Fouque, Jean-Pierre; Han, Chuan-Hsiang Pricing Asian options with stochastic volatility. (English) Zbl 1405.91615 Quant. Finance 3, No. 5, 353-362 (2003). MSC: 91G20 60H15 PDFBibTeX XMLCite \textit{J.-P. Fouque} and \textit{C.-H. Han}, Quant. Finance 3, No. 5, 353--362 (2003; Zbl 1405.91615) Full Text: DOI
Keese, A.; Matthies, H. G. Sparse quadrature as an alternative to Monte Carlo for stochastic finite element techniques. (English) Zbl 1354.65013 PAMM, Proc. Appl. Math. Mech. 3, 493-494 (2003). MSC: 65C30 60H15 65D30 65M60 65C05 PDFBibTeX XMLCite \textit{A. Keese} and \textit{H. G. Matthies}, PAMM, Proc. Appl. Math. Mech. 3, 493--494 (2003; Zbl 1354.65013) Full Text: DOI
Funaki, Tadahisa Stochastic models for phase separation and evolution equations of interfaces. (English) Zbl 1247.82042 Sugaku Expo. 16, No. 1, 97-116 (2003). MSC: 82C24 35B25 35Q56 35R60 60F10 60H15 60K35 82C31 PDFBibTeX XMLCite \textit{T. Funaki}, Sugaku Expo. 16, No. 1, 97--116 (2003; Zbl 1247.82042)
Namachchivaya, N. Sri; Ramakrishnan, Narayanan Stochastic dynamics of parametrically excited two d.o.f. systems with symmetry. (English) Zbl 1237.70121 J. Sound Vib. 262, No. 3, 613-631 (2003). MSC: 70L05 34F05 60H15 70H05 70H33 70K50 PDFBibTeX XMLCite \textit{N. S. Namachchivaya} and \textit{N. Ramakrishnan}, J. Sound Vib. 262, No. 3, 613--631 (2003; Zbl 1237.70121) Full Text: DOI
Keese, Andreas; Matthies, Hermann G. Parallel solution of stochastic PDEs. (English) Zbl 1201.65013 PAMM, Proc. Appl. Math. Mech. 2, 485-486 (2003). MSC: 65C30 60H15 65Y05 PDFBibTeX XMLCite \textit{A. Keese} and \textit{H. G. Matthies}, PAMM, Proc. Appl. Math. Mech. 2, 485--486 (2003; Zbl 1201.65013) Full Text: DOI
Tornatore, Elisabetta Stochastic equation of population dynamics with diffusion on a domain. (English) Zbl 1196.60126 Rend. Circ. Mat. Palermo (2) 52, No. 1, 15-29 (2003). MSC: 60H35 92D25 60H15 PDFBibTeX XMLCite \textit{E. Tornatore}, Rend. Circ. Mat. Palermo (2) 52, No. 1, 15--29 (2003; Zbl 1196.60126) Full Text: DOI
Piatnitski, A. L.; Zhao, H. Z.; Zheng, W. A. Solutions to a class of multidimensional SPDEs. (English) Zbl 1190.60054 Int. Math. J. 3, No. 7, 755-774 (2003). Reviewer: Isamu Dôku (Saitama) MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{A. L. Piatnitski} et al., Int. Math. J. 3, No. 7, 755--774 (2003; Zbl 1190.60054)
Vârsan, C.; Popescu-Bodorin, N. Stochastic Hamiltonians associated with stochastic differential equations and non-smooth final value. (English) Zbl 1150.60398 Math. Rep., Bucur. 5(55), No. 4, 399-411 (2003). MSC: 60H15 93C42 PDFBibTeX XMLCite \textit{C. Vârsan} and \textit{N. Popescu-Bodorin}, Math. Rep., Buchar. 5(55), No. 4, 399--411 (2003; Zbl 1150.60398)
Ivanova, A. P. Feedback contol for stochastic heat equation. (English, Russian) Zbl 1110.60303 J. Comput. Syst. Sci. Int. 42, No. 5, 683-691 (2003); translation from Izv. Akad. Nauk, Teor. Sist. Upr. 2003, No. 5, 26-34 (2003). MSC: 60H15 49L20 93E20 PDFBibTeX XMLCite \textit{A. P. Ivanova}, J. Comput. Syst. Sci. Int. 42, No. 5, 683--691 (2003; Zbl 1110.60303); translation from Izv. Akad. Nauk, Teor. Sist. Upr. 2003, No. 5, 26--34 (2003)
Da Prato, Giuseppe; Debussche, Arnaud Ergodicity for the 3D stochastic Navier-Stokes equations. (English) Zbl 1109.60047 J. Math. Pures Appl. (9) 82, No. 8, 877-947 (2003). MSC: 60H15 35Q30 35R60 76D05 76M35 PDFBibTeX XMLCite \textit{G. Da Prato} and \textit{A. Debussche}, J. Math. Pures Appl. (9) 82, No. 8, 877--947 (2003; Zbl 1109.60047) Full Text: DOI
Zhu, W. Q.; Huang, Z. L.; Deng, M. L. First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems. (English) Zbl 1348.70065 Int. J. Non-Linear Mech. 38, No. 8, 1133-1148 (2003). MSC: 70L05 70H05 70Q05 93B52 60H15 PDFBibTeX XMLCite \textit{W. Q. Zhu} et al., Int. J. Non-Linear Mech. 38, No. 8, 1133--1148 (2003; Zbl 1348.70065) Full Text: DOI
Ławrynowicz, Julian; Rodrigues, Waldyr A. jun.; Wojtczak, Leszek Stochastical electrodynamics in Clifford-analytical formulation related to entropy-depending structures. (English) Zbl 1097.78002 Bull. Soc. Sci. Lett. Łódź 53, Sér. Rech. Déform. 41, 69-87 (2003). Reviewer: Ll. G. Chambers (Bangor) MSC: 78A25 60H15 35R60 80A05 PDFBibTeX XMLCite \textit{J. Ławrynowicz} et al., Bull. Soc. Sci. Lett. Łódź, Sér. Rech. Déform. 53(41), 69--87 (2003; Zbl 1097.78002)
Fomina, T. A.; Shatashvili, A. D. Some necessary and sufficient conditions of the equivalence of two Gaussian measures induced by solutions of differential equations in an Euclid and a Hilbert spaces. (English) Zbl 1088.60067 Random Oper. Stoch. Equ. 11, No. 4, 351-370 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60H15 60A10 28C20 PDFBibTeX XMLCite \textit{T. A. Fomina} and \textit{A. D. Shatashvili}, Random Oper. Stoch. Equ. 11, No. 4, 351--370 (2003; Zbl 1088.60067) Full Text: DOI
Ait Ouahra, M.; Eddahbi, M.; Lakhel, E. Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations. (English) Zbl 1088.60069 Random Oper. Stoch. Equ. 11, No. 4, 307-332 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60H15 60F17 PDFBibTeX XMLCite \textit{M. Ait Ouahra} et al., Random Oper. Stoch. Equ. 11, No. 4, 307--332 (2003; Zbl 1088.60069) Full Text: DOI
