-
1
-
-
0039929509
-
Stochastic calculus
-
VINITI, Moscow
-
S. V. Anulova, A. Yu. Vereternnikov, N. V. Krylov, R. Sh. Liptser, and A. N. Shiryaev, "Stochastic calculus", Itogi Nauki Tekh., Ser. Sovrem. Probl. Mat., Fundam. Napravleniya, vol. 45, VINITI, Moscow 1989, pp. 5-260;
-
(1989)
Itogi Nauki Tekh., Ser. Sovrem. Probl. Mat., Fundam. Napravleniya
, vol.45
, pp. 5-260
-
-
Anulova, S.V.1
Vereternnikov, A.Yu.2
Krylov, N.V.3
Liptser, R.Sh.4
Shiryaev, A.N.5
-
2
-
-
85164648343
-
-
English transl., Probability theory III, Springer-Verlag, Berlin
-
English transl., Encycl. Math. Sci., vol. 45, Probability theory III, Springer-Verlag, Berlin 1998, pp. 1-253.
-
(1998)
Encycl. Math. Sci.
, vol.45
, pp. 1-253
-
-
-
3
-
-
0000169603
-
Isotropic stochastic flows
-
P. Baxendale and T. E. Harris, "Isotropic stochastic flows", Ann. Prabab. 14 (1986), 1155-1179.
-
(1986)
Ann. Prabab.
, vol.14
, pp. 1155-1179
-
-
Baxendale, P.1
Harris, T.E.2
-
5
-
-
0000148817
-
The orthogonal development of nonlinear functionals in series of Fourier-Hermite functionals
-
R. H. Cameron and W. T. Martin, "The orthogonal development of nonlinear functionals in series of Fourier-Hermite functionals", Ann. of Math. (2) 48 (1947), 385-392.
-
(1947)
Ann. of Math. (2)
, vol.48
, pp. 385-392
-
-
Cameron, R.H.1
Martin, W.T.2
-
6
-
-
0034682495
-
Generalized flows, intrinsic stochasticity, and turbulent transport
-
W. E and E. Vanden Eijden, "Generalized flows, intrinsic stochasticity, and turbulent transport", Proc. Natl. Acad. Sci. USA 97 (2000), 8200-8205.
-
(2000)
Proc. Natl. Acad. Sci. USA
, vol.97
, pp. 8200-8205
-
-
E, W.1
Eijden, E.V.2
-
7
-
-
0346189330
-
Phase transition in the passive scalar advection
-
K. Gawȩdzki and M. Vergassola, "Phase transition in the passive scalar advection", Phys. D 138 (2000), 63-90.
-
(2000)
Phys. D
, vol.138
, pp. 63-90
-
-
Gawȩdzki, K.1
Vergassola, M.2
-
8
-
-
0002122722
-
Universality in turbulence: An exactly solvable model
-
K. Gawedzki and A. Kupiainen, "Universality in turbulence: an exactly solvable model", Lecture Notes in Phys. 469 (1996), 71-105.
-
(1996)
Lecture Notes in Phys.
, vol.469
, pp. 71-105
-
-
Gawedzki, K.1
Kupiainen, A.2
-
9
-
-
0003572476
-
-
Kluwer, Dordrecht
-
T. Hida, H.-H. Kuo, J. Potthoff, and L. Streit, White noise. An infinite-dimensional calculus, Kluwer, Dordrecht 1993.
-
(1993)
White Noise. An Infinite-dimensional Calculus
-
-
Kuo, H.-H.1
Potthoff, J.2
Streit, L.3
-
10
-
-
0003537037
-
-
North-Holland, Amsterdam Russian transl. of 1st ed., Nauka, Moscow 1986
-
N. Ikeda and S. Watanabe, Stochastic differential equations and diffusion processes, 2nd ed., North-Holland, Amsterdam 1989; Russian transl. of 1st ed., Nauka, Moscow 1986.
-
(1989)
Stochastic Differential Equations and Diffusion Processes, 2.ed.
-
-
Ikeda, N.1
Watanabe, S.2
-
11
-
-
33646950376
-
Small-scale structure of a scalar field convected by turbulence
-
R. H. Kraichnan, "Small-scale structure of a scalar field convected by turbulence", Phys. Fluids 11 (1968), 945-963.
-
(1968)
Phys. Fluids
, vol.11
, pp. 945-963
-
-
Kraichnan, R.H.1
-
12
-
-
0036547546
-
Integration of Brownian vector fields
-
Y. Le Jan and O. Raimond, "Integration of Brownian vector fields", Ann. Probab. 30 (2002), 826-873.
-
(2002)
Ann. Probab.
, vol.30
, pp. 826-873
-
-
Le Jan, Y.1
Raimond, O.2
-
13
-
-
0031097261
-
Nonlinear filtering revisited: A spectral approach
-
S. Lototsky, R. Mikulevicius, and B. L. Rozovskii, "Nonlinear filtering revisited: A spectral approach", SIAM J. Control Optim. 35 (1997), 435-461.
-
(1997)
SIAM J. Control Optim.
, vol.35
, pp. 435-461
-
-
Lototsky, S.1
Mikulevicius, R.2
Rozovskii, B.L.3
-
14
-
-
0032394325
-
Linear parabolic stochastic PDEs and Wiener chaos
-
R. Mikulevicius and B. L. Rozovskii, "Linear parabolic stochastic PDEs and Wiener chaos", SIAM J. Math. Anal. 29 (1998), 452-480.
-
(1998)
SIAM J. Math. Anal.
, vol.29
, pp. 452-480
-
-
Mikulevicius, R.1
Rozovskii, B.L.2
-
15
-
-
0003438520
-
-
Nauka, Moscow English transl., Kluwer, Dordrecht 1990
-
B. L. Rozovskii, Stochastic evolution systems, Nauka, Moscow 1983; English transl., Kluwer, Dordrecht 1990.
-
(1983)
Stochastic Evolution Systems
-
-
Rozovskii, B.L.1
|