Jäger, Simon; Kostina, Ekaterina Parameter estimation for forward Kolmogorov equation with application to nonlinear exchange rate dynamics. (English) Zbl 1391.35375 PAMM, Proc. Appl. Math. Mech. 5, 745-746 (2005). MSC: 35Q91 60H15 62P05 91G70 PDFBibTeX XMLCite \textit{S. Jäger} and \textit{E. Kostina}, PAMM, Proc. Appl. Math. Mech. 5, 745--746 (2005; Zbl 1391.35375) Full Text: DOI
Kolkovska, Ekaterina. T. Existence and regularity of solutions to a stochastic Burgers-type equation. (English) Zbl 1272.60044 Braz. J. Probab. Stat. 19, No. 2, 139-154 (2005). MSC: 60H15 35R60 76M35 35Q53 PDFBibTeX XMLCite \textit{Ekaterina. T. Kolkovska}, Braz. J. Probab. Stat. 19, No. 2, 139--154 (2005; Zbl 1272.60044)
Santos, A.; Bedrikovetsky, P. Erratum to: “Size exclusion during particle suspension transport in porous media: stochastic and averaged equations”. (English) Zbl 1213.76210 Comput. Appl. Math. 24, No. 3, 491-495 (2005). MSC: 76S05 60H15 76M35 76T99 PDFBibTeX XMLCite \textit{A. Santos} and \textit{P. Bedrikovetsky}, Comput. Appl. Math. 24, No. 3, 491--495 (2005; Zbl 1213.76210) Full Text: Link
Mitrovich, Slobodanka S. Stochastic modeling of the number of felled trees in selection stands. (English) Zbl 1213.60106 Comput. Appl. Math. 24, No. 2, 285-292 (2005). MSC: 60H15 35Q91 91B76 PDFBibTeX XMLCite \textit{S. S. Mitrovich}, Comput. Appl. Math. 24, No. 2, 285--292 (2005; Zbl 1213.60106) Full Text: Link
Knoche, Claudia Mild solutions of SPDE’s driven by Poisson noise in infinite dimensions and their dependence on initial conditions. (English) Zbl 1213.60009 Bielefeld: Univ. Bielefeld, Fakultät für Mathematik (Diss.). 170 p. (2005). MSC: 60-02 60H15 PDFBibTeX XMLCite \textit{C. Knoche}, Mild solutions of SPDE's driven by Poisson noise in infinite dimensions and their dependence on initial conditions. Bielefeld: Univ. Bielefeld, Fakultät für Mathematik (Diss.) (2005; Zbl 1213.60009) Full Text: Link
Malcolm, W. Paul; Elliott, Robert J.; James, Matthew R. Risk-sensitive filtering and smoothing for continuous-time Markov processes. (English) Zbl 1309.94041 IEEE Trans. Inf. Theory 51, No. 5, 1731-1738 (2005). MSC: 94A12 94A13 60H15 93E11 60J28 PDFBibTeX XMLCite \textit{W. P. Malcolm} et al., IEEE Trans. Inf. Theory 51, No. 5, 1731--1738 (2005; Zbl 1309.94041) Full Text: DOI
Kavtaradze, T.; Lazrieva, N.; Mania, M. The change-point problem for continuous martingales. (English) Zbl 1153.60341 Proc. A. Razmadze Math. Inst. 137, 39-63 (2005). MSC: 60G44 62L10 62L15 60H15 PDFBibTeX XMLCite \textit{T. Kavtaradze} et al., Proc. A. Razmadze Math. Inst. 137, 39--63 (2005; Zbl 1153.60341)
Belopolskaya, Yana Vanishing viscosity method and diffusion processes. (English) Zbl 1152.60330 Ukr. Mat. Visn. 2, No. 1, 1-14 (2005) and in Ukr. Math. Bull. 2, No. 1, 1-14 (2005). MSC: 60H15 35Q30 35B25 35Q53 60J60 PDFBibTeX XMLCite \textit{Y. Belopolskaya}, Ukr. Mat. Visn. 2, No. 1, 1--14 (2005; Zbl 1152.60330)
Doering, Charles R.; Sargsyan, Khachik V.; Smereka, Peter A numerical method for some stochastic differential equations with multiplicative noise. (English) Zbl 1194.65024 Phys. Lett., A 344, No. 2-4, 149-155 (2005). MSC: 65C30 60H10 60H15 PDFBibTeX XMLCite \textit{C. R. Doering} et al., Phys. Lett., A 344, No. 2--4, 149--155 (2005; Zbl 1194.65024) Full Text: DOI
Kovtun, E. E. An estimate for the rate of convergence in stochastic systems with a small parameter multiplying the highest derivative. (Russian) Zbl 1137.60333 Tr. Inst. Prikl. Mat. Mekh. 10, 88-97 (2005). Reviewer: S. Ya. Makhno MSC: 60H15 PDFBibTeX XMLCite \textit{E. E. Kovtun}, Tr. Inst. Prikl. Mat. Mekh. 10, 88--97 (2005; Zbl 1137.60333)
Herzog, Florian; Peyrl, Helfried; Geering, Hans P. Proof of the convergence of the successive approximation algorithm for numerically solving the Hamilton-Jacobi-Bellman equation. (English) Zbl 1141.65322 WSEAS Trans. Syst. 4, No. 12, 2238-2245 (2005). MSC: 65C30 49J55 49J20 60H15 60H35 65K10 49M37 91G60 PDFBibTeX XMLCite \textit{F. Herzog} et al., WSEAS Trans. Syst. 4, No. 12, 2238--2245 (2005; Zbl 1141.65322)
Gliklikh, Yu. E. Necessary and sufficient condition of the completeness for one class of stochastic flows on manifolds. (Russian) Zbl 1133.58306 Tr. Semin. Vektorn. Tenzorn. Anal. 26, 130-138 (2005). MSC: 58J65 35K15 60H15 PDFBibTeX XMLCite \textit{Yu. E. Gliklikh}, Tr. Semin. Vektorn. Tenzorn. Anal. 26, 130--138 (2005; Zbl 1133.58306)
Yarovyy, V. V. Local ergodic theorem for one class of random processes. (English) Zbl 1142.60370 Theory Stoch. Process. 11, No. 27, Part 1-2, 121-124 (2005). MSC: 60H15 60F15 PDFBibTeX XMLCite \textit{V. V. Yarovyy}, Theory Stoch. Process. 11(27), No. 1--2, 121--124 (2005; Zbl 1142.60370)