Liu, Di Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white noise. (English) Zbl 1086.60037 Commun. Math. Sci. 1, No. 2, 361-375 (2003). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60H15 60H35 PDFBibTeX XMLCite \textit{D. Liu}, Commun. Math. Sci. 1, No. 2, 361--375 (2003; Zbl 1086.60037) Full Text: DOI
Fujita Yashima, Hisao Stochastic equation of population dynamics of prey-predator type with diffusion in a territory. (French) Zbl 1078.92064 Novi Sad J. Math. 33, No. 1, 31-52 (2003). Reviewer: Svetlana Janković (Niš) MSC: 92D40 60J70 60J65 60H15 PDFBibTeX XMLCite \textit{H. Fujita Yashima}, Novi Sad J. Math. 33, No. 1, 31--52 (2003; Zbl 1078.92064) Full Text: EuDML
Cho, Nhansook; Kwon, Youngmee Limit of solutions of a SPDE driven by martingale measure with reflection. (English) Zbl 1101.60335 Commun. Korean Math. Soc. 18, No. 4, 713-723 (2003). MSC: 60H15 60F05 PDFBibTeX XMLCite \textit{N. Cho} and \textit{Y. Kwon}, Commun. Korean Math. Soc. 18, No. 4, 713--723 (2003; Zbl 1101.60335) Full Text: DOI
Fuhrman, Marco A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. (English) Zbl 1075.93044 Stochastic Processes Appl. 108, No. 2, 263-298 (2003). Reviewer: Jan Seidler (Praha) MSC: 93E20 60H15 PDFBibTeX XMLCite \textit{M. Fuhrman}, Stochastic Processes Appl. 108, No. 2, 263--298 (2003; Zbl 1075.93044) Full Text: DOI
Mikulevicius, R.; Pragarauskas, H. On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces. (English) Zbl 1075.60543 Stochastic Processes Appl. 106, No. 2, 185-222 (2003). Reviewer: Martin Ondreját (Praha) MSC: 60H15 PDFBibTeX XMLCite \textit{R. Mikulevicius} and \textit{H. Pragarauskas}, Stochastic Processes Appl. 106, No. 2, 185--222 (2003; Zbl 1075.60543) Full Text: DOI
Pardoux, E.; Piatnitski, A. L. Homogenization of a nonlinear random parabolic partial differential equation. (English) Zbl 1075.35003 Stochastic Processes Appl. 104, No. 1, 1-27 (2003). Reviewer: Jan Seidler (Praha) MSC: 35B27 60H15 35R60 PDFBibTeX XMLCite \textit{E. Pardoux} and \textit{A. L. Piatnitski}, Stochastic Processes Appl. 104, No. 1, 1--27 (2003; Zbl 1075.35003) Full Text: DOI
Assing, Sigurd; Manthey, Ralf Invariant measures for stochastic heat equations with unbounded coefficients. (English) Zbl 1075.60542 Stochastic Processes Appl. 103, No. 2, 237-256 (2003). Reviewer: Jan Seidler (Praha) MSC: 60H15 PDFBibTeX XMLCite \textit{S. Assing} and \textit{R. Manthey}, Stochastic Processes Appl. 103, No. 2, 237--256 (2003; Zbl 1075.60542) Full Text: DOI
Sango, M. Boundedness of solution for an evolution stochastic partial differential equation with measurable coefficients. (English) Zbl 1194.60040 Rend. Circ. Mat. Palermo (2) 52, No. 2, 241-250 (2003). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{M. Sango}, Rend. Circ. Mat. Palermo (2) 52, No. 2, 241--250 (2003; Zbl 1194.60040) Full Text: DOI
Kampen, Jörg On American derivatives and related obstacle problems. (English) Zbl 1079.91033 Int. J. Theor. Appl. Finance 6, No. 6, 565-591 (2003). MSC: 91B28 60H15 PDFBibTeX XMLCite \textit{J. Kampen}, Int. J. Theor. Appl. Finance 6, No. 6, 565--591 (2003; Zbl 1079.91033) Full Text: DOI
Burmistrov, A. V.; Mikhajlov, G. A. [Mikhailov, G. A.] Monte Carlo method of calculation the derivatives of solution to stationary diffusion equation. (Russian, English) Zbl 1076.65011 Zh. Vychisl. Mat. Mat. Fiz. 43, No. 10, 1517-1529 (2003); translation in Comput. Math. Math. Phys. 43, No. 10, 1459-1471 (2003). Reviewer: Andrei Zemskov (Moskva) MSC: 65C30 65C05 60H15 35R60 60J60 60H35 PDFBibTeX XMLCite \textit{A. V. Burmistrov} and \textit{G. A. Mikhajlov}, Zh. Vychisl. Mat. Mat. Fiz. 43, No. 10, 1517--1529 (2003; Zbl 1076.65011); translation in Comput. Math. Math. Phys. 43, No. 10, 1459--1471 (2003)
Ibragimov, I. A. An estimation problem for quasilinear stochastic partial differential equations. (English. Russian original) Zbl 1071.62072 Probl. Inf. Transm. 39, No. 1, 51-77 (2003); translation from Prob. Peredachi Inf. 39, No. 1, 58-87 (2003). MSC: 62M09 62F12 60H15 60H10 PDFBibTeX XMLCite \textit{I. A. Ibragimov}, Probl. Inf. Transm. 39, No. 1, 51--77 (2003; Zbl 1071.62072); translation from Prob. Peredachi Inf. 39, No. 1, 58--87 (2003) Full Text: DOI
Zorin, V. A. Probabilistic representation of a solution to the telegraph equation with zero boundary conditions. (Russian. English summary) Zbl 1072.35511 Vestn. Nizhegorod. Univ. N. I. Lobachevskogo, Mat. 1, 29-32 (2003). MSC: 35C15 60H15 35L15 PDFBibTeX XMLCite \textit{V. A. Zorin}, Vestn. Nizhegorod. Univ. N. I. Lobachevskogo, Mat. 1, 29--32 (2003; Zbl 1072.35511)
Yarovyj, Vladimir V. Sojourn measures for solutions of partial differential equation along curves which tend to infinity. (English) Zbl 1064.60153 Theory Stoch. Process. 9(25), No. 1-2, 123-132 (2003). MSC: 60H15 60G57 60F99 PDFBibTeX XMLCite \textit{V. V. Yarovyj}, Theory Stoch. Process. 9(25), No. 1--2, 123--132 (2003; Zbl 1064.60153)
