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Found 688 Documents (Results 1–100)

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Representation of solutions of the Cauchy problem for a one-dimensional Schrödinger equation with a smooth bounded potential by quasi-Feynman formulae. (English. Russian original) Zbl 1460.81017

Izv. Math. 85, No. 1, 24-60 (2021); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 85, No. 1, 27-65 (2021).
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Introduction to stochastic processes. Translated from the Chinese. Originally published under the same title by Higher Education Press, Beijing 2007. (English) Zbl 1471.60001

World Scientific Series on Probability Theory and Its Applications 2. Beijing: Higher Education Press; Hackensack, NJ: World Scientific (ISBN 978-981-4740-30-2/hbk; 978-981-4740-32-6/ebook). xiii, 230 p. (2021).
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On the Feynman-Kac formula. (English) Zbl 1468.60082

Joshua, V. C. (ed.) et al., Applied probability and stochastic processes. Selected papers based on the presentations at the international conference, Kerala, India, January, 7–10 2019. In honour of Prof. Dr. A. Krishnamoorthy. Singapore: Springer. Infosys Sci. Found. Ser., 491-506 (2020).
MSC:  60H15 60H10 60B11
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The method of Chernoff approximation. (English) Zbl 07238029

Banasiak, Jacek (ed.) et al., Semigroups of operators – theory and applications. Selected papers based on the presentations at the conference, SOTA 2018, Kazimierz Dolny, Poland, September 30 – October 5, 2018. In honour of Jan Kisyński’s 85th birthday. Cham: Springer. Springer Proc. Math. Stat. 325, 19-46 (2020).
MSC:  47-XX
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Approximation of the evolution operator by expectations of functionals of sums of independent random variables. (English. Russian original) Zbl 1478.60192

Theory Probab. Appl. 64, No. 1, 12-26 (2019); translation from Teor. Veroyatn. Primen. 64, No. 1, 17-35 (2019).
MSC:  60H30 35K10 35R20
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Introduction to stochastic differential equations with applications to modelling in biology and finance. (English) Zbl 1425.60001

Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-16606-1/hbk; 978-1-119-16609-2/ebook). xv, 283 p. (2019).
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Applied stochastic differential equations. (English) Zbl 1467.60043

Institute of Mathematical Statistics Textbooks 10. Cambridge: Cambridge University Press (ISBN 978-1-316-51008-7/hbk; 978-1-316-64946-6/pbk; 978-1-108-18673-5/ebook). x, 316 p. (2019).
MSC:  60H10 60H35
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Parabolic Anderson model with rough dependence in space. (English) Zbl 1408.60050

Celledoni, Elena (ed.) et al., Computation and combinatorics in dynamics, stochastics and control. The Abel symposium, Rosendal, Norway, August 16–19, 2016. Selected papers. Cham: Springer. Abel Symp. 13, 477-498 (2018).
MSC:  60H15 60H30 60H40
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Quasi-invariance for the Navier-Stokes equations. (English) Zbl 1408.35125

Fefferman, Charles L. (ed.) et al., Partial differential equations in fluid mechanics. Based on the workshop “PDEs in Fluid Mechanics”, Warwick, UK, September 26–30, 2016. Cambridge: Cambridge University Press. Lond. Math. Soc. Lect. Note Ser. 452, 97-112 (2018).
MSC:  35Q30 76B03 45E10
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Feynman-Kac formulas for the ultra-violet renormalized Nelson model. (English) Zbl 1429.81007

Astérisque 404. Paris: Société Mathématique de France (SMF) (ISBN 978-2-85629-893-0/pbk). vi, 110 p. (2018).
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Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for \(L^p\)-functionals. (English. Russian original) Zbl 1404.60045

Izv. Math. 82, No. 2, 377-406 (2018); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 82, No. 2, 140-171 (2018).
MSC:  60F25 60J25
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