1. Chen Wang, Saisai Yang, Tusheng Zhang, “Reflected Brownian motion with singular drift”, Bernoulli, 27:2 (2021)  crossref
  2. А. Ю. Веретенников, “О слабых решениях сильно вырожденных СДУ”, Автомат. и телемех., 2020, № 3, 28–43  mathnet  crossref; A. Yu. Veretennikov, “On weak solutions of highly degenerate SDEs”, Autom. Remote Control, 81:3 (2020), 398–410  crossref  isi  elib
  3. В. И. Богачев, “Неравномерные усреднения Козлова–Трещева в эргодической теореме”, УМН, 75:3(453) (2020), 3–36  mathnet  crossref  mathscinet  zmath  adsnasa; V. I. Bogachev, “Non-uniform Kozlov–Treschev averagings in the ergodic theorem”, Russian Math. Surveys, 75:3 (2020), 393–425  crossref  isi  elib
  4. William M. McEneaney, Hidehiro Kaise, Peter M. Dower, Ruobing Zhao, “Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations”, IFAC-PapersOnLine, 53:2 (2020), 2220  crossref
  5. Luigi Amedeo Bianchi, Franco Flandoli, “Stochastic Navier-Stokes Equations and Related Models”, Milan J. Math., 88:1 (2020), 225  crossref
  6. Daniel Lacker, “On the convergence of closed-loop Nash equilibria to the mean field game limit”, Ann. Appl. Probab., 30:4 (2020)  crossref
  7. Khoa Lê, “A stochastic sewing lemma and applications”, Electron. J. Probab., 25:none (2020)  crossref
  8. Konstantin N. Chugai, Ivan M. Kosachev, Konstantin A. Rybakov, Smart Innovation, Systems and Technologies, 173, Advances in Theory and Practice of Computational Mechanics, 2020, 351  crossref
  9. Dai Taguchi, Akihiro Tanaka, “Probability density function of SDEs with unbounded and path-dependent drift coefficient”, Stochastic Processes and their Applications, 130:9 (2020), 5243  crossref
  10. Zhi Li, Liping Xu, Litan Yan, “Weak solutions for stochastic differential equations with additive fractional noise”, Stoch. Dyn., 19:02 (2019), 1950017  crossref
  11. Mireille Bossy, Jean-François Jabir, Springer Proceedings in Mathematics & Statistics, 289, Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications, 2019, 43  crossref
  12. François Delarue, Daniel Lacker, Kavita Ramanan, “From the master equation to mean field game limit theory: a central limit theorem”, Electron. J. Probab., 24:none (2019)  crossref
  13. Yurii Averboukh, “Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games”, SIAM J. Control Optim., 57:1 (2019), 743  crossref
  14. Mathias Højgaard Jensen, Anton Mallasto, Stefan Sommer, Lecture Notes in Computer Science, 11712, Geometric Science of Information, 2019, 685  crossref
  15. Olivier Menoukeu-Pamen, Youssef Ouknine, Ludovic Tangpi, “Pathwise Uniqueness of Non-uniformly Elliptic SDEs with Rough Coefficients”, J Theor Probab, 32:4 (2019), 1892  crossref
  16. S. Göttlich, K. Lux, A. Neuenkirch, “The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate”, Adv Differ Equ, 2019:1 (2019)  crossref
  17. Lisa Beck, Franco Flandoli, Massimiliano Gubinelli, Mario Maurelli, “Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness”, Electron. J. Probab., 24:none (2019)  crossref
  18. Diego Alonso-Orán, Aythami Bethencourt de León, So Takao, “The Burgers' equation with stochastic transport: shock formation, local and global existence of smooth solutions”, Nonlinear Differ. Equ. Appl., 26:6 (2019)  crossref
  19. Zhi Li, Wentao Zhan, Liping Xu, “Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion”, Physica A: Statistical Mechanics and its Applications, 530 (2019), 121565  crossref
  20. Christian Olivera, Ciprian A. Tudor, “Existence and Besov regularity of the density for a class of SDEs with Volterra noise”, Comptes Rendus. Mathématique, 357:7 (2019), 636  crossref
Предыдущая
1
2
3
4
5
6
7
11
Следующая