Melnick, S. A. The group analysis of stochastic partial differential equations. (English) Zbl 1065.60080 Theory Stoch. Process. 9(25), No. 1-2, 99-109 (2003). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{S. A. Melnick}, Theory Stoch. Process. 9(25), No. 1--2, 99--109 (2003; Zbl 1065.60080)
Márquez-Carreras, David; Sarrà, Mònica Large deviation principle for a stochastic heat equation with spatially correlated noise. (English) Zbl 1063.60090 Electron. J. Probab. 8, Paper No. 12, 39 p. (2003). MSC: 60H15 60H07 60F10 PDFBibTeX XMLCite \textit{D. Márquez-Carreras} and \textit{M. Sarrà}, Electron. J. Probab. 8, Paper No. 12, 39 p. (2003; Zbl 1063.60090) Full Text: EuDML EMIS
Prakasa Rao, B. L. S. Estimation for some stochastic partial differential equations based on discrete observations. II. (English) Zbl 1098.62556 Calcutta Stat. Assoc. Bull. 54, No. 215-216, 129-141 (2003). MSC: 62M40 62M05 60H15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Calcutta Stat. Assoc. Bull. 54, No. 215--216, 129--141 (2003; Zbl 1098.62556) Full Text: DOI
Hou, Thomas Y.; Kim, Hongjoong; Rozovski, Boris; Zhou, Hao-Min Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics. (English) Zbl 1130.76410 HERMIS-\(\mu\pi\) 4, 1-14 (2003). MSC: 76M35 35Q35 35R60 60H15 60H30 65C30 76D05 76M25 PDFBibTeX XMLCite \textit{T. Y. Hou} et al., HERMIS-\(\mu\pi\) 4, 1--14 (2003; Zbl 1130.76410)
Truman, Aubrey; Wu, Jiang-Lun Stochastic Burgers equation with Lévy space-time white noise. (English) Zbl 1066.76021 Davies, I. M. (ed.) et al., Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14–19, 2002. Singapore: World Scientific (ISBN 981-238-226-7/hbk). 298-323 (2003). MSC: 76D06 60H15 PDFBibTeX XMLCite \textit{A. Truman} and \textit{J.-L. Wu}, in: Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14--19, 2002. Singapore: World Scientific. 298--323 (2003; Zbl 1066.76021)
Jourdain, Benjamin; Lelièvre, Tony Mathematical analysis of a stochastic differential equation arising in the micro-macro modelling of polymeric fluids. (English) Zbl 1081.76006 Davies, I.M. (ed.) et al., Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14–19, 2002. Singapore: World Scientific (ISBN 981-238-226-7/hbk). 205-223 (2003). MSC: 76A05 76M35 60H15 82D60 PDFBibTeX XMLCite \textit{B. Jourdain} and \textit{T. Lelièvre}, in: Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14--19, 2002. Singapore: World Scientific. 205--223 (2003; Zbl 1081.76006)
Giraud, Christophe Some properties of Burgers turbulence with white noise initial conditions. (English) Zbl 1081.76036 Davies, I.M. (ed.) et al., Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14–19, 2002. Singapore: World Scientific (ISBN 981-238-226-7/hbk). 161-178 (2003). MSC: 76F55 76D06 60H15 60J65 PDFBibTeX XMLCite \textit{C. Giraud}, in: Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14--19, 2002. Singapore: World Scientific. 161--178 (2003; Zbl 1081.76036)
Cutland, Nigel J. Stochastic Navier-Stokes equations: Loeb space techniques and attractors. (English) Zbl 1145.60316 Davies, I.M. (ed.) et al., Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14–19, 2002. Singapore: World Scientific (ISBN 981-238-226-7/hbk). 97-114 (2003). MSC: 60H15 35Q30 35R60 37L30 76D05 76M35 82C31 PDFBibTeX XMLCite \textit{N. J. Cutland}, in: Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14--19, 2002. Singapore: World Scientific. 97--114 (2003; Zbl 1145.60316) Full Text: DOI
Chow, P. L. Semilinear stochastic wave equations. (English) Zbl 1088.35084 Davies, I.M. (ed.) et al., Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14–19, 2002. Singapore: World Scientific (ISBN 981-238-226-7/hbk). 84-96 (2003). Reviewer: Hisao Fujita-Yashima (Torino) MSC: 35R60 60H15 35L70 PDFBibTeX XMLCite \textit{P. L. Chow}, in: Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14--19, 2002. Singapore: World Scientific. 84--96 (2003; Zbl 1088.35084)
Márquez-Carreras, David; Sarrà, Mònica Large deviation principle for a stochastic heat equation with spatially correlated noise. (English) Zbl 1148.60307 Electron. J. Probab. 8, Paper No. 12, 39 p. (2003). MSC: 60H07 60H15 PDFBibTeX XMLCite \textit{D. Márquez-Carreras} and \textit{M. Sarrà}, Electron. J. Probab. 8, Paper No. 12, 39 p. (2003; Zbl 1148.60307) Full Text: EuDML EMIS
Sturm, Anja On convergence of population processes in random environments to the stochastic heat equation with colored noise. (English) Zbl 1064.60199 Electron. J. Probab. 8, Paper No. 6, 39 p. (2003). MSC: 60K35 60F05 60K37 60H15 60J80 PDFBibTeX XMLCite \textit{A. Sturm}, Electron. J. Probab. 8, Paper No. 6, 39 p. (2003; Zbl 1064.60199) Full Text: DOI EuDML EMIS
Lythe, Grant; Habib, Salman Kinks in a stochastic PDE. (English) Zbl 1062.35188 Sri Namachchivaya, N. (ed.) et al., IUTAM symposium on nonlinear stochastic dynamics. Proceedings of the IUTAM symposium, Monticello, IL, USA, Augsut 26–30, 2002. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-1471-6/hbk). Solid Mech. Appl. 110, 435-443 (2003). MSC: 35R60 37L55 60H15 PDFBibTeX XMLCite \textit{G. Lythe} and \textit{S. Habib}, Solid Mech. Appl. 110, 435--443 (2003; Zbl 1062.35188) Full Text: DOI
