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ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 535, doi. 10.1142/S0219493711003437
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- Article
PREFACE.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 211, doi. 10.1142/S0219493711003243
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SKOROKHOD EMBEDDINGS IN BOUNDED TIME.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 215, doi. 10.1142/S0219493711003255
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- Article
THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 265, doi. 10.1142/S0219493711003279
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- Article
ENTROPIC RISK MEASURES:: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 333, doi. 10.1142/S0219493711003334
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- Article
AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 353, doi. 10.1142/S0219493711003346
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- Article
RANDOM DIFFERENTIAL EQUATIONS WITH RANDOM DELAYS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 369, doi. 10.1142/S0219493711003358
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- Article
ESTIMATES FOR THE SOLUTION TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H ∈ (⅓, ½).
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 243, doi. 10.1142/S0219493711003267
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- Article
OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 283, doi. 10.1142/S0219493711003280
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- Article
RANDOM ATTRACTORS OF STOCHASTIC REACTION-DIFFUSION EQUATIONS ON VARIABLE DOMAINS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 301, doi. 10.1142/S0219493711003292
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- Article
PSEUDO-RESONANCE INDUCED QUASI-PERIODIC BEHAVIOR IN STOCHASTIC THRESHOLD DYNAMICS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 315, doi. 10.1142/S0219493711003309
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- Article
REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 323, doi. 10.1142/S0219493711003310
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- Article
EXPONENTIAL GROWTH RATE FOR DERIVATIVES OF STOCHASTIC FLOWS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 227, doi. 10.1142/S0219493711003322
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- Article
INITIAL ENLARGEMENT IN A MARKOV CHAIN MARKET MODEL.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 389, doi. 10.1142/S021949371100336X
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- Article
EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 521, doi. 10.1142/S0219493711003425
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- Article
MODELING OF FINANCIAL MARKETS WITH INSIDE INFORMATION IN CONTINUOUS TIME.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 415, doi. 10.1142/S0219493711003371
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- Article
SYNCHRONIZATION AND TRANSPORT IN AN OSCILLATING PERIODIC POTENTIAL.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 461, doi. 10.1142/S0219493711003395
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- Article
PARTICLE FILTERS IN A MULTISCALE ENVIRONMENT:: WITH APPLICATION TO THE LORENZ-96 ATMOSPHERIC MODEL.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 569, doi. 10.1142/S0219493711003450
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- Article
INVARIANT MANIFOLDS FOR STOCHASTIC MODELS IN FLUID DYNAMICS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 439, doi. 10.1142/S0219493711003383
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- Article
FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 495, doi. 10.1142/S0219493711003413
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- Article
HOMOGENIZATION OF A PERIODIC DEGENERATE SEMILINEAR ELLIPTIC PDE.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 475, doi. 10.1142/S0219493711003401
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- Article
APPLICATIONS OF MULTI-PARAMETER MARTINGALES IN FOURIER ANALYSIS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 551, doi. 10.1142/S0219493711003449
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- Article