Works matching IS 09266364 AND DT 2011 AND VI 19 AND IP 1
Results: 4
A characterization of the geometric Brownian motion in terms of infinite dimensional Laplacians.
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- Random Operators & Stochastic Equations, 2011, v. 19, n. 1, p. 91, doi. 10.1515/ROSE.2011.004
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- Article
The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion.
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- Random Operators & Stochastic Equations, 2011, v. 19, n. 1, p. 63, doi. 10.1515/ROSE.2011.003
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- Article
BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control.
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- Random Operators & Stochastic Equations, 2011, v. 19, n. 1, p. 45, doi. 10.1515/ROSE.2011.002
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- Article
Use of the global implicit function theorem to induce singular conditional distributions on surfaces in n dimensions: Part II.
- Published in:
- Random Operators & Stochastic Equations, 2011, v. 19, n. 1, p. 1, doi. 10.1515/ROSE.2011.001
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- Article