Cipriano, Fernanda A stochastic variational principle for Burgers equation and its symmetries. (English) Zbl 1066.60059 Rebolledo, Rolando (ed.), Stochastic analysis and mathematical physics II. 4th international ANESTOC workshop in Santiago, Chile, January 5–11, 2000. Basel: Birkhäuser (ISBN 3-7643-6997-3/hbk). Trends in Mathematics, 29-46 (2003). Reviewer: Lluís Quer-Sardanyons (Vandœuvre-lès-Nancy) MSC: 60H15 60H99 PDFBibTeX XMLCite \textit{F. Cipriano}, in: Stochastic analysis and mathematical physics II. 4th international ANESTOC workshop in Santiago, Chile, January 5--11, 2000. Basel: Birkhäuser. 29--46 (2003; Zbl 1066.60059)
de Bouard, Anne; Debussche, Arnaud Finite-time blowup for the supercritical stochastic nonlinear Schrödinger equation. (Explosion en temps fini pour l’équation de Schrödinger non linéaire stochastique surcritique.) (French) Zbl 1060.60065 Sémin. Équ. Dériv. Partielles, Éc. Polytech., Cent. Math., Palaiseau 2002-2003, Exp. No. VII, 14 p. (2003). Reviewer: Stanisław Wedrychowicz (Rzeszów) MSC: 60H15 35Q55 35R60 PDFBibTeX XMLCite \textit{A. de Bouard} and \textit{A. Debussche}, Sémin. Équ. Dériv. Partielles, Éc. Polytech., Cent. Math. Laurent Schwartz, Palaiseau 2002--2003, Exp. No. VII, 14 p. (2003; Zbl 1060.60065) Full Text: Numdam EuDML
Brzeźniak, Zdzisław; van Neerven, Jan Space-time regularity for linear stochastic evolution equations driven by spatially homogeneous noise. (English) Zbl 1056.60057 J. Math. Kyoto Univ. 43, No. 2, 261-303 (2003). Reviewer: George Stoica (Saint John) MSC: 60H15 35R15 47D06 60B11 60G15 60G60 60H05 PDFBibTeX XMLCite \textit{Z. Brzeźniak} and \textit{J. van Neerven}, J. Math. Kyoto Univ. 43, No. 2, 261--303 (2003; Zbl 1056.60057) Full Text: DOI
Dokuchaev, N. G. Parabolic Itô equations with nonsmooth nonlinearity and duality approach. (English. Russian original) Zbl 1064.60150 Theory Probab. Appl. 48, No. 1, 45-62 (2003); translation from Teor. Veroyatn. Primen. 48, No. 1, 22-42 (2003). Reviewer: Katarina Janková (Bratislava) MSC: 60H15 60H10 35R60 PDFBibTeX XMLCite \textit{N. G. Dokuchaev}, Theory Probab. Appl. 48, No. 1, 45--62 (2003; Zbl 1064.60150); translation from Teor. Veroyatn. Primen. 48, No. 1, 22--42 (2003) Full Text: DOI
Lebedev, V. A. On the existence of weak solutions for stochastic differential equations with driving \(L^{0}\)-valued measures. (English. Russian original) Zbl 1064.60140 Theory Probab. Appl. 47, No. 4, 637-648 (2002); translation from Teor. Veroyatn. Primen. 47, No. 4, 672-685 (2003). Reviewer: Katarina Janková (Bratislava) MSC: 60H10 60H15 60G57 PDFBibTeX XMLCite \textit{V. A. Lebedev}, Theory Probab. Appl. 47, No. 4, 637--648 (2003; Zbl 1064.60140); translation from Teor. Veroyatn. Primen. 47, No. 4, 672--685 (2003) Full Text: DOI
Arimitsu, Toshihico Quantum stochastic differential equations in view of non-equilibrium thermo field dynamics. (English) Zbl 1059.81100 Accardi, Luigi (ed.) et al., Fundamental aspects of quantum physics. Proceedings of the Japan-Italy joint workshop on quantum open systems, quantum chaos and quantum measurement, Tokyo, Japan, September 27–29, 2001. River Edge, NJ: World Scientific (ISBN 981-238-295-X/hbk). QP–PQ: Quantum Probab. White Noise Anal. 17, 24-47 (2003). Reviewer: Isamu Dôku (Saitama) MSC: 81S25 82C31 37H10 60H15 PDFBibTeX XMLCite \textit{T. Arimitsu}, QP--PQ: Quantum Probab. White Noise Anal. 17, 24--47 (2003; Zbl 1059.81100) Full Text: arXiv
Xin, Jack KPP front speeds in random shears and the parabolic Anderson problem. (English) Zbl 1052.35099 Methods Appl. Anal. 10, No. 2, 191-197 (2003). MSC: 35K57 35R60 35B40 60H15 PDFBibTeX XMLCite \textit{J. Xin}, Methods Appl. Anal. 10, No. 2, 191--197 (2003; Zbl 1052.35099) Full Text: DOI arXiv Euclid
Loecher, Markus Noise sustained patterns. Fluctuations and nonlinearities. (English) Zbl 1140.82003 World Scientific Lecture Notes in Physics 70. River Edge, NJ: World Scientific (ISBN 981-02-4676-5/hbk). xiii, 238 p. (2003). MSC: 82-01 82C05 34C28 37Nxx 60H15 76M35 91B26 PDFBibTeX XMLCite \textit{M. Loecher}, Noise sustained patterns. Fluctuations and nonlinearities. River Edge, NJ: World Scientific (2003; Zbl 1140.82003)
Caithamer, Peter Large and small deviations of a string driven by a two-parameter Gaussian noise white in time. (English) Zbl 1050.60064 J. Appl. Probab. 40, No. 4, 946-960 (2003). Reviewer: George Stoica (Saint John) MSC: 60H15 60F10 PDFBibTeX XMLCite \textit{P. Caithamer}, J. Appl. Probab. 40, No. 4, 946--960 (2003; Zbl 1050.60064) Full Text: DOI
Rumanov, Eh. N. Traveling pulse of exothermal reaction. (Russian) Zbl 1084.80507 Dokl. Akad. Nauk, Ross. Akad. Nauk 393, No. 2, 188-190 (2003). Reviewer: Andrei Zemskov (Moskva) MSC: 80A30 60H15 35R60 PDFBibTeX XMLCite \textit{Eh. N. Rumanov}, Dokl. Akad. Nauk, Ross. Akad. Nauk 393, No. 2, 188--190 (2003; Zbl 1084.80507)
Talarczyk, Anna A note on covariance characterization of some generalized Gaussian random fields. (English) Zbl 1045.60048 González-Barrios, José M. (ed.) et al., Stochastic models. Seventh symposium on probability and stochastic processes, June 23–28, 2002, Mexico City, Mexico. Selected papers. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3466-5/pbk). Contemp. Math. 336, 253-258 (2003). MSC: 60G60 60G15 60H15 PDFBibTeX XMLCite \textit{A. Talarczyk}, Contemp. Math. 336, 253--258 (2003; Zbl 1045.60048)