Özkan, Fehmi; Schmidt, Thorsten Credit risk with infinite dimensional Lévy processes. (English) Zbl 1125.60069 Stat. Decis. 23, No. 4, 281-299 (2005). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H30 91G40 60H15 60G60 46N30 60G51 PDFBibTeX XMLCite \textit{F. Özkan} and \textit{T. Schmidt}, Stat. Decis. 23, No. 4, 281--299 (2005; Zbl 1125.60069) Full Text: DOI Link
Jourdain, Benjamin; Le Bris, Claude; Lelièvre, Tony An elementary argument regarding the long-time behavior of the solution to a stochastic differential equation. (An elementary argument regarding the long-time behaviour of the solution to a stochastic differential equation.) (English) Zbl 1120.76003 An. Univ. Craiova, Ser. Mat. Inf. 32, 39-47 (2005). Reviewer: Yuri N. Sankin (Ul’yanovsk) MSC: 76A05 76M35 82D60 60H15 PDFBibTeX XMLCite \textit{B. Jourdain} et al., An. Univ. Craiova, Ser. Mat. Inf. 32, 39--47 (2005; Zbl 1120.76003)
Erraoui, Mohamed; Ouerdiane, Habib; Ouknine, Youssef; Da Silva, Jose Luis Probabilistic representation of heat equation of convolution type. (English) Zbl 1119.60052 Random Oper. Stoch. Equ. 13, No. 4, 325-340 (2005). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H15 35K05 35R60 PDFBibTeX XMLCite \textit{M. Erraoui} et al., Random Oper. Stoch. Equ. 13, No. 4, 325--340 (2005; Zbl 1119.60052) Full Text: DOI
Kozachenko, Yu. V.; Dovgay, B. V. The conditions for application of Fourier method to solution of nonhomogeneous string oscillation equation with \(\varphi\)-sub-Gaussian right side. (English) Zbl 1115.60063 Random Oper. Stoch. Equ. 13, No. 3, 281-296 (2005). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H15 35R60 35L99 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{B. V. Dovgay}, Random Oper. Stoch. Equ. 13, No. 3, 281--296 (2005; Zbl 1115.60063)
Mishra, M. N.; Prakasa Rao, B. L. S. Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations. (English) Zbl 1117.62084 Random Oper. Stoch. Equ. 13, No. 3, 245-264 (2005). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M05 60H15 60F10 62F15 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Random Oper. Stoch. Equ. 13, No. 3, 245--264 (2005; Zbl 1117.62084) Full Text: DOI
Völlinger, Stephan Geometry of the Schrödinger equation and stochastic mass transportation. (English) Zbl 1110.81033 J. Math. Phys. 46, No. 8, 082105, 35 p. (2005). MSC: 81P20 60H15 82C31 PDFBibTeX XMLCite \textit{S. Völlinger}, J. Math. Phys. 46, No. 8, 082105, 35 p. (2005; Zbl 1110.81033) Full Text: DOI
Brody, Dorje C.; Hughston, Lane P. Finite-time stochastic reduction models. (English) Zbl 1110.81024 J. Math. Phys. 46, No. 8, 082101, 7 p. (2005). MSC: 81P15 60H15 PDFBibTeX XMLCite \textit{D. C. Brody} and \textit{L. P. Hughston}, J. Math. Phys. 46, No. 8, 082101, 7 p. (2005; Zbl 1110.81024) Full Text: DOI arXiv
El-Kalla, I. L. Convergence of Adomian’s method applied to a class of Volterra type integro-differential equations. (English) Zbl 1111.60042 Int. J. Differ. Equ. Appl. 10, No. 2, 225-234 (2005). MSC: 60H10 35R60 60H15 PDFBibTeX XMLCite \textit{I. L. El-Kalla}, Int. J. Differ. Equ. Appl. 10, No. 2, 225--234 (2005; Zbl 1111.60042)
Röckner, Michael An analytic approach to Kolmogorov’s equations in infinite dimensions and probabilistic consequences. (English) Zbl 1221.60092 Zambrini, Jean-Claude (ed.), XIVth international congress on mathematical physics (ICMP 2003), Lisbon, Portugal, 28 July – 2 August 2003. Selected papers based on the presentation at the conference. Hackensack, NJ: World Scientific (ISBN 981-256-201-X/hbk). 520-526 (2005). MSC: 60H15 PDFBibTeX XMLCite \textit{M. Röckner}, in: XIVth international congress on mathematical physics (ICMP 2003), Lisbon, Portugal, 28 July -- 2 August 2003. Selected papers based on the presentation at the conference. Hackensack, NJ: World Scientific. 520--526 (2005; Zbl 1221.60092) Full Text: DOI Link
Kapustyan, O. V.; Pereguda, O. V.; Jose, V. Qualitative behavior of solutions for arbitrary perturbed reaction-diffusion equation. (Ukrainian) Zbl 1109.35363 Nelinijni Kolyvannya 8, No. 2, 174-185 (2005). Reviewer: R. K. Azimov (Andizhan) MSC: 35K57 60H15 PDFBibTeX XMLCite \textit{O. V. Kapustyan} et al., Neliniĭni Kolyvannya 8, No. 2, 174--185 (2005; Zbl 1109.35363) Full Text: DOI
Liu, Shengyong; Qin, Shuping A class of McKean-Vlasov equations in the space of probabilities on a compact space. (English) Zbl 1108.60055 J. Hainan Norm. Univ., Nat. Sci. 18, No. 3, 197-203 (2005). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{S. Liu} and \textit{S. Qin}, J. Hainan Norm. Univ., Nat. Sci. 18, No. 3, 197--203 (2005; Zbl 1108.60055)
Hausenblas, Erika Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure. (English) Zbl 1109.60048 Electron. J. Probab. 10, Paper No. 46, 1496-1546 (2005). MSC: 60H15 35R60 60G57 PDFBibTeX XMLCite \textit{E. Hausenblas}, Electron. J. Probab. 10, Paper No. 46, 1496--1546 (2005; Zbl 1109.60048) Full Text: DOI EuDML
