.
El-Borai, Mahmoud M. (1980)
International Journal of Mathematics and Mathematical Sciences
Generalized random processes on the Zemanian space .
Lozanov-Crvenković, Z., Pilipović, S. (1989)
Publications de l'Institut Mathématique. Nouvelle Série
Generalized Random Processes on the Zemanian Space a
Z. Lozanov-Crvenković, Stevan Pilipović (1989)
Publications de l'Institut Mathématique
Generalized RBSDEs with Random Terminal Time and Applications to PDEs
Katarzyna Jańczak-Borkowska (2011)
Bulletin of the Polish Academy of Sciences. Mathematics
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
Azzouz Dermoune, Octave Moutsinga (2002)
Séminaire de probabilités de Strasbourg
Generation of one-sided random dynamical systems by stochastic differential equations.
Kager, Gerald, Scheutzow, Michael (1997)
Electronic Journal of Probability [electronic only]
Generic solvability for the 3-D Navier-Stokes equations with nonregular force.
Lee, Jihoon (2004)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Genericity in deterministic and stochastic differential equations
Jean-Jacques Alibert, Khaled Bahlali (2001)
Séminaire de probabilités de Strasbourg
Geometric evolution under isotropic stochastic flow.
Cranston, M., LeJan, Y. (1998)
Electronic Journal of Probability [electronic only]
Currently displaying 1 – 20 of 31
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