Rincón, Luis A. Phase space path integral representation for the solution of a stochastic Schrödinger equation. (English) Zbl 1045.60069 González-Barrios, José M. (ed.) et al., Stochastic models. Seventh symposium on probability and stochastic processes, June 23–28, 2002, Mexico City, Mexico. Selected papers. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3466-5/pbk). Contemp. Math. 336, 237-252 (2003). MSC: 60H15 81S40 81S30 PDFBibTeX XMLCite \textit{L. A. Rincón}, Contemp. Math. 336, 237--252 (2003; Zbl 1045.60069)
León, Jorge A.; Sarrà, Mònica A non-homogeneous wave equation driven by a Poisson process. (English) Zbl 1054.60067 González-Barrios, José M. (ed.) et al., Stochastic models. Seventh symposium on probability and stochastic processes, June 23–28, 2002, Mexico City, Mexico. Selected papers. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3466-5/pbk). Contemp. Math. 336, 203-211 (2003). Reviewer: Lluís Quer-Sardanyons (Barcelona) MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{J. A. León} and \textit{M. Sarrà}, Contemp. Math. 336, 203--211 (2003; Zbl 1054.60067)
Quer-Sardanyons, Lluís; Sanz-Solé, Marta Existence of density for the solution to the three-dimensional stochastic wave equation. (English) Zbl 1053.60072 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 97, No. 1, 63-68 (2003). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60H15 60H07 PDFBibTeX XMLCite \textit{L. Quer-Sardanyons} and \textit{M. Sanz-Solé}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 97, No. 1, 63--68 (2003; Zbl 1053.60072) Full Text: EuDML
Babuška, Ivo; Liu, Kang-Man; Tempone, Raúl Solving stochastic partial differential equations based on the experimental data. (English) Zbl 1052.60047 Math. Models Methods Appl. Sci. 13, No. 3, 415-444 (2003). Reviewer: George Stoica (Saint John) MSC: 60H15 35R60 60H35 65C30 65C05 65C20 PDFBibTeX XMLCite \textit{I. Babuška} et al., Math. Models Methods Appl. Sci. 13, No. 3, 415--444 (2003; Zbl 1052.60047) Full Text: DOI
Albeverio, Sergio; Daletskii, Alexei; Kondratiev, Yuri Stochastic equations and Dirichlet operators on infinite product manifolds. (English) Zbl 1049.60055 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 6, No. 3, 455-488 (2003). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 PDFBibTeX XMLCite \textit{S. Albeverio} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 6, No. 3, 455--488 (2003; Zbl 1049.60055) Full Text: DOI
Accardi, L.; Pechen, A. N.; Volovich, I. V. A stochastic golden rule and quantum Langevin equation for the low density limit. (English) Zbl 1053.82019 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 6, No. 3, 431-453 (2003). MSC: 82C10 60H15 82C31 PDFBibTeX XMLCite \textit{L. Accardi} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 6, No. 3, 431--453 (2003; Zbl 1053.82019) Full Text: DOI arXiv
Wake, G. C.; Soboleva, T. K.; Pleasants, A. B. The evolution of a truncated Gaussian probability density through time-modelling animal liveweights after selection. (English) Zbl 1043.92045 Math. Comput. Modelling 38, No. 11-12, 1461-1468 (2003). MSC: 92D99 60H30 60H15 PDFBibTeX XMLCite \textit{G. C. Wake} et al., Math. Comput. Modelling 38, No. 11--12, 1461--1468 (2003; Zbl 1043.92045) Full Text: DOI
Harlamov, B. P. Formation of concentric rings around sources. (English) Zbl 1042.86011 Math. Geol. 35, No. 4, 431-449 (2003). MSC: 86A60 60K15 60H15 PDFBibTeX XMLCite \textit{B. P. Harlamov}, Math. Geol. 35, No. 4, 431--449 (2003; Zbl 1042.86011) Full Text: DOI
Fouque, J.-P.; Solna, K. Time-reversal aperture enhancement. (English) Zbl 1060.76103 Multiscale Model. Simul. 1, No. 2, 239-259 (2003). Reviewer: Messoud A. Efendiev (Berlin) MSC: 76Q05 60H15 35R60 35Q60 35L60 PDFBibTeX XMLCite \textit{J. P. Fouque} and \textit{K. Solna}, Multiscale Model. Simul. 1, No. 2, 239--259 (2003; Zbl 1060.76103) Full Text: DOI
Marín-Rubio, Pedro; Robinson, James C. Attractors for the stochastic 3D Navier-Stokes equations. (English) Zbl 1059.35100 Stoch. Dyn. 3, No. 3, 279-297 (2003). MSC: 35Q30 35R60 37L30 60H15 35B41 76D05 76M35 PDFBibTeX XMLCite \textit{P. Marín-Rubio} and \textit{J. C. Robinson}, Stoch. Dyn. 3, No. 3, 279--297 (2003; Zbl 1059.35100) Full Text: DOI
Krylov, N. V. On more square root law for Brownian motion and its application to SPDEs. (English) Zbl 1048.60031 Probab. Theory Relat. Fields 127, No. 4, 496-512 (2003). Reviewer: Dominique Lepingle (Orléans) MSC: 60G17 35K05 60H15 PDFBibTeX XMLCite \textit{N. V. Krylov}, Probab. Theory Relat. Fields 127, No. 4, 496--512 (2003; Zbl 1048.60031) Full Text: DOI
Duan, Jinqiao; Lu, Kening; Schmalfuss, Björn Invariant manifolds for stochastic partial differential equations. (English) Zbl 1052.60048 Ann. Probab. 31, No. 4, 2109-2135 (2003). Reviewer: Katarina Janková (Bratislava) MSC: 60H15 37H10 37L55 37D10 PDFBibTeX XMLCite \textit{J. Duan} et al., Ann. Probab. 31, No. 4, 2109--2135 (2003; Zbl 1052.60048) Full Text: DOI arXiv Euclid
