-
1
-
-
0034552775
-
A genegral non-convex large deviation result with applications to stochastic equations
-
de Acosta, A.: A genegral non-convex large deviation result with applications to stochastic equations. Probab. Theory Related Fields, 483-521 (2000)
-
(2000)
Probab. Theory Related Fields
, vol.483-521
-
-
de Acosta, A.1
-
2
-
-
38149147148
-
Large deviations for vector valued Lévy processes
-
de Acosta, A.: Large deviations for vector valued Lévy processes. Stochastic Process. Appl. 51, 75-115 (1994)
-
(1994)
Stochastic Process. Appl
, vol.51
, pp. 75-115
-
-
de Acosta, A.1
-
3
-
-
0003115242
-
Parabolic SPDEs driven by PoissonWhite Noise
-
Albeverio, S., Wu, J.L., Zhang, T.S.: Parabolic SPDEs driven by PoissonWhite Noise. Stochastic Process. Appl. 74, 21-36 (1998)
-
(1998)
Stochastic Process. Appl
, vol.74
, pp. 21-36
-
-
Albeverio, S.1
Wu, J.L.2
Zhang, T.S.3
-
4
-
-
84990627145
-
Large deviation problem for some parabolic Itô equations
-
Chow, P.: Large deviation problem for some parabolic Itô equations. Comm. Pure Appl. Math. XLV, 97-120 (1992)
-
(1992)
Comm. Pure Appl. Math
, vol.45
, pp. 97-120
-
-
Chow, P.1
-
5
-
-
0011300453
-
On processes of Ornstein-Uhlenbeck type in Hilbert space
-
Chojnowska-Michalik, A.: On processes of Ornstein-Uhlenbeck type in Hilbert space. Stochastics 21, 251-286 (1987)
-
(1987)
Stochastics
, vol.21
, pp. 251-286
-
-
Chojnowska-Michalik, A.1
-
6
-
-
0031574565
-
Uniform large deviations for parabolic SPDEs and applications
-
Chenal, F., Millet, A.: Uniform large deviations for parabolic SPDEs and applications. Stochastic Process. Appl. 72, 161-186 (1997)
-
(1997)
Stochastic Process. Appl
, vol.72
, pp. 161-186
-
-
Chenal, F.1
Millet, A.2
-
7
-
-
2142772793
-
Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschtiz reaction term
-
Cerrai, S., Röckner, M.: Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschtiz reaction term. Ann. Probab. 32(1), 1100-1139 (2004)
-
(2004)
Ann. Probab
, vol.32
, Issue.1
, pp. 1100-1139
-
-
Cerrai, S.1
Röckner, M.2
-
8
-
-
0033228798
-
Large deviations for a Burgers'-type SPDE
-
Cardon-Weber, C.: Large deviations for a Burgers'-type SPDE. Stochastic Process. Appl. 84, 53-70 (1999)
-
(1999)
Stochastic Process. Appl
, vol.84
, pp. 53-70
-
-
Cardon-Weber, C.1
-
10
-
-
0042207536
-
Malliavin calculus for parabolic SPDEs with jumps
-
Fournier, N.: Malliavin calculus for parabolic SPDEs with jumps. Stochastic Process. Appl. 87(1), 115-147 (2000)
-
(2000)
Stochastic Process. Appl
, vol.87
, Issue.1
, pp. 115-147
-
-
Fournier, N.1
-
11
-
-
0042640592
-
Generalized Mehler semigroups: The non-Gaussian case
-
Fuhrmann, M., Röckner, M.: Generalized Mehler semigroups: the non-Gaussian case. Potential Anal. 12, 1-47 (2000)
-
(2000)
Potential Anal
, vol.12
, pp. 1-47
-
-
Fuhrmann, M.1
Röckner, M.2
-
12
-
-
0003523792
-
-
Walter de Gruyter, Berlin, New York
-
