summary:We apply an approximation by means of the method of lines for hyperbolic stochastic functional partial differential equations driven by one-dimensional Brownian motion. We study the stability with respect to small $L^2$-perturbations
AbstractIn this paper we show an approximation diffusion theorem for a stochastic integral equation ...
We study the limiting behavior, as n goes to [infinity], of a solution of a stochastic partial diffe...
Preprint enviat per a la seva publicació en una revista científica: Stochastic Processes and their A...
summary:We apply an approximation by means of the method of lines for hyperbolic stochastic function...
Tyt. z nagłówka.Bibliogr. s. 455-456.We approximate parabolic stochastic functional differential equ...
We apply Newton’s method to hyperbolic stochastic functional partial differential equations of the f...
A stochastic partial differential equation, or SPDE, describes the dynamics of a stochastic process ...
This paper is devoted to the study of hyperbolic systems of linear partial differential equations pe...
In the present article we address two issues related to the perturbation method introduced by Zhang ...
AbstractWe study the existence and properties of the density for the law of the solution to a nonlin...
AbstractA solution to a stochastic partial differential equation (in the Stratonovitch form) is an a...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
In this thesis the connections between the boundary conditions and the vari- ance of the solution to...
In this paper we show an approximation diffusion theorem for a stochastic integral equation on the p...
Abstract The main purpose of this paper is to investigate the convergence and stability of stochasti...
AbstractIn this paper we show an approximation diffusion theorem for a stochastic integral equation ...
We study the limiting behavior, as n goes to [infinity], of a solution of a stochastic partial diffe...
Preprint enviat per a la seva publicació en una revista científica: Stochastic Processes and their A...
summary:We apply an approximation by means of the method of lines for hyperbolic stochastic function...
Tyt. z nagłówka.Bibliogr. s. 455-456.We approximate parabolic stochastic functional differential equ...
We apply Newton’s method to hyperbolic stochastic functional partial differential equations of the f...
A stochastic partial differential equation, or SPDE, describes the dynamics of a stochastic process ...
This paper is devoted to the study of hyperbolic systems of linear partial differential equations pe...
In the present article we address two issues related to the perturbation method introduced by Zhang ...
AbstractWe study the existence and properties of the density for the law of the solution to a nonlin...
AbstractA solution to a stochastic partial differential equation (in the Stratonovitch form) is an a...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
In this thesis the connections between the boundary conditions and the vari- ance of the solution to...
In this paper we show an approximation diffusion theorem for a stochastic integral equation on the p...
Abstract The main purpose of this paper is to investigate the convergence and stability of stochasti...
AbstractIn this paper we show an approximation diffusion theorem for a stochastic integral equation ...
We study the limiting behavior, as n goes to [infinity], of a solution of a stochastic partial diffe...
Preprint enviat per a la seva publicació en una revista científica: Stochastic Processes and their A...
DOI
Add to ORKG