Keywords: 60H30; 60G15; 60H07; Standardized random variables; Abstract Wiener spaces; Wick exponentials;
مقالات ISI (ترجمه نشده)
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Keywords: primary; 60J10; 60H30; secondary; 41A10; 41-01; Bernstein operator; Markov chains; Stochastic compositions; Wright-Fisher model; Stochastic calculus; Diffusion approximation;
Keywords: 60J60; 60H30; 58J65; 58J70; Manifold with a pole; Semi-classical bridge; Feynman-Kac formula; Gaussian bounds for fundamental solutions of parabolic equations; Logarithmic heat kernels;
Keywords: Copula; Evolution; Lipschitzianity; Convergence; Forex; 97K80; 60H30;
Keywords: primary; 60H10; 60G46; secondary; 60H30; 35K65; Degenerate SDEs; Martingale problem; Calderón-Zygmund estimates;
Pathwise uniqueness for stochastic differential equations driven by pure jump processes
Keywords: primary; 60H10; secondary; 60H30; Pure jump process; Weak uniqueness; Tanaka's formula; Pathwise uniqueness; Local time;
Keywords: Fractional-time derivative; Subordinator; Inverse subordinator; Lévy measure; Occupation measure; Primary 26A33; 60H30; Secondary: 34K37;
Keywords: 60H35; 60H30; 60H10; 65C30; Jump-diffusion; Numerical solution; Balanced implicit method; Positivity preserving;
Keywords: exceptional Hermite polynomials; system of minimal energy; energy function; partitioned matrices; 60H10; 60H30; 35K65;
Keywords: primary; 60G40; secondary; 60H30; Explicit stopping rules; Excursion processes; Insider trading; Bermudan fixed-window lookback option; Brownian motion;
Keywords: 35R09; 35D40; 60G99; 60H30; 60J75; Integro-partial differential equations; Viscosity solution; Backward stochastic differential equation; Singular condition;
Stochastic partial differential equations with singular terminal condition
Keywords: 35R60; 35K67; 60H15; 60H30; Backward doubly stochastic differential equations; Stochastic partial differential equations; Monotone condition; Singular terminal data;
Keywords: C61; G02; G11; primary; 49L20; 60H30; secondary; 60G46; 35Q93; Probability of lifetime ruin; Ambiguity aversion; Hazard rate uncertainty; Optimal control; Stochastic control;
Keywords: 90A09; 60H30; 90C39Backward stochastic differential equation; Semimartingale market model; Power utility maximization problem; Partial information
Keywords: 35D40; 35K10; 60H30; Integral-partial differential equation; Backward stochastic differential equation with jumps; Viscosity solution; Non-local operator;
Keywords: 97M30; 91B70; 60H30; Investment; Risk control; Inside information; Forward integral; Enlargement of filtration;
Keywords: 93E20; 60H30; 93E99; 60H10; Time inconsistency; Mean-variance criterion; Investment-reinsurance strategy; Insurer; Equilibrium strategy; Forward-backward stochastic differential equation;
Keywords: 60F05; 60K35; 60H30; 60J70; Mean field interaction; Common factor; Weakly interacting diffusions; Propagation of chaos; Central limit theorems; Fluctuation limits; Exchangeability; Symmetric statistics; Multiple Wiener integrals;
Keywords: Mean-field backward stochastic; Differential equation; Stieltjes measure; Comparison theorem60H10; 60G40; 60H30
Keywords: Drawdown; Occupation time; Optimal investment; Stochastic control; Free-boundary problem; C61; G02; G11; 49L20; 60H30; 35Q93;
Keywords: 60H10; 60H30; 93E03; Multivalued backward stochastic differential equations; Oblique reflection; Subdifferential operators; Meyer-Zheng topology;
Keywords: 97M30; 91G80s; 60H30; Investment; Consumption; Reinsurance; Backward stochastic differential equation; Malliavin calculus;
Keywords: 34K50; 60H15; 60H30; 47D06Stochastic partial differential equations with finite delay; Stochastic evolution equation with delay; umd Banach spaces; Type 2 Banach spaces
Keywords: 91G80; 97M30; 93E20; 60H30; Investment; Consumption; Reinsurance; Model uncertainty; Stochastic maximum principle; Malliavin calculus;
Keywords: 35D40; 35K10; 60H10; 60H30; Nonlinear expectation; Optimal stopping; Snell envelope;
Keywords: 60H10; 60H30; Interest rate; Cox-Ingersoll-Ross model; Jump; Memory; One-factor model; Two-factor model; Long-term return;
Keywords: Stochastic age-dependent population equations; Numerical solution; Positivity preserving; Convergence60H35; 60H30; 60H10; 65C30
Pricing European options under uncertainty with application of Levy processes and the minimal Lq equivalent martingale measure
Keywords: 91G80; 60G51; 60H30; 03E72; Option pricing; Stochastic processes; Fuzzy set theory; Decision-making;
Stability in distribution of a stochastic predator-prey system with S-type distributed time delays
Keywords: 60H10; 60H30; Stability; Predator-prey system; Lotka-Volterra system; Time delay;
Thermodynamic work statistics for Ornstein-Uhlenbeck-type heat baths
