Existence and asymptotic behavior of solutions for neutral stochastic partial integrodifferential equations with infinite delays

JOURNAL ARTICLE published December 2016 in Stochastics and Dynamics

Authors: Mamadou Abdoul Diop | Tomás Caraballo | Mahamat Mahamat Zene

ON THE REPLICATOR DYNAMICS BEHAVIOR UNDER STRATONOVICH TYPE RANDOM PERTURBATIONS

JOURNAL ARTICLE published June 2006 in Stochastics and Dynamics

Authors: R. KHASMINSKII | N. POTSEPUN

STOCHASTIC ATTRACTORS FOR NON-ERGODIC MARKOV PROCESSES: SOME EXAMPLES

JOURNAL ARTICLE published September 2006 in Stochastics and Dynamics

Authors: PAOLO DAI PRA | IDA MINELLI

MARKOV CHAIN PERTURBATIONS OF A CLASS OF PARTIALLY EXPANDING ATTRACTORS

JOURNAL ARTICLE published September 2006 in Stochastics and Dynamics

Authors: PEIDONG LIU | YAN ZHENG

Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model

JOURNAL ARTICLE published 13 April 2015 in Modern Stochastics: Theory and Applications

Authors: Kostiantyn Ralchenko

STABILIZATION OF CONTROLLED DIFFUSIONS AND ZUBOV'S METHOD

JOURNAL ARTICLE published September 2006 in Stochastics and Dynamics

Authors: FABIO CAMILLI | ANNALISA CESARONI | LARS GRÜNE | FABIAN WIRTH

STOCHASTIC CAHN–HILLIARD PARTIAL DIFFERENTIAL EQUATIONS WITH LÉVY SPACETIME WHITE NOISES

JOURNAL ARTICLE published June 2006 in Stochastics and Dynamics

Authors: LIJUN BO | YONGJIN WANG

NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS

JOURNAL ARTICLE published September 2006 in Stochastics and Dynamics

Authors: XICHENG ZHANG | JINGYANG ZHU

THE FULL BROWNIAN WEB AS SCALING LIMIT OF STOCHASTIC FLOWS

JOURNAL ARTICLE published June 2006 in Stochastics and Dynamics

Authors: LUIZ RENATO FONTES | CHARLES M. NEWMAN

LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS

JOURNAL ARTICLE published December 2006 in Stochastics and Dynamics

Authors: FUQING GAO | JICHENG LIU

No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure

JOURNAL ARTICLE published April 2006 in Finance and Stochastics

Authors: Bruno Bouchard

STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE

JOURNAL ARTICLE published March 2006 in Stochastics and Dynamics

Authors: T. E. DUNCAN | J. JAKUBOWSKI | B. PASIK-DUNCAN

The Bishop–Jones relation and Hausdorff geometry of convex-cobounded limit sets in infinite-dimensional hyperbolic space

JOURNAL ARTICLE published October 2016 in Stochastics and Dynamics

Authors: Tushar Das | Bernd O. Stratmann | Mariusz Urbański

EXISTENCE OF GLOBAL MARTINGALE SOLUTIONS TO STOCHASTIC HYPERBOLIC EQUATIONS DRIVEN BY A SPATIALLY HOMOGENEOUS WIENER PROCESS

JOURNAL ARTICLE published March 2006 in Stochastics and Dynamics

Authors: MARTIN ONDREJÁT

INVARIANT DENSITIES FOR POSITION-DEPENDENT RANDOM MAPS ON THE REAL LINE: EXISTENCE, APPROXIMATION AND ERROR BOUNDS

JOURNAL ARTICLE published June 2006 in Stochastics and Dynamics

Authors: WAEL BAHSOUN | PAWEŁ GÓRA

Construction of maximum likelihood estimator in the mixed fractional–fractional Brownian motion model with double long-range dependence

JOURNAL ARTICLE published 20 July 2015 in Modern Stochastics: Theory and Applications

Authors: Yuliya Mishura | Ivan Voronov

A LARGE DEVIATION PRINCIPLE FOR THE EQUILIBRIUM STATES OF HÖLDER POTENTIALS: THE ZERO TEMPERATURE CASE

JOURNAL ARTICLE published March 2006 in Stochastics and Dynamics

Authors: ALEXANDRE BARAVIERA | ARTUR O. LOPES | PHILIPPE THIEULLEN

On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos

JOURNAL ARTICLE published 2020 in Modern Stochastics: Theory and Applications

Authors: Andreas Basse-O’Connor | Jan Pedersen | Victor Rohde

A BROWNIAN-TIME EXCURSION INTO FOURTH-ORDER PDES, LINEARIZED KURAMOTO–SIVASHINSKY, AND BTP-SPDES ON ℝ₊ × ℝ^d

JOURNAL ARTICLE published December 2006 in Stochastics and Dynamics

Authors: HASSAN ALLOUBA

Iterated stochastic integrals in infinite dimensions: approximation and error estimates

JOURNAL ARTICLE published June 2019 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Deutsche Forschungsgemeinschaft (DFG GSC 235/2,Cluster of Excellence 80 The Future Ocean)

Authors: Claudine Leonhard | Andreas Rößler