Gough, J.; Obrezkov, O. O.; Smolyanov, O. G. Randomized Hamiltonian Feynman integrals and Schrödinger-Itô stochastic equations. (English. Russian original) Zbl 1133.35109 Izv. Math. 69, No. 6, 1081-1098 (2005); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 69, No. 6, 3-20 (2005). Reviewer: Uwe Franz (Besançon) MSC: 35R60 35C15 60H15 81Q30 81S40 PDFBibTeX XMLCite \textit{J. Gough} et al., Izv. Math. 69, No. 6, 1081--1098 (2005; Zbl 1133.35109); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 69, No. 6, 3--20 (2005) Full Text: DOI arXiv
Chen, Bin Exact solutions of Wick type stochastic generalized Fisher equation. (Chinese. English summary) Zbl 1099.60507 J. Yangzhou Univ., Nat. Sci. Ed. 8, No. 2, 8-11 (2005). MSC: 60H15 PDFBibTeX XMLCite \textit{B. Chen}, J. Yangzhou Univ., Nat. Sci. Ed. 8, No. 2, 8--11 (2005; Zbl 1099.60507)
Funaki, Tadahisa Stochastic interface models. (English) Zbl 1119.60081 Dembo, Amir et al., Lectures on probability theory and statistics. Ecole d’Eté de Probabilités de Saint-Flour XXXIII – 2003. Lectures given at the 33rd probability summer school, Saint-Flour, France, July 6–23, 2003. Berlin: Springer (ISBN 3-540-26069-2/pbk). Lecture Notes in Mathematics 1869, 105-274 (2005). Reviewer: Daniel Boivin (Brest) MSC: 60K35 60H30 60H15 82B24 82B31 82C24 82C31 35J20 35K55 35R35 PDFBibTeX XMLCite \textit{T. Funaki}, Lect. Notes Math. 1869, 105--274 (2005; Zbl 1119.60081)
Li, Xining; Shen, Peiping Exponential stability being a class of stochastic forest evolution system. (Chinese. English summary) Zbl 1100.35016 J. Ningxia Univ., Nat. Sci. Ed. 26, No. 3, 197-200 (2005). MSC: 35B35 45D05 60H15 92C80 PDFBibTeX XMLCite \textit{X. Li} and \textit{P. Shen}, J. Ningxia Univ., Nat. Sci. Ed. 26, No. 3, 197--200 (2005; Zbl 1100.35016)
Barbu, Viorel; Da Prato, Giuseppe Irreducibility of the transition semigroup associated with the two phase Stefan problem. (English) Zbl 1104.35070 Giannessi, Franco (ed.) et al., Variational analysis and applications. Proceedings of the 38th conference of the School of Mathematics “G. Stampacchia” in memory of G. Stampacchia and J.-L. Lions, Erice, Italy, June 20–July 1, 2003. New York, NY: Springer (ISBN 0-387-24209-0/hbk; 0-387-24276-7/e-book ). Nonconvex Optimization and its Applications 79, 147-159 (2005). MSC: 35R35 60H15 35K35 35R60 PDFBibTeX XMLCite \textit{V. Barbu} and \textit{G. Da Prato}, Nonconvex Optim. Appl. 79, 147--159 (2005; Zbl 1104.35070)
Mikulevicius, R.; Rozovskii, B. L. Global \(L_2\)-solutions of stochastic Navier-Stokes equations. (English) Zbl 1098.60062 Ann. Probab. 33, No. 1, 137-176 (2005). MSC: 60H15 35Q30 35R60 76D03 76D05 76M35 PDFBibTeX XMLCite \textit{R. Mikulevicius} and \textit{B. L. Rozovskii}, Ann. Probab. 33, No. 1, 137--176 (2005; Zbl 1098.60062) Full Text: DOI arXiv
El-Nadi, Khairia El-Said On some stochastic parabolic differential equations in a Hilbert space. (English) Zbl 1099.35186 J. Appl. Math. Stochastic Anal. 2005, No. 2, 167-173 (2005). MSC: 35R60 60H15 35K20 PDFBibTeX XMLCite \textit{K. E. S. El-Nadi}, J. Appl. Math. Stochastic Anal. 2005, No. 2, 167--173 (2005; Zbl 1099.35186) Full Text: DOI EuDML
Bulla, Ingo Existence and uniqueness of solutions of linear elliptic stochastic partial differential equations with distributive source term. (Existenz und Eindeutigkeit von Lösungen linearer elliptischer stochastischer partieller Differentialgleichungen mit distributivem Quellterm.) (German) Zbl 1099.60506 Göttingen: Univ. Göttingen, Mathematisch-Naturwissenschaftliche Fakultäten (Diss.). 59 p. (2005). MSC: 60H15 PDFBibTeX XMLCite \textit{I. Bulla}, Existenz und Eindeutigkeit von Lösungen linearer elliptischer stochastischer partieller Differentialgleichungen mit distributivem Quellterm. Göttingen: Univ. Göttingen, Mathematisch-Naturwissenschaftliche Fakultäten (Diss.) (2005; Zbl 1099.60506)
Hairer, M.; Stuart, A. M.; Voss, J.; Wiberg, P. Analysis of SPDEs arising in path sampling. I: The Gaussian case. (English) Zbl 1138.60326 Commun. Math. Sci. 3, No. 4, 587-603 (2005). MSC: 60H15 60G15 60H10 60G35 PDFBibTeX XMLCite \textit{M. Hairer} et al., Commun. Math. Sci. 3, No. 4, 587--603 (2005; Zbl 1138.60326) Full Text: DOI arXiv Euclid
Belopolskaya, Ya. I. A probabilistic approach to a solution of nonlinear parabolic equations. (English. Russian original) Zbl 1092.60039 Theory Probab. Appl. 49, No. 4, 589-611 (2005); translation from Teor. Veroyatn. Primen. 49, No. 4, 625-652 (2004). MSC: 60K35 35K45 35C99 60H15 PDFBibTeX XMLCite \textit{Ya. I. Belopolskaya}, Theory Probab. Appl. 49, No. 4, 589--611 (2005; Zbl 1092.60039); translation from Teor. Veroyatn. Primen. 49, No. 4, 625--652 (2004) Full Text: DOI
Yan, Yubin Galerkin finite element methods for stochastic parabolic partial differential equations. (English) Zbl 1112.60049 SIAM J. Numer. Anal. 43, No. 4, 1363-1384 (2005). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H15 60H35 65C30 65M60 65M15 PDFBibTeX XMLCite \textit{Y. Yan}, SIAM J. Numer. Anal. 43, No. 4, 1363--1384 (2005; Zbl 1112.60049) Full Text: DOI
