This paper is concerned with the study of the rate of convergence of the distribution of the maximum likelihood estimator of a parameter appearing linearly in the drift coefficients of two types of stochastic partial differential equations (SPDEs)
AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic di...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
AbstractThe estimation of a real parameter θ in a linear stochastic differential equation of the sim...
The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully l...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (s...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
Nonlinear regression model with continuous time and weak dependent or long-range dependent stationar...
summary:The Cauchy problem for a stochastic partial differential equation with a spatial correlated ...
The paper is devoted to the stochastic optimization problem with a stationary ergodic random sequen...
AbstractIn the first part of this paper, we prove the uniqueness of the solutions of SPDEs with refl...
Difuzijski modeli rasta imaju važnu primjenu u biomedicinskim istraživanjima, posebno u modeliranju ...
2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.Let {Zn}n∈N be a real sto...
AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic di...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
AbstractThe estimation of a real parameter θ in a linear stochastic differential equation of the sim...
The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully l...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (s...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
Nonlinear regression model with continuous time and weak dependent or long-range dependent stationar...
summary:The Cauchy problem for a stochastic partial differential equation with a spatial correlated ...
The paper is devoted to the stochastic optimization problem with a stationary ergodic random sequen...
AbstractIn the first part of this paper, we prove the uniqueness of the solutions of SPDEs with refl...
Difuzijski modeli rasta imaju važnu primjenu u biomedicinskim istraživanjima, posebno u modeliranju ...
2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.Let {Zn}n∈N be a real sto...
AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic di...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
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