Add to ORKGsummary:In the paper the convergence of a mixed Runge--Kutta method of the first and second orders to a strong solution of the Ito stochastic differential equation is studied under a monotonicity condition
summary:The method of quasilinearization is a procedure for obtaining approximate solutions of diffe...
summary:We give sufficient conditions for the existence of at least one integrable solution of equat...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
summary:In the paper the convergence of a mixed Runge--Kutta method of the first and second orders t...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
AbstractIn the literature [1] [Existence and uniqueness of the solutions and convergence of semi-imp...
We prove an existence theorem for solutions of stochastic functional differential equations under sm...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
summary:The method of quasilinearization is a well-known technique for obtaining approximate solutio...
Accurate approximations for the Stieltjes integral by the generalized trapzoid rule. The generalized...
We give here a proof of the convergence of the Stochastic Gradient Descent (SGD) in a self-contained...
An algorithm for solving quasi-equilibrium problems (QEPs) is proposed relying on the sequential ine...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
In this paper, we obtain the exact controllability for a refined stochastic wave equation with three...
Consider the Cauchy problem for the non-degenerate Kirchhoff type dissipative wave equations with th...
summary:The method of quasilinearization is a procedure for obtaining approximate solutions of diffe...
summary:We give sufficient conditions for the existence of at least one integrable solution of equat...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
summary:In the paper the convergence of a mixed Runge--Kutta method of the first and second orders t...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
AbstractIn the literature [1] [Existence and uniqueness of the solutions and convergence of semi-imp...
We prove an existence theorem for solutions of stochastic functional differential equations under sm...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
summary:The method of quasilinearization is a well-known technique for obtaining approximate solutio...
Accurate approximations for the Stieltjes integral by the generalized trapzoid rule. The generalized...
We give here a proof of the convergence of the Stochastic Gradient Descent (SGD) in a self-contained...
An algorithm for solving quasi-equilibrium problems (QEPs) is proposed relying on the sequential ine...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
In this paper, we obtain the exact controllability for a refined stochastic wave equation with three...
Consider the Cauchy problem for the non-degenerate Kirchhoff type dissipative wave equations with th...
summary:The method of quasilinearization is a procedure for obtaining approximate solutions of diffe...
summary:We give sufficient conditions for the existence of at least one integrable solution of equat...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...