Xiu, Dongbin; Hesthaven, Jan S. High-order collocation methods for differential equations with random inputs. (English) Zbl 1091.65006 SIAM J. Sci. Comput. 27, No. 3, 1118-1139 (2005). MSC: 65C30 60H15 60H35 65N35 65C05 PDFBibTeX XMLCite \textit{D. Xiu} and \textit{J. S. Hesthaven}, SIAM J. Sci. Comput. 27, No. 3, 1118--1139 (2005; Zbl 1091.65006) Full Text: DOI Link
Acebrón, Juan A.; Busico, Maria Pia; Lanucara, Piero; Spigler, Renato Domain decomposition solution of elliptic boundary-value problems via Monte Carlo and quasi-Monte Carlo methods. (English) Zbl 1091.65002 SIAM J. Sci. Comput. 27, No. 2, 440-457 (2005). MSC: 65C05 65C30 65N55 35J05 60H15 65Y05 PDFBibTeX XMLCite \textit{J. A. Acebrón} et al., SIAM J. Sci. Comput. 27, No. 2, 440--457 (2005; Zbl 1091.65002) Full Text: DOI
Chen, Bin Auto-Bäcklund transformation and exact solutions of Wick-type stochastic Burgers equation. (English) Zbl 1093.60037 J. Southeast Univ., Engl. Ed. 21, No. 4, 513-516 (2005). Reviewer: George Stoica (Saint John) MSC: 60H15 PDFBibTeX XMLCite \textit{B. Chen}, J. Southeast Univ., Engl. Ed. 21, No. 4, 513--516 (2005; Zbl 1093.60037)
Dyvnych, Mykola T.; Yershov, Andrij V.; Kurovs’kyj, Dmytro Y. Asymptotic analysis of the mean of energy of stochastic harmonic oscillator. (Ukrainian. English summary) Zbl 1088.60066 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 3, 104-112 (2005). MSC: 60H15 60H30 82B99 PDFBibTeX XMLCite \textit{M. T. Dyvnych} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 3, 104--112 (2005; Zbl 1088.60066)
Dovgaĭ, Bogdan V. Solving a hyperbolic equation with Gaussian right-hand side of a special type by the Fourier method. (Ukrainian. English summary) Zbl 1094.35151 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 3, 31-36 (2005). MSC: 35R60 60H15 35C10 PDFBibTeX XMLCite \textit{B. V. Dovgaĭ}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 3, 31--36 (2005; Zbl 1094.35151)
Shovkoplyas, Tetyana V. Properties of solutions of the equation which describes the Cox-Ingersoll-Ross financial model with variable parameters. (Ukrainian. English summary) Zbl 1089.91504 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 2, 133-138 (2005). MSC: 91B28 60H15 PDFBibTeX XMLCite \textit{T. V. Shovkoplyas}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 2, 133--138 (2005; Zbl 1089.91504)
Dai, Zhijuan; Sun, Jianhua Convergence dynamics of stochastic reaction-diffusion Hopfield neural networks with continuously distributed delays. (English) Zbl 1089.60512 J. Nanjing Univ., Math. Biq. 22, No. 2, 197-211 (2005). MSC: 60H15 86A05 34D35 PDFBibTeX XMLCite \textit{Z. Dai} and \textit{J. Sun}, J. Nanjing Univ., Math. Biq. 22, No. 2, 197--211 (2005; Zbl 1089.60512)
Woyczynski, Wojbor A. Nonlinear PDE’s driven by Lévy diffusions and related statistical issues. (English) Zbl 1097.35126 Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 247-258 (2005). MSC: 35R60 47J35 60H15 PDFBibTeX XMLCite \textit{W. A. Woyczynski}, IMA Vol. Math. Appl. 140, 247--258 (2005; Zbl 1097.35126)
Wang, Hao Existence and uniqueness of classical nonnegative, smooth solutions of a class of semi-linear SPDEs. (English) Zbl 1098.60063 Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 237-246 (2005). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 35R60 60G20 PDFBibTeX XMLCite \textit{H. Wang}, IMA Vol. Math. Appl. 140, 237--246 (2005; Zbl 1098.60063)
Schmalfuss, Björn Inertial manifolds for random differential equations. (English) Zbl 1090.37038 Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 213-236 (2005). MSC: 37H10 60H15 37H15 35B42 PDFBibTeX XMLCite \textit{B. Schmalfuss}, IMA Vol. Math. Appl. 140, 213--236 (2005; Zbl 1090.37038)
Davies, Ian M.; Truman, Aubrey; Zhao, Huaizhong Stochastic heat and Burgers equations and their singularities. (English) Zbl 1089.60513 Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 79-95 (2005). MSC: 60H15 60H30 76M35 35R60 PDFBibTeX XMLCite \textit{I. M. Davies} et al., IMA Vol. Math. Appl. 140, 79--95 (2005; Zbl 1089.60513)
Bongolan-Walsh, Vena Pearl; Duan, Jinqiao; Gao, Hongjun; Özgökmen, Tamay; Fischer, Paul; Iliescu, Traian Enstrophy and ergodicity of gravity currents. (English) Zbl 1089.60511 Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 61-77 (2005). MSC: 60H15 86A05 34D35 PDFBibTeX XMLCite \textit{V. P. Bongolan-Walsh} et al., IMA Vol. Math. Appl. 140, 61--77 (2005; Zbl 1089.60511) Full Text: arXiv
Blömker, Dirk; Hairer, Martin Amplitude equations for SPDEs: approximate centre manifolds and invariant measures. (English) Zbl 1098.60057 Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 41-59 (2005). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60H10 PDFBibTeX XMLCite \textit{D. Blömker} and \textit{M. Hairer}, IMA Vol. Math. Appl. 140, 41--59 (2005; Zbl 1098.60057)