Bally, Vlad; Pagès, Gilles A quantization algorithm for solving multidimensional discrete-time optimal stopping problems. (English) Zbl 1042.60021 Bernoulli 9, No. 6, 1003-1049 (2003). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G40 60J10 60H10 60H15 91B28 PDFBibTeX XMLCite \textit{V. Bally} and \textit{G. Pagès}, Bernoulli 9, No. 6, 1003--1049 (2003; Zbl 1042.60021) Full Text: DOI
Markussen, Bo Likelihood inference for a discretely observed stochastic partial differential equation. (English) Zbl 1040.62072 Bernoulli 9, No. 5, 745-762 (2003). MSC: 62M05 60H15 PDFBibTeX XMLCite \textit{B. Markussen}, Bernoulli 9, No. 5, 745--762 (2003; Zbl 1040.62072) Full Text: DOI
Grothaus, Martin; Kondratiev, Yuri G.; Lytvynov, Eugene; Röckner, Michael Scaling limit of stochastic dynamics in classical continuous systems. (English) Zbl 1053.60001 Ann. Probab. 31, No. 3, 1494-1532 (2003). Reviewer: Hironobu Sakagawa (Paris) MSC: 60B12 82C22 60K35 60J60 60H15 PDFBibTeX XMLCite \textit{M. Grothaus} et al., Ann. Probab. 31, No. 3, 1494--1532 (2003; Zbl 1053.60001) Full Text: DOI arXiv Euclid
Mytnik, Leonid; Perkins, Edwin Regularity and irregularity of \((1+\beta)\)-stable super-Brownian motion. (English) Zbl 1042.60030 Ann. Probab. 31, No. 3, 1413-1440 (2003). Reviewer: Isamu Dôku (Saitama) MSC: 60G57 60G17 60H15 PDFBibTeX XMLCite \textit{L. Mytnik} and \textit{E. Perkins}, Ann. Probab. 31, No. 3, 1413--1440 (2003; Zbl 1042.60030) Full Text: DOI Euclid
Pitt, Loren D.; Robeva, Raina S. On the sharp Markov property for Gaussian random fields and spectral synthesis in spaces of Bessel potentials. (English) Zbl 1040.60042 Ann. Probab. 31, No. 3, 1338-1376 (2003). Reviewer: Ilya S. Molchanov (Bern) MSC: 60G60 31B15 31B25 60G15 60H15 PDFBibTeX XMLCite \textit{L. D. Pitt} and \textit{R. S. Robeva}, Ann. Probab. 31, No. 3, 1338--1376 (2003; Zbl 1040.60042) Full Text: DOI Euclid
Seidler, Jan; Sobukawa, Takuya Exponential integrability of stochastic convolutions. (English) Zbl 1045.60070 J. Lond. Math. Soc., II. Ser. 67, No. 1, 245-258 (2003). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60H15 60F10 PDFBibTeX XMLCite \textit{J. Seidler} and \textit{T. Sobukawa}, J. Lond. Math. Soc., II. Ser. 67, No. 1, 245--258 (2003; Zbl 1045.60070) Full Text: DOI
Dawson, Donald A.; Li, Zenghu; Wang, Hao A degenerate stochastic partial differential equation for the purely atomic superprocess with dependent spatial motion. (English) Zbl 1044.60079 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 6, No. 4, 597-607 (2003). Reviewer: G. G. Vrănceanu (Bucureşti) MSC: 60J80 60G57 60J35 60H15 PDFBibTeX XMLCite \textit{D. A. Dawson} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 6, No. 4, 597--607 (2003; Zbl 1044.60079) Full Text: DOI
Martin, Andreas; Prigarin, Sergei M.; Winkler, Gerhard Exact and fast numerical algorithms for the stochastic wave equation. (English) Zbl 1045.65007 Int. J. Comput. Math. 80, No. 12, 1535-1541 (2003). MSC: 65C30 60H15 35R60 60H35 PDFBibTeX XMLCite \textit{A. Martin} et al., Int. J. Comput. Math. 80, No. 12, 1535--1541 (2003; Zbl 1045.65007) Full Text: DOI Link
Makarov, R. N. Numerical solution of quasilinear parabolic equations and backward stochastic differential equations. (English) Zbl 1050.65002 Russ. J. Numer. Anal. Math. Model. 18, No. 5, 397-412 (2003). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60J65 60H15 PDFBibTeX XMLCite \textit{R. N. Makarov}, Russ. J. Numer. Anal. Math. Model. 18, No. 5, 397--412 (2003; Zbl 1050.65002) Full Text: DOI
El Tawil, Magdy A. The application of WHEP technique on stochastic partial differential equations. (English) Zbl 1045.60066 Int. J. Differ. Equ. Appl. 7, No. 3, 325-337 (2003). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{M. A. El Tawil}, Int. J. Differ. Equ. Appl. 7, No. 3, 325--337 (2003; Zbl 1045.60066)
El-Tawil, M.; Saleh, M. M.; Elsaidy, M. M.; El-Kalla, I. L. Decomposition solution of stochastic nonlinear partial differential equations. (English) Zbl 1057.35104 Int. J. Differ. Equ. Appl. 7, No. 1, 29-39 (2003). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R60 35Q53 35K55 60H15 PDFBibTeX XMLCite \textit{M. El-Tawil} et al., Int. J. Differ. Equ. Appl. 7, No. 1, 29--39 (2003; Zbl 1057.35104)
Ferrario, Benedetta Uniqueness result for the 2D Navier-Stokes equation with additive noise. (English) Zbl 1107.76026 Stochastics Stochastics Rep. 75, No. 6, 435-442 (2003). Reviewer: Yuri E. Gliklikh (Voronezh) MSC: 76D06 76M35 60H15 PDFBibTeX XMLCite \textit{B. Ferrario}, Stochastics Stochastics Rep. 75, No. 6, 435--442 (2003; Zbl 1107.76026) Full Text: DOI
Langa, José A.; Real, José; Simon, Jacques Existence and regularity of the pressure for the stochastic Navier-Stokes equations. (English) Zbl 1049.60058 Appl. Math. Optimization 48, No. 3, 195-210 (2003). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 35Q30 35R60 76D03 76D05 76M35 PDFBibTeX XMLCite \textit{J. A. Langa} et al., Appl. Math. Optim. 48, No. 3, 195--210 (2003; Zbl 1049.60058) Full Text: DOI
