Образец цитирования:
Н. В. Крылов, Б. Л. Розовский, “Стохастические дифференциальные уравнения в частных производных и диффузионные процессы”, УМН, 37:6(228) (1982), 75–95; Russian Math. Surveys, 37:6 (1982), 81–105
Jia Zeng, Nicholas J. Moore, “A Computational Framework for the Administration of 5-Aminovulinic Acid Before Glioblastoma Surgery”, Bull Math Biol, 86:7 (2024)
Rafael A. Castrequini, Pedro J. Catuogno, “A generalized change of variable formula for the Young integral”, Chaos, Solitons & Fractals, 158 (2022), 112064
Elena Karachanskaya, Advances in Dynamical Systems Theory, Models, Algorithms and Applications, 2021
“Optimal Pair-Trading Decision Rules for a Class of Non-Linear Boundary Crossings by Ornstein-Uhlenbeck Processes”, 2021
Zhang Hongmei, Quan Liumeng, Lu Xilin, Xu Jiaqi, “Modified flag-shaped model for self-centering system and its equivalent linearization and structural optimization for stochastic excitation”, Engineering Structures, 215 (2020), 110420
A. Matoussi, L. Piozin, A. Popier, “Stochastic partial differential equations with singular terminal condition”, Stochastic Processes and their Applications, 127:3 (2017), 831
M.D.. Gunzburger, Lisheng Hou, Ju Ming, “Stochastic Steady-State Navier–Stokes Equations with Additive Random Noise”, J Sci Comput, 2015
Е. В. Карачанская, “Обобщенная формула Ито–Вентцеля для случая нецентрированной пуассоновской меры, стохастический первый интеграл и первый интеграл”, Матем. тр., 17:1 (2014), 99–122; E. V. Karachanskaya, “The generalized Itô–Venttsel' formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral”, Siberian Adv. Math., 25:3 (2015), 191–205
В. А. Дубко, Е. В. Карачанская, “Стохастические первые интегралы, ядра интегральных инвариантов и уравнения Колмогорова”, Дальневост. матем. журн., 14:2 (2014), 200–216
Raluca M. Balan, Progress in Probability, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 3
Ф. С. Насыров, Е. В. Юрьева, “О построении и моделировании решений некоторых классов уравнений с многомерным симметричным интегралом”, Уфимск. матем. журн., 4:2 (2012), 114–126
Iyer G., Novikov A., “The Regularizing Effects of Resetting in a Particle System for the Burgers Equation”, Ann. Probab., 39:4 (2011), 1468–1501
Annika Lang, Pao-Liu Chow, Jurgen Potthoff, “Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type”, Stochastics An Int. J. of Probability & Stochastic Processes, 82:3 (2010), 315
Carl Mueller, Lecture Notes in Mathematics, 1962, A Minicourse on Stochastic Partial Differential Equations, 2009, 111
Giuseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro, “Some Results of Backward Itô Formula”, Stochastic Analysis & Applications, 25:3 (2007), 679
Marco Ferrante, Marta Sanz-Solé, “SPDEs with coloured noise: Analytic and stochastic approaches”, Probability and Statistics, 10 (2006), 380
В. В. Хуторцев, “Использование свойства стохастической эквивалентности при решении дифференциальных уравнений в частных производных параболического типа”, Ж. вычисл. матем. и матем. физ., 46:3 (2006), 421–432; V. V. Khutortsev, “Application of stochastic equivalence for solving parabolic partial differential equations”, Comput. Math. Math. Phys., 46:3 (2006), 402–412
Karl Sabelfeld, Anastasia Kolodko, “Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation”, Mathematics and Computers in Simulation, 61:2 (2003), 115
Robert Dalang, Carl Mueller, “Some Non-Linear S.P.D.E's That Are Second Order In Time”, Electron. J. Probab., 8:none (2003)
O. Kurbanmuradov, Ü Rannik, K. Sabelfeld, T. Vesala, “Evaluation of mean concentration and fluxes in turbulent flows by Lagrangian stochastic models”, Mathematics and Computers in Simulation, 54:6 (2001), 459