Magdziarz, M. The dependence structure of the fractional Ornstein-Uhlenbeck process. (English) Zbl 1098.60061 Probab. Math. Stat. 25, No. 1, 97-104 (2005). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60H15 PDFBibTeX XMLCite \textit{M. Magdziarz}, Probab. Math. Stat. 25, No. 1, 97--104 (2005; Zbl 1098.60061)
Gyöngy, I.; Martínez, T. Solutions of stochastic partial differential equations as extremals of convex functionals. (English) Zbl 1090.60056 Acta Math. Hung. 109, No. 1-2, 127-145 (2005). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60H35 PDFBibTeX XMLCite \textit{I. Gyöngy} and \textit{T. Martínez}, Acta Math. Hung. 109, No. 1--2, 127--145 (2005; Zbl 1090.60056) Full Text: DOI
Shirikyan, A. Ergodicity for a class of Markov processes and applications to randomly forced PDE’s. I. (English) Zbl 1132.60317 Russ. J. Math. Phys. 12, No. 1, 81-96 (2005). MSC: 60H15 60J25 35R60 60H30 76D05 76M35 PDFBibTeX XMLCite \textit{A. Shirikyan}, Russ. J. Math. Phys. 12, No. 1, 81--96 (2005; Zbl 1132.60317)
Obrezkov, O. O. Solutions of stochastic Schrödinger equations via path integrals. (English) Zbl 1200.81093 Russ. J. Math. Phys. 12, No. 1, 49-61 (2005). MSC: 81S20 60H15 81P20 81S40 PDFBibTeX XMLCite \textit{O. O. Obrezkov}, Russ. J. Math. Phys. 12, No. 1, 49--61 (2005; Zbl 1200.81093)
Tan, Ying Oon; Lan, Boon Leong A stochastic mechancis and its connection with quantum mechanics. (English) Zbl 1088.81020 Khrennikov, Andrei (ed.), Foundations of probability and physics – 3. Proceedings of the international conference, Växjö, Sweden, June 7–12, 2004. Melville, NY: American Institute of Physics (AIP) (ISBN 0-7354-0235-3/hbk). AIP Conference Proceedings 750, 361-367 (2005). MSC: 81P05 81P20 60H15 PDFBibTeX XMLCite \textit{Y. O. Tan} and \textit{B. L. Lan}, AIP Conf. Proc. 750, 361--367 (2005; Zbl 1088.81020)
Kohatsu-Higa, Arturo; Pettersson, Roger Projection scheme for a reflected stochastic heat equation with additive noise. (English) Zbl 1086.60518 Khrennikov, Andrei (ed.), Foundations of probability and physics – 3. Proceedings of the international conference, Växjö, Sweden, June 7–12, 2004. Melville, NY: American Institute of Physics (AIP) (ISBN 0-7354-0235-3/hbk). AIP Conference Proceedings 750, 158-167 (2005). MSC: 60H15 PDFBibTeX XMLCite \textit{A. Kohatsu-Higa} and \textit{R. Pettersson}, AIP Conf. Proc. 750, 158--167 (2005; Zbl 1086.60518)
Chen, Bin A Bäcklund transformation and exact solutions of 2-dimensional Wick type stochastic soliton breaking equation. (Chinese. English summary) Zbl 1086.60517 J. Shaanxi Norm. Univ., Nat. Sci. Ed. 33, No. 1, 22-25 (2005). MSC: 60H15 35Q51 37K40 PDFBibTeX XMLCite \textit{B. Chen}, J. Shaanxi Norm. Univ., Nat. Sci. Ed. 33, No. 1, 22--25 (2005; Zbl 1086.60517)
Debussche, Arnaud; Odasso, Cyril Ergodicity for a weakly damped stochastic nonlinear Schrödinger equation. (English) Zbl 1091.60010 J. Evol. Equ. 5, No. 3, 317-356 (2005). Reviewer: Stanisław Wedrychowicz (Rzeszów) MSC: 60H15 35R60 35Q55 PDFBibTeX XMLCite \textit{A. Debussche} and \textit{C. Odasso}, J. Evol. Equ. 5, No. 3, 317--356 (2005; Zbl 1091.60010) Full Text: DOI arXiv
Bergé, Benjamin; Saussereau, Bruno On the long-time behaviour of a class of parabolic SPDE’s: monotonicity methods and exchange of stability. (English) Zbl 1136.60344 ESAIM, Probab. Stat. 9, 254-276 (2005). MSC: 60H15 60H10 35R60 37H15 PDFBibTeX XMLCite \textit{B. Bergé} and \textit{B. Saussereau}, ESAIM, Probab. Stat. 9, 254--276 (2005; Zbl 1136.60344) Full Text: DOI Numdam EuDML
Matthies, Hermann G.; Keese, Andreas Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations. (English) Zbl 1088.65002 Comput. Methods Appl. Mech. Eng. 194, No. 12-16, 1295-1331 (2005). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H15 35R60 60H35 35J25 35J65 65N12 65C05 PDFBibTeX XMLCite \textit{H. G. Matthies} and \textit{A. Keese}, Comput. Methods Appl. Mech. Eng. 194, No. 12--16, 1295--1331 (2005; Zbl 1088.65002) Full Text: DOI Link
Babuška, Ivo; Tempone, Raúl; Zouraris, Georgios E. Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation. (English) Zbl 1087.65004 Comput. Methods Appl. Mech. Eng. 194, No. 12-16, 1251-1294 (2005). Reviewer: Prabhat Kumar Mahanti (Saint John) MSC: 65C30 65N30 65N15 60H15 35R60 35J25 65C05 PDFBibTeX XMLCite \textit{I. Babuška} et al., Comput. Methods Appl. Mech. Eng. 194, No. 12--16, 1251--1294 (2005; Zbl 1087.65004) Full Text: DOI
Bossy, Mireille Some stochastic particle methods for nonlinear parabolic PDEs. (English. French summary) Zbl 1090.65008 ESAIM, Proc. 15, 18-57 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C35 35K60 65C30 60H15 35R60 35Q30 82C31 76F55 65M12 PDFBibTeX XMLCite \textit{M. Bossy}, ESAIM, Proc. 15, 18--57 (2005; Zbl 1090.65008) Full Text: DOI