Xiu, Dongbin; Karniadakis, George Em A new stochastic approach to transient heat conduction modeling with uncertainty. (English) Zbl 1038.80003 Int. J. Heat Mass Transfer 46, No. 24, 4681-4693 (2003). MSC: 80A20 37N20 60H15 65C30 PDFBibTeX XMLCite \textit{D. Xiu} and \textit{G. E. Karniadakis}, Int. J. Heat Mass Transfer 46, No. 24, 4681--4693 (2003; Zbl 1038.80003) Full Text: DOI
Anh, V. V.; Grecksch, W. A fractional stochastic evolution equation driven by fractional Brownian motion. (English) Zbl 1049.60056 Monte Carlo Methods Appl. 9, No. 3, 189-199 (2003). Reviewer: Dirk Blömker (Aachen) MSC: 60H15 60H35 60H05 26A33 PDFBibTeX XMLCite \textit{V. V. Anh} and \textit{W. Grecksch}, Monte Carlo Methods Appl. 9, No. 3, 189--199 (2003; Zbl 1049.60056) Full Text: DOI Link
Mathis, Wolfgang; Weiss, Laurens Noise analysis of nonlinear electrical circuits and devices. (English) Zbl 1045.94544 Antreich, K. (ed.) et al., Modeling, simulation, and optimization of integrated circuits. Proceedings of a conference, Oberwolfach, Germany, November 25–December 1, 2001. Basel: Birkhäuser (ISBN 3-7643-2192-X/hbk). ISNM, Int. Ser. Numer. Math. 146, 269-282 (2003). MSC: 94C05 60H15 PDFBibTeX XMLCite \textit{W. Mathis} and \textit{L. Weiss}, ISNM, Int. Ser. Numer. Math. 146, 269--282 (2003; Zbl 1045.94544)
Allouba, Hassan; Langa, José A. Semimartingale attractors for generalized Allen-Cahn SPDEs driven by space-time white noise. (English) Zbl 1040.60052 C. R., Math., Acad. Sci. Paris 337, No. 3, 201-206 (2003). Reviewer: Jan Seidler (Praha) MSC: 60H15 PDFBibTeX XMLCite \textit{H. Allouba} and \textit{J. A. Langa}, C. R., Math., Acad. Sci. Paris 337, No. 3, 201--206 (2003; Zbl 1040.60052) Full Text: DOI
Stasi, Roberto Essential self-adjointness and domain characterization for some degenerate gradient systems. (English) Zbl 1067.47060 Dyn. Syst. Appl. 12, No. 3-4, 259-273 (2003). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 47F05 35J70 47B25 60H15 PDFBibTeX XMLCite \textit{R. Stasi}, Dyn. Syst. Appl. 12, No. 3--4, 259--273 (2003; Zbl 1067.47060)
Pavliotis, G. A.; Stuart, A. M. White noise limits for inertial particles in a random field. (English) Zbl 1038.60060 Multiscale Model. Simul. 1, No. 4, 527-553 (2003). Reviewer: George Stoica (Saint John) MSC: 60H15 60H30 60G15 37H10 PDFBibTeX XMLCite \textit{G. A. Pavliotis} and \textit{A. M. Stuart}, Multiscale Model. Simul. 1, No. 4, 527--553 (2003; Zbl 1038.60060) Full Text: DOI
Nekrutkin, V. Kac particle systems with free motion and equations of Boltzmann type. (English) Zbl 1073.60067 Monte Carlo Methods Appl. 9, No. 1, 13-25 (2003). Reviewer: Michael Junk (Konstanz) MSC: 60H15 65C35 76P05 82C40 PDFBibTeX XMLCite \textit{V. Nekrutkin}, Monte Carlo Methods Appl. 9, No. 1, 13--25 (2003; Zbl 1073.60067) Full Text: DOI
Feng, Jin Large deviation for a stochastic Cahn-Hilliard equation. (English) Zbl 1035.60022 Methods Funct. Anal. Topol. 9, No. 4, 333-356 (2003). Reviewer: A. N. Kochubei (Kyïv) MSC: 60F10 60H15 49L25 60K40 PDFBibTeX XMLCite \textit{J. Feng}, Methods Funct. Anal. Topol. 9, No. 4, 333--356 (2003; Zbl 1035.60022)
Carlen, E. A.; Gangbo, W. Constrained steepest descent in the 2-Wasserstein metric. (English) Zbl 1038.49040 Ann. Math. (2) 157, No. 3, 807-846 (2003). MSC: 49Q20 35Q99 60H15 49J10 82C31 PDFBibTeX XMLCite \textit{E. A. Carlen} and \textit{W. Gangbo}, Ann. Math. (2) 157, No. 3, 807--846 (2003; Zbl 1038.49040) Full Text: DOI arXiv Euclid
Chen, Larry; Dobson, Scott; Guenther, Ronald; Orum, Chris; Ossiander, Mina; Thomann, Enrique; Waymire, Edward On Itô’s complex measure condition. (English) Zbl 1046.60056 Athreya, Krishna (ed.) et al., Probability, statistics and their applications: Papers in honor of Rabi Bhattacharya. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-55-2/pbk). IMS Lect. Notes, Monogr. Ser. 41, 65-80 (2003). Reviewer: Sabir R. Umarov (Tashkent) MSC: 60H15 60J05 60J60 PDFBibTeX XMLCite \textit{L. Chen} et al., IMS Lect. Notes, Monogr. Ser. 41, 65--80 (2003; Zbl 1046.60056)
Delarue, François Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme. (English) Zbl 1055.35029 Azéma, J. (ed.) et al., 37th seminar on probability. Berlin: Springer (ISBN 3-540-20520-9/pbk). Lect. Notes Math. 1832, 290-332 (2003). Reviewer: Kazuaki Taira (Tsukuba) MSC: 35B45 35K55 60H15 PDFBibTeX XMLCite \textit{F. Delarue}, Lect. Notes Math. 1832, 290--332 (2003; Zbl 1055.35029)
Belinskiy, Boris P.; Caithamer, Peter Stability of dynamical systems with a multiplicative white noise. (English) Zbl 1047.60061 Stoch. Dyn. 3, No. 2, 187-212 (2003). Reviewer: Dirk Blömker (Aachen) MSC: 60H15 60H05 35R60 PDFBibTeX XMLCite \textit{B. P. Belinskiy} and \textit{P. Caithamer}, Stoch. Dyn. 3, No. 2, 187--212 (2003; Zbl 1047.60061) Full Text: DOI
Caraballo, Tomás; Garrido-Atienza, María J.; Real, José The exponential behaviour of nonlinear stochastic functional equations of second order in time. (English) Zbl 1056.60058 Stoch. Dyn. 3, No. 2, 169-186 (2003). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H15 35R60 35R10 35B40 93D20 PDFBibTeX XMLCite \textit{T. Caraballo} et al., Stoch. Dyn. 3, No. 2, 169--186 (2003; Zbl 1056.60058) Full Text: DOI
