Works matching IS 09266364 AND DT 2020
Results: 25
Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 4, p. 253, doi. 10.1515/rose-2020-2044
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Stability of functionals of perturbed Markov chains under the condition of uniform minorization.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 4, p. 237, doi. 10.1515/rose-2020-2043
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Frontmatter.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 3, p. i, doi. 10.1515/rose-2020-frontmatter3
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- Article
Goodness-of-fit test for skew normality based on energy statistics.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 3, p. 227, doi. 10.1515/rose-2020-2042
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A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô–Volterra integral equations.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 3, p. 209, doi. 10.1515/rose-2020-2040
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- Article
Frontmatter.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 4, p. i, doi. 10.1515/rose-2020-frontmatter1
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- Article
RAP-method (random perturbation method) for minimax G-filter.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 4, p. 307, doi. 10.1515/rose-2020-2048
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Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 4, p. 291, doi. 10.1515/rose-2020-2047
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Harnack-type inequality for linear fractional stochastic equations.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 4, p. 281, doi. 10.1515/rose-2020-2046
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Predictable solution for reflected BSDEs when the obstacle is not right-continuous.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 4, p. 269, doi. 10.1515/rose-2020-2045
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About classical solutions of the path-dependent heat equation.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 1, p. 35, doi. 10.1515/rose-2020-2028
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An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 1, p. 1, doi. 10.1515/rose-2020-2024
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Stochastic PDEs in 𝒮' for SDEs driven by Lévy noise.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 3, p. 217, doi. 10.1515/rose-2020-2041
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Large deviations and Berry–Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 3, p. 183, doi. 10.1515/rose-2020-2037
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Large deviations for stochastic differential equations with general delayed generator.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 3, p. 197, doi. 10.1515/rose-2020-2039
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A new family of positive recurrent semimartingale reflecting Brownian motions in an orthant.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 3, p. 177, doi. 10.1515/rose-2020-2036
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Theorem of Furstenberg type for multiplicative stochastic integrals.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 3, p. 163, doi. 10.1515/rose-2020-2035
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- Article
Frontmatter.
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- Random Operators & Stochastic Equations, 2020, p. i, doi. 10.1515/rose-2020-frontmatter3
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- Article
Lebesgue structure of asymmetric Bernoulli convolution based on Jacobsthal–Lucas sequence.
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- Random Operators & Stochastic Equations, 2020, p. 123, doi. 10.1515/rose-2020-2033
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VICTORIA transform, RESPECT and REFORM methods for the proof of the G-Elliptic Law under G-Lindeberg condition and twice stochastic condition for the variances and covariances of the entries of some random matrices.
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- Random Operators & Stochastic Equations, 2020, p. 131, doi. 10.1515/rose-2020-2034
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Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion.
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- Random Operators & Stochastic Equations, 2020, p. 113, doi. 10.1515/rose-2020-2032
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Existence of optimal controls for systems of controlled forward-backward doubly SDEs.
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- Random Operators & Stochastic Equations, 2020, p. 93, doi. 10.1515/rose-2020-2031
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A new numerical method for 1-D backward stochastic differential equations without using conditional expectations.
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- Random Operators & Stochastic Equations, 2020, p. 79, doi. 10.1515/rose-2020-2030
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BSDE with rcll reflecting barrier driven by a Lévy process.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 1, p. 63, doi. 10.1515/rose-2020-2029
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Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients.
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- Random Operators & Stochastic Equations, 2020, v. 28, n. 1, p. 19, doi. 10.1515/rose-2020-2026
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