Zhang, Xicheng Stochastic heat equations with random initial conditions. (English) Zbl 1084.60041 Chin. Ann. Math., Ser. B 26, No. 4, 599-610 (2005). MSC: 60H15 35R30 PDFBibTeX XMLCite \textit{X. Zhang}, Chin. Ann. Math., Ser. B 26, No. 4, 599--610 (2005; Zbl 1084.60041) Full Text: DOI
Sango, Mamadou Existence results for a doubly degenerate quasilinear stochastic parabolic equation. (English) Zbl 1330.35554 Proc. Japan Acad., Ser. A 81, No. 5, 89-94 (2005). MSC: 35R60 60H15 35K65 PDFBibTeX XMLCite \textit{M. Sango}, Proc. Japan Acad., Ser. A 81, No. 5, 89--94 (2005; Zbl 1330.35554) Full Text: DOI
El-Said El-Nadi, Khairia On some stochastic differential equations and fractional Brownian motion. (English) Zbl 1084.60529 Int. J. Pure Appl. Math. 24, No. 3, 415-423 (2005). MSC: 60H15 60G15 60H05 PDFBibTeX XMLCite \textit{K. El-Said El-Nadi}, Int. J. Pure Appl. Math. 24, No. 3, 415--423 (2005; Zbl 1084.60529)
Malchow, H.; Hilker, F. M.; Sarkar, R. R.; Brauer, K. Spatiotemporal patterns in an excitable plankton system with lysogenic viral infection. (English) Zbl 1080.92066 Math. Comput. Modelling 42, No. 9-10, 1035-1048 (2005). MSC: 92D40 92D30 60H15 92C80 PDFBibTeX XMLCite \textit{H. Malchow} et al., Math. Comput. Modelling 42, No. 9--10, 1035--1048 (2005; Zbl 1080.92066) Full Text: DOI
Ondreját, Martin Brownian representations of cylindrical local martingales, martingale problem and strong Markov property of weak solutions of SPDEs in Banach spaces. (English) Zbl 1081.60049 Czech. Math. J. 55, No. 4, 1003-1039 (2005). MSC: 60H15 PDFBibTeX XMLCite \textit{M. Ondreját}, Czech. Math. J. 55, No. 4, 1003--1039 (2005; Zbl 1081.60049) Full Text: DOI EuDML Link
Cho, Nhansook Large deviation principle for diffusion processes in a conuclear space. (English) Zbl 1081.60021 Commun. Korean Math. Soc. 20, No. 2, 381-393 (2005). MSC: 60F10 60B12 60H15 PDFBibTeX XMLCite \textit{N. Cho}, Commun. Korean Math. Soc. 20, No. 2, 381--393 (2005; Zbl 1081.60021) Full Text: DOI
Mamon, Rogemar S.; Rodrigo, Marianito R. Explicit solutions to European options in a regime-switching economy. (English) Zbl 1116.91047 Oper. Res. Lett. 33, No. 6, 581-586 (2005). MSC: 91B28 60H15 PDFBibTeX XMLCite \textit{R. S. Mamon} and \textit{M. R. Rodrigo}, Oper. Res. Lett. 33, No. 6, 581--586 (2005; Zbl 1116.91047) Full Text: DOI
Deuschel, Jean-Dominique The random walk representation for interacting diffusion processes. (English) Zbl 1111.82049 Deuschel, Jean-Dominique (ed.) et al., Interacting stochastic systems. Berlin: Springer (ISBN 3-540-23033-5/hbk). 377-393 (2005). MSC: 82C41 60H15 82C22 PDFBibTeX XMLCite \textit{J.-D. Deuschel}, in: Interacting stochastic systems. Berlin: Springer. 377--393 (2005; Zbl 1111.82049)
Chueshov, Igor; Scheutzow, Michael; Schmalfuß, Björn Continuity properties of inertial manifolds for stochastic retarded semilinear parabolic equations. (English) Zbl 1093.60038 Deuschel, Jean-Dominique (ed.) et al., Interacting stochastic systems. Berlin: Springer (ISBN 3-540-23033-5/hbk). 353-375 (2005). Reviewer: Katarina Janková (Bratislava) MSC: 60H15 PDFBibTeX XMLCite \textit{I. Chueshov} et al., in: Interacting stochastic systems. Berlin: Springer. 353--375 (2005; Zbl 1093.60038)
Fannjiang, Albert C. White-noise and geometrical optics limits of Wigner-Moyal equation for beam waves in turbulent media. II: Two-frequency formulation. (English) Zbl 1081.78004 J. Stat. Phys. 120, No. 3-4, 543-586 (2005). Reviewer: Stanislaw Janeczko (Warszawa) MSC: 78A05 60H15 PDFBibTeX XMLCite \textit{A. C. Fannjiang}, J. Stat. Phys. 120, No. 3--4, 543--586 (2005; Zbl 1081.78004) Full Text: DOI
Conlon, Joseph G.; Doering, Charles R. On travelling waves for the stochastic Fisher-Kolmogorov-Petrovsky-Piscunov equation. (English) Zbl 1095.82008 J. Stat. Phys. 120, No. 3-4, 421-477 (2005). Reviewer: Claudia-Veronika Meister (Potsdam) MSC: 82C31 60H15 35K60 82C22 PDFBibTeX XMLCite \textit{J. G. Conlon} and \textit{C. R. Doering}, J. Stat. Phys. 120, No. 3--4, 421--477 (2005; Zbl 1095.82008) Full Text: DOI
Ren, Yong On the mild solution of non linear stochastic differential equations in infinite dimensions under non-Lipschitzian condition. (English) Zbl 1091.60011 J. Math. Study 38, No. 3, 231-237 (2005). Reviewer: Rainer Buckdahn (Brest) MSC: 60H15 60H10 60H07 PDFBibTeX XMLCite \textit{Y. Ren}, J. Math. Study 38, No. 3, 231--237 (2005; Zbl 1091.60011)
Gaveau, B.; Moreau, M.; Schuman, B. The mechanochemical stochastic processes of molecular motors. (English) Zbl 1079.92034 J. Math. Pures Appl., IX. Sér. 84, No. 12, 1758-1793 (2005). MSC: 92C40 60H15 60H30 PDFBibTeX XMLCite \textit{B. Gaveau} et al., J. Math. Pures Appl. (9) 84, No. 12, 1758--1793 (2005; Zbl 1079.92034) Full Text: DOI
