Random Operators and Stochastic Equations

Titel Veröffentlichungsdatum Sprache Zitate
Some skew-symmetric models2002/01/0170
Asymptotic distribution of smoothed eigenvalue density. I. Gaussian random matrices1999/01/0140
Some SDEs with distributional drift. - Part II: Lyons-Zheng structure, Itô's formula and semimartingale characterization2004/06/01English32
Parametric estimation for linear stochastic differential equations driven by fractional Brownian motion2003/09/0129
Existence and uniqueness of solutions of stochastic functional differential equations2010/01/0127
Localization for random perturbations of periodic Schrödinger operators1998/01/0127
Stochastic partial differential equations driven by Lévy space-time white noise2000/01/0125
The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients2005/01/0124
Distribution of the determinant of the sample correlation matrix from a mixture normal model2004/01/0123
Motions with reflecting and absorbing barriers driven by the telegraph equation1995/01/0123
Asymptotics for the almost sure lyapunov exponent for the solution of the parabolic Anderson problem2001/01/0122
Asymptotic aproximations for EPMC’s of the linear and the quadratic discriminant functions when the sample sizes and the dimension are large1998/01/0122
The conditions for application of Fourie method to the solution of nonhomogeneous string oscillation equation with <I>ϕ</I>-subgaussian right side2005/09/01English21
The Strong Circular Law. Twenty years later. Part I2004/01/0117
One-dimensional semi-Markov evolutions with general Erlang sojourn times2005/01/0116
The Strong Circular Law. Twenty years later. Part II2004/01/0116
The Circular Law. Twenty years later. Part III2005/01/0115
Asymptotic distribution of smoothed eigenvalue density. II. Wigner random matrices1999/01/0115
Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation1996/01/0113
Likelihood procedure for testing change point hypothesis for multivariate Gaussian model1995/01/0113
Stochastic non-resistive magnetohydrodynamic system with L'{e}vy noise2017/01/0113
Lp-solutions of the stochastic transport equation2013/01/0113
Random fixed point theorem in generalized Banach space and applications2016/04/12English12
Asymptotic behavior of spectral function of empirical covariance matrices1994/01/0112
Some perturbations of drift-type for symmetric stable processes1994/01/0112
Intrinsic small time estimates for distribution densities of Lévy processes2013/01/0111
BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient2019/03/0111
Numerical study of stochastic Volterra–Fredholm integral equations by using second kind Chebyshev wavelets2016/05/01English11
Strong, mild and weak solutions of backward stochastic evolution equations2005/01/0111
Quantum white noise convolution operators with application to differential equations2014/11/11English11