Some properties of the Itô–Wiener expansion of the solution of a stochastic differential equation and local times

On asymptotic equivalence of solutions of stochastic and ordinary equations

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Stability and Controllability of Differential Equations

Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Stability and Controllability of Differential Equations

Dynamics of solutions of the Cauchy problem for semilinear parabolic stochastic partial differential equations with power-law singularities

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Stability and Controllability of Differential Equations

On a Problem of Stabilization of Stochastic Differential-functional Equations with Impulse Markovian Perturbations and Constant Lag. Part I

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Stability and Controllability of Differential Equations

Transition Density Estimates for a Class of Lévy and Lévy-Type Processes

Схоже за: Stochastic processes and financial applications · advanced mathematical theories

The Burgers-type equation driven by a stochastic measure

Схоже за: Stochastic processes and financial applications · Stability and Controllability of Differential Equations