Keywords: 82C31; 60H30; Jarzynski equality; Crooks relation; Ornstein-Uhlenbeck process; Generalized Langevin equation;
Quadratic backward stochastic differential equations driven by G-Brownian motion: Discrete solutions and approximation
Keywords: 60H10; 60H30; Backward stochastic differential equations; Quadratic growth; G-Brownian motion; Discretization; Fully nonlinear PDEs;
Hamilton differential Harnack inequality and W-entropy for Witten Laplacian on Riemannian manifolds
Keywords: primary; 53C44; 58J35; 58J65; secondary; 60J60; 60H30; Hamilton differential Harnack inequality; W-entropy; Super Ricci flows;
Backward problems for stochastic differential equations on the Sierpinski gasket
Keywords: 28A80; 60H10; 60H30; Sierpinski gasket; Backward stochastic differential equations; Semi-linear parabolic equations;
Malliavin calculus for the stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion
Keywords: 35K55; 35K40; 60H30; 60H15; Stochastic partial differential equations; Reaction-diffusion equations; Phase transitions; Malliavin calculus;
Lp-maximal hypoelliptic regularity of nonlocal kinetic Fokker-Planck operators
Keywords: primary; 42B20; 60H30; secondary; 35H10; 35Q20; Lp-hypoellipticity; Nonlocal kinetic operator; Fefferman-Stein's theorem; Lévy process;
Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value
Keywords: 60H30; Stochastic representation; Local existence; Sobolev space; Quasi-linear partial integro-differential equations;
Generalised fractional evolution equations of Caputo type
Keywords: Fractional evolution equation; Generalised derivatives of Caputo type; Mittag-Leffler functions; Feller process; β-stable subordinator; Stopping time; Boundary point; 34A08; 26A33; 34A12; 60H30; 35S15; 34A05;
Stochastic Komatu-Loewner evolutions and SLEs
Keywords: primary; 60J67; 60J70; secondary; 30C20; 60H10; 60H30; Standard slit domain; Stochastic Komatu-Loewner evolution; SLE; Absorbing Brownian motion; Locality;
Stochastic nonlinear Schrödinger equations: No blow-up in the non-conservative case
Keywords: 60H15; 35Q55; 60H30; (Stochastic) nonlinear Schrödinger equation; Wiener process; Noise effect; Blow-up;
Stochastic maximum principle for SPDEs with delay
Keywords: 93E20; 60H15; 60H30; Stochastic maximum principle; Stochastic delay differential equation; Anticipated backward stochastic differential equations; Infinite dimensions;
Infinite dimensional weak Dirichlet processes and convolution type processes
Keywords: 60H05; 60H15; 60H30; 35R60; Covariation and quadratic variation; Calculus via regularization; Infinite dimensional analysis; Tensor analysis; Dirichlet processes; Generalized Fukushima decomposition; Convolution type processes; Stochastic partial differen
Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media
Keywords: 60H20; 60H30; 35J60; 60J35; SDE; BSDEs and PDES with discontinuous coefficients; Weak convergence of SDEs and BSDEs; Homogenization; S-topology; Averaging in Cesà ro sense; Sobolev spaces; Sobolev solution to semilinear PDEs;
Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs
Keywords: 35D40; 35K10; 60H10; 60H30; Path-dependent PDEs; Viscosity solutions; Reflected backward stochastic differential equations; Variational inequalities;
Strong solutions of Stochastic models for viscoelastic flows of Oldroyd type
Keywords: 60H15; 60H30; 76A05; 76A10; 76D03; Oldroyd fluid; Maximal strong solution; Lévy noise; Commutator estimates;
L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: Exact continuity and gradient moduli, 1/2-derivative criticality, and laws
Keywords: 60H15; 60H20; 60H30; 45H05; 45R05; 35R60; 60J45; 60J35; 60J60; 60J65; Time-fractional stochastic partial-integral equations (SPIDEs); L-Kuramoto-Sivashinsky SPDEs; Brownian-time processes; Gaussian random fields; Kernel stochastic integral equations;
Grade-two fluids on non-smooth domain driven by multiplicative noise: Existence, uniqueness and regularity
Keywords: 60H15; 60H30; 35R60; Grade two fluids; Lagrangian averaged Euler equations; Martingale solution; Space and time regularity; Time discretization; Stochastic transport equations;
Quasi-continuous random variables and processes under the G-expectation framework
Keywords: 60H10; 60H30; G-expectation; G-Brownian motion; Quasi-continuous; Krylov's estimates;
The dynamics of the stochastic shadow Gierer–Meinhardt system
Keywords: 60H05; 60H15; 60H30
Existence and regularity of solution for a stochastic Cahn–Hilliard/Allen–Cahn equation with unbounded noise diffusion
Keywords: 35K55; 35K40; 60H30; 60H15Stochastic Cahn–Hilliard/Allen–Cahn equation; Space-time white noise; Convolution semigroup; Galerkin approximations; Unbounded diffusion
On the comparison theorem for multi-dimensional GG-SDEs
Keywords: 60H30; 60H10Viability property; GG-stochastic differential equations; Comparison theorem