Garrido-Atienza, María J.; Real, José Existence and uniqueness of solutions for delay stochastic evolution equations of second order in time. (English) Zbl 1056.60059 Stoch. Dyn. 3, No. 2, 141-167 (2003). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H15 35R60 35R10 35R15 PDFBibTeX XMLCite \textit{M. J. Garrido-Atienza} and \textit{J. Real}, Stoch. Dyn. 3, No. 2, 141--167 (2003; Zbl 1056.60059) Full Text: DOI
Erraoui, Mohamed; Ouknine, Youssef; Nualart, David Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. (English) Zbl 1040.60045 Stoch. Dyn. 3, No. 2, 121-139 (2003). Reviewer: Lluís Quer-Sardanyons (Barcelona) MSC: 60H05 60H15 PDFBibTeX XMLCite \textit{M. Erraoui} et al., Stoch. Dyn. 3, No. 2, 121--139 (2003; Zbl 1040.60045) Full Text: DOI
Vvedensky, D. D.; Baggio, C.; Chua, A.; Haselwandter, C.; Vardavas, R. Stochastic differential equations for driven lattice systems. (English) Zbl 1036.60057 Cheng, S. Y. (ed.) et al., Recent advances in scientific computing and partial differential equations. International conference on the occasion of Stanley Osher’s 60th birthday, December 12–15, 2002, Hong Kong, China. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3155-0/pbk). Contemp. Math. 330, 185-202 (2003). Reviewer: Jan Seidler (Praha) MSC: 60H15 60K35 82C31 PDFBibTeX XMLCite \textit{D. D. Vvedensky} et al., Contemp. Math. 330, 185--202 (2003; Zbl 1036.60057)
Belinskiy, Boris P.; Caithamer, Peter Stochastic stability of some mechanical systems with a multiplicative white noise. (English) Zbl 1056.60056 Discrete Contin. Dyn. Syst. 2003, Suppl. Vol., 91-99 (2003). MSC: 60H15 34F05 60H10 35B35 PDFBibTeX XMLCite \textit{B. P. Belinskiy} and \textit{P. Caithamer}, Discrete Contin. Dyn. Syst. 2003, 91--99 (2003; Zbl 1056.60056)
Belopolskaya, Ya.; Milstein, G. N. An approximation method for Navier-Stokes equations based on probabilistic approach. (English) Zbl 1116.76332 Stat. Probab. Lett. 64, No. 2, 201-211 (2003). MSC: 76D05 60H15 60H30 65M99 76M35 PDFBibTeX XMLCite \textit{Ya. Belopolskaya} and \textit{G. N. Milstein}, Stat. Probab. Lett. 64, No. 2, 201--211 (2003; Zbl 1116.76332) Full Text: DOI
Gyöngy, István; Krylov, Nicolai On the rate of convergence of splitting-up approximations for SPDEs. (English) Zbl 1038.60057 Giné, Evariste (ed.) et al., Stochastic inequalities and applications. Selected papers presented at the Euroconference on “Stochastic inequalities and their applications”, Barcelona, June 18–22, 2002. Basel: Birkhäuser (ISBN 3-7643-2197-0/hbk). Prog. Probab. 56, 301-321 (2003). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H15 65M12 60H35 65M15 65C30 35R60 93E11 93E25 PDFBibTeX XMLCite \textit{I. Gyöngy} and \textit{N. Krylov}, Prog. Probab. 56, 301--321 (2003; Zbl 1038.60057)
Allouba, Hassan SDDEs limits solutions to sublinear reaction-diffusion SPDEs. (English) Zbl 1035.60065 Electron. J. Differ. Equ. 2003, Paper No. 111, 21 p. (2003). Reviewer: George Stoica (Saint John) MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{H. Allouba}, Electron. J. Differ. Equ. 2003, Paper No. 111, 21 p. (2003; Zbl 1035.60065) Full Text: arXiv EuDML EMIS
Kovats, Jay The Kolmogorov equation with time-measurable coefficients. (English) Zbl 1047.35137 Electron. J. Differ. Equ. 2003, Paper No. 77, 14 p. (2003). Reviewer: Yana Belopolskaya (Cleveland) MSC: 35R60 60J60 60H15 35K15 35B65 PDFBibTeX XMLCite \textit{J. Kovats}, Electron. J. Differ. Equ. 2003, Paper No. 77, 14 p. (2003; Zbl 1047.35137) Full Text: EuDML EMIS
Kobryn, A. E.; Hayashi, T.; Arimitsu, T. Quantum stochastic differential equations for boson and fermion systems – method of non-equilibrium thermo field dynamics. (English) Zbl 1044.81076 Ann. Phys. 308, No. 2, 395-446 (2003). Reviewer: Nicolas Privault (La Rochelle) MSC: 81S25 81T99 60G44 60H15 82C31 60H25 65C05 PDFBibTeX XMLCite \textit{A. E. Kobryn} et al., Ann. Phys. 308, No. 2, 395--446 (2003; Zbl 1044.81076) Full Text: DOI arXiv
Shen, Wenxian Dynamics in coupled oscillators with recurrent/random forcing, a PDE approach. (English) Zbl 1047.35062 J. Math. Anal. Appl. 288, No. 2, 586-605 (2003). Reviewer: Yana Belopolskaya (Cleveland) MSC: 35K55 37J45 34C15 35Q99 37L99 60H15 PDFBibTeX XMLCite \textit{W. Shen}, J. Math. Anal. Appl. 288, No. 2, 586--605 (2003; Zbl 1047.35062) Full Text: DOI
Mahmudov, Nazim I. Controllability of semilinear stochastic systems in Hilbert spaces. (English) Zbl 1109.93305 J. Math. Anal. Appl. 288, No. 1, 197-211 (2003). Reviewer: Messoud A. Efendiev (Berlin) MSC: 93B05 60H15 60J65 93E03 PDFBibTeX XMLCite \textit{N. I. Mahmudov}, J. Math. Anal. Appl. 288, No. 1, 197--211 (2003; Zbl 1109.93305) Full Text: DOI
Le Maître, O. P.; Knio, O. M.; Debusschere, B. J.; Najm, H. N.; Ghanem, R. G. A multigrid solver for two-dimensional stochastic diffusion equations. (English) Zbl 1037.65007 Comput. Methods Appl. Mech. Eng. 192, No. 41-42, 4723-4744 (2003). MSC: 65C30 65M55 65M06 65M12 60H15 35R60 60H35 PDFBibTeX XMLCite \textit{O. P. Le Maître} et al., Comput. Methods Appl. Mech. Eng. 192, No. 41--42, 4723--4744 (2003; Zbl 1037.65007) Full Text: DOI