Antoniouk, A. Val. Regularity of nonlinear flows on manifolds: Nonlinear estimates on new type variations or: Why generalizations of classical covariant derivatives are required? (English) Zbl 1080.60062 Nonlinear Bound. Value Probl. 15, 3-20 (2005). MSC: 60H15 58J65 PDFBibTeX XMLCite \textit{A. Val. Antoniouk}, Nonlinear Bound. Value Probl. 15, 3--20 (2005; Zbl 1080.60062)
Antoniouk, Alexandra Vict. Nonsingular smoothing representations for differential flows on manifolds. (English) Zbl 1082.58035 Nonlinear Bound. Value Probl. 15, 21-30 (2005). Reviewer: Nikolai V. Krasnoschok (Donetsk) MSC: 58J65 60J60 60H15 PDFBibTeX XMLCite \textit{A. Vict. Antoniouk}, Nonlinear Bound. Value Probl. 15, 21--30 (2005; Zbl 1082.58035)
Bakhtin, Yuri; Mattingly, Jonathan C. Stationary solutions of stochastic differential equations with memory and stochastic partial differential equations. (English) Zbl 1098.34063 Commun. Contemp. Math. 7, No. 5, 553-582 (2005). Reviewer: Vigirdas Mackevičius (Vilnius) MSC: 34K50 35Q30 35R60 37H10 60H15 60H10 76D05 76M35 PDFBibTeX XMLCite \textit{Y. Bakhtin} and \textit{J. C. Mattingly}, Commun. Contemp. Math. 7, No. 5, 553--582 (2005; Zbl 1098.34063) Full Text: DOI arXiv
Mattingly, Jonathan C. The small scales of the stochastic Navier-Stokes equations under rough forcing. (English) Zbl 1079.76023 J. Stat. Phys. 118, No. 1-2, 343-364 (2005). MSC: 76D06 35Q30 60H15 PDFBibTeX XMLCite \textit{J. C. Mattingly}, J. Stat. Phys. 118, No. 1--2, 343--364 (2005; Zbl 1079.76023) Full Text: DOI arXiv
Cutland, Nigel J.; Grzesiak, Katarzyna Optimal control for 3D stochastic Navier-Stokes equations. (English) Zbl 1329.76053 Stochastics 77, No. 5, 437-454 (2005). MSC: 76D05 35Q30 60H15 93E20 PDFBibTeX XMLCite \textit{N. J. Cutland} and \textit{K. Grzesiak}, Stochastics 77, No. 5, 437--454 (2005; Zbl 1329.76053) Full Text: DOI
Øksendal, Bernt; Proske, Frank; Zhang, Tusheng Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields. (English) Zbl 1090.60057 Stochastics 77, No. 5, 381-399 (2005). MSC: 60H15 93E20 35R60 PDFBibTeX XMLCite \textit{B. Øksendal} et al., Stochastics 77, No. 5, 381--399 (2005; Zbl 1090.60057) Full Text: DOI Link
Bulla, Ingo Dirichlet problem with stochastic coefficients. (English) Zbl 1078.60047 Stoch. Dyn. 5, No. 4, 555-568 (2005). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{I. Bulla}, Stoch. Dyn. 5, No. 4, 555--568 (2005; Zbl 1078.60047) Full Text: DOI
Cutland, Nigel J.; Keisler, H. Jerome Attractors and neo-attractors for 3D stochastic Navier-Stokes equations. (English) Zbl 1081.60048 Stoch. Dyn. 5, No. 4, 487-533 (2005). Reviewer: George Stoica (Saint John) MSC: 60H15 35D05 35Q30 PDFBibTeX XMLCite \textit{N. J. Cutland} and \textit{H. J. Keisler}, Stoch. Dyn. 5, No. 4, 487--533 (2005; Zbl 1081.60048) Full Text: DOI
Blömker, D.; Hairer, M.; Pavliotis, G. A. Modulation equations: Stochastic bifurcation in large domains. (English) Zbl 1084.60038 Commun. Math. Phys. 258, No. 2, 479-512 (2005). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 35Q35 37L40 PDFBibTeX XMLCite \textit{D. Blömker} et al., Commun. Math. Phys. 258, No. 2, 479--512 (2005; Zbl 1084.60038) Full Text: DOI arXiv
Cranston, M.; Mountford, T. S.; Shiga, T. Lyapunov exponent for the parabolic Anderson model with Lévy noise. (English) Zbl 1082.60057 Probab. Theory Relat. Fields 132, No. 3, 321-355 (2005). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60H15 60K35 60H30 60G15 PDFBibTeX XMLCite \textit{M. Cranston} et al., Probab. Theory Relat. Fields 132, No. 3, 321--355 (2005; Zbl 1082.60057) Full Text: DOI
Gautier, Eric Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise. (English) Zbl 1085.60016 Stochastic Processes Appl. 115, No. 12, 1904-1927 (2005). Reviewer: George Stoica (Saint John) MSC: 60F10 60H15 35Q55 PDFBibTeX XMLCite \textit{E. Gautier}, Stochastic Processes Appl. 115, No. 12, 1904--1927 (2005; Zbl 1085.60016) Full Text: DOI arXiv Link
Denis, Laurent; Matoussi, Anis; Stoica, Lucretiu \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE’s. (English) Zbl 1085.60043 Probab. Theory Relat. Fields 133, No. 4, 437-463 (2005). Reviewer: Yuhu Feng (Shanghai) MSC: 60H15 60G46 35R60 PDFBibTeX XMLCite \textit{L. Denis} et al., Probab. Theory Relat. Fields 133, No. 4, 437--463 (2005; Zbl 1085.60043) Full Text: DOI
Klyatskin, V. I. Stochastic equations through the eye of the physicist. Basic concepts, exact results and asymptotic approximations. (English) Zbl 1090.82002 Amsterdam: Elsevier (ISBN 0-444-51797-9/hbk). xviii, 538 p. (2005). Reviewer: Mihai Gradinaru (Nancy) MSC: 82-02 82C31 35R60 35K57 60-02 60H10 60H15 60H30 PDFBibTeX XMLCite \textit{V. I. Klyatskin}, Stochastic equations through the eye of the physicist. Basic concepts, exact results and asymptotic approximations. Amsterdam: Elsevier (2005; Zbl 1090.82002) Full Text: Link
