Random Operators and Stochastic Equations

Titel Veröffentlichungsdatum Sprache Zitate
An asymptotic expansion for the density of states of a random Schrödinger operator with Bernoulli disorder1995/01/0110
Jordan normal form for linear cocycles1999/01/0110
Optimality conditions of controlled backward doubly stochastic differential equations2010/01/0110
Equilibrium Glauber dynamics of continuous particle systems as a scaling limit of Kawasaki dynamics2007/01/2010
Reflected backward doubly stochastic differential equations with discontinuous generator2012/01/0110
Existence theory of fractional coupled differential equations via Ψ-Hilfer fractional derivative2019/12/0110
Convex-valued random dynamical systems: A variational principle for equilibrium states1999/01/019
Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors2002/01/019
On optimal filtering of multitarget tracking systems based on point processes observations1997/01/01English9
Markovian random evolution in Rn2001/01/019
Simulation of Gaussian stochastic processes2003/09/019
Backward parabolic Ito equations and the second fundamental inequality2012/01/018
The Circular Law. Thirty years later2012/01/018
Weak solutions and a Yamada–Watanabe theorem for FBSDEs2007/10/01English8
Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion2017/10/27English8
Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games2014/08/12English8
Gevrey regularity of random attractors for stochastic reaction-diffusion equations2000/01/018
The Circular Law: ten years later1994/01/018
Equivalence of gradients on configuration spaces1999/01/018
Random block matrix density and SS-Law2000/01/018
Approximation in optimal control of diffusion processes2000/01/018
Matrix variate Kummer-Gamma distribution2001/01/017
Asymptotic expansion of fundamental solutions of higher order heat equations1997/01/017
Weak limits of U-statistics of infinite order1999/01/017
On multidimensional stable processes with locally unbounded drift1995/01/017
Wick calculus for regular generalized stochastic functionals1999/01/017
Strong Law for the eigenvalues and eigenvectors of empirical covariance matrices1996/01/017
On smoothed density of states for Wigner random matrices1997/01/017
Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps2016/04/12English7
A solvable model for homopolymers and self-similarity near the critical point2010/01/017