Fukushima, M., Oshima, Y., Takeda, M.: Dirichlet Forms and Symmetric Markov Processes. Walter de Gruyter, Berlin, New York (1994)
-
(1994)
Dirichlet Forms and Symmetric Markov Processes
-
-
Fukushima, M.1
Oshima, Y.2
Takeda, M.3
-
13
-
-
0020199364
-
On stochastic equations with respect to semimartingales. III
-
Gyöngy, I.: On stochastic equations with respect to semimartingales. III. Stochastics 7, 231-254 (1982)
-
(1982)
Stochastics
, vol.7
, pp. 231-254
-
-
Gyöngy, I.1
-
14
-
-
0002473786
-
On stochastic equations with respect to semimartingales. I
-
Gyöngy, I., Krylov, N.V.: On stochastic equations with respect to semimartingales. I. Stochastics 4, 1-21 (1980/81)
-
(1980)
Stochastics
, vol.4
, pp. 1-21
-
-
Gyöngy, I.1
Krylov, N.V.2
-
15
-
-
0010028630
-
On stochastic equations with respect to semimartingales. II. Itô formula in Banach spaces
-
Gyöngy, I., Krylov, N.V.: On stochastic equations with respect to semimartingales. II. Itô formula in Banach spaces. Stochastics 6, 153-173 (1981/82)
-
(1981)
Stochastics
, vol.6
, pp. 153-173
-
-
Gyöngy, I.1
Krylov, N.V.2
-
16
-
-
0003537037
-
-
North-Holland/Kodansha, Amsterdam, Oxford, New York
-
Ikeda, N., Watanable, S.: Stochastic Differential Equations and Diffusion Processes. North-Holland/Kodansha, Amsterdam, Oxford, New York (1989)
-
(1989)
Stochastic Differential Equations and Diffusion Processes
-
-
Ikeda, N.1
Watanable, S.2
-
17
-
-
33847719840
-
-
Krylov, N.V., Rosowskii, B.L.: Stochastic Evolution Equations. Current Problems in Mathematics, 14 (Russian), pp. 71-147, Akad. Nauk SSSR, Vsesoyuz. Inst. Nauchn. i Tekhn. Informatsii, Moscow (1979)
-
Krylov, N.V., Rosowskii, B.L.: Stochastic Evolution Equations. Current Problems in Mathematics, vol. 14 (Russian), pp. 71-147, Akad. Nauk SSSR, Vsesoyuz. Inst. Nauchn. i Tekhn. Informatsii, Moscow (1979)
-
-
-
-
19
-
-
0003373043
-
The heat equation with Levy noise
-
Mueller, C.: The heat equation with Levy noise. Stochastic Process. Appl. 74(1), 67-82 (1998)
-
(1998)
Stochastic Process. Appl
, vol.74
, Issue.1
, pp. 67-82
-
-
Mueller, C.1
-
20
-
-
0036628270
-
Stochastic partial differential equations driven by stable noise
-
Mytnik, L.: Stochastic partial differential equations driven by stable noise. Probab. Theory Related Fields 123(2), 157-201 (2002)
-
(2002)
Probab. Theory Related Fields
, vol.123
, Issue.2
, pp. 157-201
-
-
Mytnik, L.1
-
21
-
-
0018768309
-
Stochastic partial differential equations and filtering of diffussion processes
-
Pardoux, E.: Stochastic partial differential equations and filtering of diffussion processes. Stochastics 3, 127-167 (1979)
-
(1979)
Stochastics
, vol.3
, pp. 127-167
-
-
Pardoux, E.1
-
24
-
-
0034345577
-
On small time asymptotics of diffusions on Hilbert spaces
-
Zhang, T.S.: On small time asymptotics of diffusions on Hilbert spaces. Ann. Probab. 28(2), 537-557 (2000)
-
(2000)
Ann. Probab
, vol.28
, Issue.2
, pp. 537-557
-
-
Zhang, T.S.1
|