Rajter-Ćirić, Danijela One-dimensional nonlinear stochastic wave equation and triviality effect. (English) Zbl 1095.35083 Stochastic Anal. Appl. 23, No. 6, 1149-1164 (2005). Reviewer: Nikita E. Ratanov (Bogotá) MSC: 35R60 60H15 PDFBibTeX XMLCite \textit{D. Rajter-Ćirić}, Stochastic Anal. Appl. 23, No. 6, 1149--1164 (2005; Zbl 1095.35083) Full Text: DOI
Dalang, Robert C.; Sanz-Solé, Marta Regularity of the sample paths of a class of second-order SPDE’s. (English) Zbl 1085.60042 J. Funct. Anal. 227, No. 2, 304-337 (2005). Reviewer: Dirk Blömker (Aachen) MSC: 60H15 35R60 35L05 PDFBibTeX XMLCite \textit{R. C. Dalang} and \textit{M. Sanz-Solé}, J. Funct. Anal. 227, No. 2, 304--337 (2005; Zbl 1085.60042) Full Text: DOI arXiv
Gradinaru, Mihai; Nourdin, Ivan; Tindel, Samy Itô’s- and Tanaka’s-type formulae for the stochastic heat equation: The linear case. (English) Zbl 1084.60039 J. Funct. Anal. 228, No. 1, 114-143 (2005). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60H05 60H07 60G15 PDFBibTeX XMLCite \textit{M. Gradinaru} et al., J. Funct. Anal. 228, No. 1, 114--143 (2005; Zbl 1084.60039) Full Text: DOI
van Neerven, J. M. A. M. Second quantization and the \(L^p\)-spectrum of nonsymmetric Ornstein-Uhlenbeck operators. (English) Zbl 1089.35083 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 8, No. 3, 473-495 (2005). Reviewer: Maksim Sokolov (Tashkent) MSC: 35R15 35P05 47D07 81S10 47D03 60H15 PDFBibTeX XMLCite \textit{J. M. A. M. van Neerven}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 8, No. 3, 473--495 (2005; Zbl 1089.35083) Full Text: DOI arXiv
Zhang, Qi-min; Han, Chong-zhao Numerical analysis for stochastic age-dependent population equations. (English) Zbl 1088.65004 Appl. Math. Comput. 169, No. 1, 278-294 (2005). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H15 35R60 65M06 65M12 92D25 60H35 PDFBibTeX XMLCite \textit{Q.-m. Zhang} and \textit{C.-z. Han}, Appl. Math. Comput. 169, No. 1, 278--294 (2005; Zbl 1088.65004) Full Text: DOI
Debbi, Latifa; Dozzi, Marco On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension. (English) Zbl 1078.60048 Stochastic Processes Appl. 115, No. 11, 1764-1781 (2005). MSC: 60H15 26A33 60G60 PDFBibTeX XMLCite \textit{L. Debbi} and \textit{M. Dozzi}, Stochastic Processes Appl. 115, No. 11, 1764--1781 (2005; Zbl 1078.60048) Full Text: DOI
Dokuchaev, Nikolai Parabolic Itô equations and second fundamental inequality. (English) Zbl 1083.60054 Stochastics 77, No. 4, 349-370 (2005). Reviewer: Makiko Nisio (Kobe) MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{N. Dokuchaev}, Stochastics 77, No. 4, 349--370 (2005; Zbl 1083.60054) Full Text: DOI
Łuczka, J. Non-Markovian stochastic processes: colored noise. (English) Zbl 1080.82018 Chaos 15, No. 2, 026107, 13 p. (2005). MSC: 82C31 60H15 60H30 82-02 PDFBibTeX XMLCite \textit{J. Łuczka}, Chaos 15, No. 2, 026107, 13 p. (2005; Zbl 1080.82018) Full Text: DOI
Tang, Shanjian Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\). (English) Zbl 1077.60047 Chin. Ann. Math., Ser. B 26, No. 3, 437-456 (2005). MSC: 60H15 35R60 34F05 93E20 PDFBibTeX XMLCite \textit{S. Tang}, Chin. Ann. Math., Ser. B 26, No. 3, 437--456 (2005; Zbl 1077.60047) Full Text: DOI
Baudoin, Fabrice; Teichmann, Josef Hypoellipticity in infinite dimensions and an application in interest rate theory. (English) Zbl 1081.60039 Ann. Appl. Probab. 15, No. 3, 1765-1777 (2005). Reviewer: Bo Markussen (Kopenhagen) MSC: 60H07 60H10 60H15 60H30 60G30 PDFBibTeX XMLCite \textit{F. Baudoin} and \textit{J. Teichmann}, Ann. Appl. Probab. 15, No. 3, 1765--1777 (2005; Zbl 1081.60039) Full Text: DOI arXiv
El-Borai, Mahmoud M.; El-Said El-Nadi, Khairia; Mostafa, Osama L.; Ahmed, Hamdy M. Numerical methods for some nonlinear stochastic differential equations. (English) Zbl 1084.65010 Appl. Math. Comput. 168, No. 1, 65-75 (2005). Reviewer: Grigori N. Milstein (Ekaterinburg) MSC: 65C30 60H15 60H35 PDFBibTeX XMLCite \textit{M. M. El-Borai} et al., Appl. Math. Comput. 168, No. 1, 65--75 (2005; Zbl 1084.65010) Full Text: DOI
Cerrai, Sandra Stabilization by noise for a class of stochastic reaction-diffusion equations. (English) Zbl 1077.60046 Probab. Theory Relat. Fields 133, No. 2, 190-214 (2005). Reviewer: George Stoica (Saint John) MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{S. Cerrai}, Probab. Theory Relat. Fields 133, No. 2, 190--214 (2005; Zbl 1077.60046) Full Text: DOI
Burdzy, Krzysztof; Mytnik, Leonid Super-Brownian motion with reflecting historical paths. II: Convergence of approximations. (English) Zbl 1082.60076 Probab. Theory Relat. Fields 133, No. 2, 145-174 (2005). Reviewer: Louis G. Gorostiza (Mexico City) MSC: 60J80 60K35 60G57 60H15 35R60 PDFBibTeX XMLCite \textit{K. Burdzy} and \textit{L. Mytnik}, Probab. Theory Relat. Fields 133, No. 2, 145--174 (2005; Zbl 1082.60076) Full Text: DOI Link